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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

News 2015

Publication: Paper accepted to JBCB

11.12.2015. The paper “Detection of homologous recombination in closely related strains” by Anastasia S. Kalinina, Alexandra L. Suvorikova, Vladimir G. Spokoiny and Mikhail S. Gelfand was accepted to the Journal of Bioinformatics and Computational Biology.

Conference: Lenka Zboňáková in Vienna

09.12.2015. Lenka Zboňáková, IRTG PhD student, visited the conference on “Risk Management in Very High Dimensions” in Vienna, Austria and presented her work on “Time Varying Lasso”.

Publication: Paper accepted to “Energy Economics”

11.11.2015. The paper “Volatility Linkages between energy and agricultural commodity prices” by Brenda López Cabrera and Franziska Schulz was accepted to Energy Economics.

Workshop: Cambridge hosting IRTG students

08.12.2015. PhD students Alla Petukhina and Chen Huang visited the conference on “New Directions on Quantile Regression” at Trinity College, University of Cambridge and presented their work on “TEDAS with τ-spine optimization” and “Factorizable Sparse Tail Event Curves with Expectiles”.

Workshop: Rumble in the Jungle

06.10.2015. The new generation of students was warmly welcomed at the Rumble in the Jungle Workshop in Berlin. Besides many interesting presentation and promising project proposals, the great location near the Peetzsee set a nice and bright working environment.

Conference: Presentation at CEQURA Conference

02.10.2015. Lei Fang, PhD student, attended the CEQURA Conference and presented her paper on “A Mortality Model for Multi-populations: A Semi Parametric Approach”.

Our team: Job offer for A. Mihoci

01.10.2015. Andrija Mihoci, IRTG Postdoctoral Researcher, became W3 professor in Brandenburgische Technische Universität Cottbus-Senftenberg (DE). Congratulations!

Summer School: Information Retrieval

15.09.2015. Larisa Adamyan, PhD student, completed the Russian Summer School in Information Retrieval 2015 in Saint Petersburg on “Unsupervised Lemmatization using Wiktionary”.

Research visit: National University of Singapore

04.09.2015. Simon Trimborn, IRTG student, was invited by the National University of Singapore for a two-week research stay in December. He will work together with Prof. Ying Chen.

Internship: European Central Bank

31.07.2015. PhD student Thijs Benschop has just successfully finished his five-month internship at the European Central Bank in the Monetary and Financial Statistics (MFS) division of the Directorate General Statistics.

Conference: Participation at BSHS

12.07.2015. Alla Petukhina hold a presentation on “Collective Biographies - the Database BBI - Biographical Background Information” at the British Society for the History of Science (BSHS) 2015 Conference in Swansea, UK.

Dissertation: S. Chao completes PhD

02.06.2015. Shi-Kang Chao finished his PhD dissertation on "Quantile Regression in Risk Calibration" and took a visiting professorship at Purdue University (US). Congratulations!

Workshop: Participation in Cambridge

19.05.2015. The PhD students Xiu Xu and Lining Yu participated in the Workshop on tail event driven risk modeling at Cambridge University, UK  with a presentation on “TENET: Tail-Event driven Network Risk”.

Research visit: Invitation from Lancaster University

20.03.2015. IRTG manager and doctoral student Lei Fang was invited to a research stay at Lancaster University in May this year! She will work with Prof. Park Juhyun on a mortality model for multi-populations.

Workshop: Presenting in Russia

17.03.2015. Alexandra Suvorikova, doctoral student, presented her work on “Local Change-Point Detection” at the Workshop “Frontiers of High Dimensional Statistics, Optimization, and Econometrics” in Moscow, Russia.

Workshop: A. Petukhina in Singapore

16.03.2015. Alla Petukhina presented her paper on “Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets” at the TEDRIS - Tail Event Driven RIsk Structures Workshop in Singapore.

Research visit: Singapore Management University

07.03.2015. Alla Petukhina, doctoral student of the IRTG, starts her research stay at Singapore Management University today. 

Internship: Deutsche Bank Research

01.03.2015. We wish our PhD student Niels Wesselhöfft a successful start for his internship at Deutsche Bank Research!

Conference: Haindorf Seminar 2015

31.01.2015. The Haindorf seminar in 2015 started with a short course from Qiwei Yao, London School of Economics (UK) and continued with many more enlightening presentations from speakers form Charles University (CZ), Lancaster University (UK), National Taiwan University (TW) and more.

Workshop: Jour Fixe Winter 2015

21.01.2015. The Winter Jour Fixe this year brought along many participants across economics, statistics and mathematics departments from Humboldt and other universities from Europe, North America and Asia. Prof. Wolfgang Härdle gave a warm welcome to the Jour Fixe participants as well as visiting guests such as Prof. Rohit Deo (NYU Stern), Meng Jou Lu (National Chiao Tong University), Yun Cheng Tsai (National Taiwan University) and Frank Tan (Singapore Management University). This was followed by Lining Yu (IRTG student), giving an introduction to the newly developed CRC Financial Risk Index, also known as financial risk meter.

Winter School: Participation in Liverpool

16.01.2015. Lei Fang attended the Winter School on Perspectives in Actuarial Risks in Talks of Young researchers in Liverpool, UK and presented the findings of her paper “Stochastic Population Analysis: A Functional Data Approach”.

Dissertation: Dedy Dwi Prastyo completes PhD

15.01.2015. Dedy Dwi Prastyo finished his PhD dissertation on "On Single- and Multi-Period Corporate Default Prediction" and received a professor position at Suranbaya University, Indonesia. Congratulations!