Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Haindorf Seminar 2022

25.01. - 28.01.2022

Hejnice, Czech Republic

 

Organization and Contact Information

Wolfgang Härdle
Bruno Spilak
Raphael Reule

Humboldt University of Berlin
Faculty of Economics
Ladislaus von Bortkiewicz Chair of Statistics
Spandauer Str. 1
10178 Berlin, Germany
 

doc. PhDr. Jozef Baruník, Ph.D.
Associate Professor
Department of Macroeconomics and Econometrics
Institute of Economic Studies, Faculty of Social Sciences
Charles University
Opletalova 26
110 00 Prague, Czech Republic

 
Phone: +49 - 30 - 2093 99469
E-mail:

irtg1792.wiwi@hu-berlin.de

barunik@fsv.cuni.cz

 

 

Location and Trip Tips

 

Venue: International Center for Spiritual Rehabilitation
Address: Klasterni 1, 463 62 HEJNICE, Czech Republic
More information about the location

Skiing at Jested

Excursion to the nearby church and tombs of Hejnice
 

 

 

Participants

HUB, DE

 

Wolfgang Härdle

 

Anna Shchekina

Konstantin Häusler

Kainat Khowaia

Ilyas Agakishiev

Min-Bin Lin

Raul Bag

Xinwen NI

Wendy Wang

Ratmir Miftachov

Raphael Reule

Ruting Wang

 

 

Deutsche Bank Risk Lab, DE


Lili Matic

 

 

Royalton Partners AG, CH

 

Michael Althof

Julian Winkel

 

 

Université de Sousse, TN

 

Souhir Ben Amor

 

 

PricewaterhouseCoopers Düsseldorf, DE

 

Danial Saef 

 

 

AICOR Verwaltungs GmbH, DE


Bruno Spilak

Charles University Prague, CZ

 

Jozef Baruník 

František Čech

Luboš Hanus

Martin Hronec 

Josef Kurka 

Lenka Nechvátalová

Matěj Nevrla 

Lukáš Vácha

Lukas Janasek

 

 

Chinese Academy of Sciences, PRC

 

Rui REN

 

 

Berlin School of Economics and Law, DE

 

Francis LIU

 

 

Greeneum Smart Energy Platform (Greeneum) Ltd., IL

 

Assaf Ben Or

 

 

Loughborough University, GB

 

Andrew Vivian

 

 

Frankfurt School of Finance and Management, DE

 

Jan Vecer

 

 

National University of Singapore, SG

 

Chen Ying

 

 

Schedule

 

 

Note for Time Slot Arrangement:

 

The time slot for every regular-talk is 30-minute = a 25-minute presentation + a 5-minute discussion.

 

The time slot for every short-talk is 15-minute = a 10-minute presentation + a 5-minute discussion.

 

Each discussion will be led by an audience chosen randomly. (Everyone has a chance to give his/her opinion)

 

 

 

Day

Time

 

Speaker

Title

Tuesday
(25.01.2022)

13: 30

 

Arrival

13: 30-

14: 30

  Lunch and Check-In

1st session, Chair: Wolfgang Härdle

14: 30-15: 00

 

Michael Althof

TBA
15: 00-15: 30  

Rui Ren

TBA
15: 30-16: 00   Ruting Wang TBA

16: 00-16: 30

 

Coffee break

2nd session, Chair: Xinwen Ni

16: 30-17: 00

 

Lenka Nechvátalová

Deep Reinforcement Learning in Asset Pricing

17: 00- 17: 30

 

Bruno Spilak

TBA
  17: 30-18: 00   Francis Liu TBA
 

18: 30-

20: 00

  Dinner

 

Wednesday (26.01.2022)

1st session, Chair: František Čech

09: 00-09: 30

 

Lukas Janasek

Acquisition of Costly Information in Data-Driven Decision Making

09: 30-10: 00

 

Luboš Hanus

Deep Learning and Networks

10: 00-10: 30

  Wendy Wang TBA

10: 30-11: 00

 

Coffee break

2nd Session, Chair: Bruno Spilak

11: 00-11: 30

 

Matěj Nevrla

Idiosyncratic Quantile Risk

11: 30-12: 00

 

Martin Hronec

Quantile Portfolio Optimization

12: 00-12: 30

 

Xinwen Ni

TBA

12: 30-14: 30

 

Discussion / Lunch Break

3rd session, Chair: Jozef Barunik

14: 30-15: 00

  Ilyas Agakishiev Assume a can opener

15: 00-15: 30

  Raul Bag TBA

15: 30-16: 00

 

Souhir Ben Amor

TBA

16: 00-16: 30

 

Coffee break

4th session, Chair: TBA

16: 30-17: 00

  Assaf Ben Or TBA

17: 00-17: 30

  Chen Ying TBA

17: 30-18: 00

  Chen Ying

 

TBA

18: 30-20: 00

 

Dinner

 

Thursday
(27.01.2022)

08: 00-14: 00

 

Optional activities

1st Session, Chair: TBA

14: 30-16: 00

 

Short course - Andrew Vivian

 

16: 00-16: 30

 

Coffee break

 

2nd Session

16: 30-18: 00

  Short course - Jan Vecer

18: 30-20: 00

 

Dinner

 

Friday (28.01.2022)

 

 

1st Session, Chair: Konstantin Häusler

09: 00-09: 30

  TBA TBA

09: 30-10: 00

 

Lukáš Vácha

Deep Reinforcement Learning for Dynamic Decision Making in Economics

10: 00-10: 30

 

Josef Kurka

Distributional Assymetries and Currency Risk

10: 30-11: 00

 

Coffee break

2nd Session, Chair: Lili Matic

11: 00-11: 30

 

Danial Saef

TBA

11: 30-12: 00

 

František Čech

TBA

12: 00-

12: 30

  Ratmir Miftachov TBA

12: 30-14: 30

 

Discussion / Lunch Break

3rd Session, Chair: TBA

14: 30-15: 00

 

Julian Winkel

TBA

15: 00-15: 30

 

Lili Matic

TBA

15: 30-16: 00

 

Kainat Khowaia

TBA

16: 00-16: 30

 

Coffee break

4th session, Chair: TBA

16: 30-17: 00

 

Min-Bin Lin

TBA

17: 00-17: 30

 

Anna Shchekina

TBA

17: 30-18: 00

 

Konstantin Häusler

TBA

18: 30-20: 00

 

Dinner

 

Saturday
(29.01.2022)

09: 00

 

Departure