Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

News 2017

Workshop: Seminar of the HypoVereinsbank-UniCredit Group

07.04.2017 – 08.04.2017. The IRTG doctoral student Awdesch Melzer attended the PhD Seminar Seminar of the HypoVereinsbank-UniCredit Group-Stiftungsfonds in memoriam Giovanna Crivelli for finance PhD-students in Berlin, Germany. Awdesch Melzer presented his project “Pricing Wind Power Futures”.

Call for papers: Computational Statistics

06.04.2017. Special Issue of the journal Computational Statistics on Service Data Analytics and Business Intelligence and Related Topics with Guest editors Desheng Dash Wu and Wolfgang Härdle. Submission Deadline: October 1, 2017

Click here for more detail in the official outline.

Dissertation: L. Yu completes PhD

27.03.2017. Lining Yu, IRTG PhD student, successfully defended her PhD dissertation on "Tail Event Driven Financial Risk Modelling". Congratulations!

Workshop: Research in Xiamen

23.03.2017. Joint Research Cooperation yielding vast insight and new results: XMU and HUB jointly organized the IRTG Workshop at Xiamen University (CN), where IRTG PhD students from XMU and HUB presented their joint research results.

Publication: Hitting top 10% on SSRN

08.03.2017. In February 2017, IRTG 1792 spokesperson, Prof. Wolfgang Härdle, was ranked among the top 10% of authors that month on Social Science Research Network (SSRN), a website. The paper on "DYNAMIC TOPIC MODELLING FOR CRYPTOCURRENCY COMMUNITY FORUMS" was listed on SSRN's Top Ten download list for: Econometrics: Econometric & Statistical Methods - Special Topics eJournal.

As of 04 February 2017, the paper had been downloaded 41 times. Abstract and download statistics are available at:

Conference: IRTG joint work in Singapore

20.02.2017. Larisa Adamyan, IRTG PhD student, visited "Q-Kolleg DEDA: Digital Economy and Decision Analytics" conference in National University Singapore (SG) and presented a joint work with K. Efimov, L. Wang and W. Härdle on "Assignments of JEL codes via Adaptive Weights Clustering"

Conference: A. Melzer at Princeton University

12.05.2017 – 15.05.2017. Participation at the Langfeld meeting “From Micro-Level Cognitive Phenomena to Large-Scale Social Dynamics” and at the CoCCoN meeting on Social Modulation of Risk Perception

The IRTG doctoral student Awdesch Melzer attended the interdisciplinary Princeton University Langfeld Conference “From Micro-Level Cognitive Phenomena to Large-Scale Social Dynamics” and the Humboldt University – Princeton University Strategic Partnership Cooperation and Collective Cognitive Network (CoCCoN) on Social Modulation of Risk Perception. He presented his new research project “The risk of power outages in socio-economic systems”. Awdesch Melzer is member of the Cabrera Lab.

Conference: A. Melzer at Oxford University

08.07.2017. The IRTG doctoral student Awdesch Melzer presented his work at the Commodity and Energy Markets Conference at Oxford University from 14.06.2017 until 15.06.2017. The topic of his talk was “Pricing green financial products”, which is an IRTG joint work with Prof. Wolfgang Härdle and Prof. Brenda López Cabrera.

Sommer School: K. Papagiannouli in Moscow

09.06.2017. The IRTG doctoral student Katerina Papagiannouli presented her work at the Statistics meets Stochastics II at Higher School of Economics in Moscow, from 09.06.2017 until 10.06.2017. The topic of her talk was Estimation of Cointegrated volatility in the presence of Jumps.

Humboldt-Universität zu Berlin | Wirtschaftswissen­schaftliche Fakultät | High Dimensional Nonstationary Time Series | About us | News Feed | News 2017 | Publication: Prof. Härdle and Prof. Chen publish in Conference on Business Excellence

Publication: Prof. Härdle and Prof. Chen publish in Conference on Business Excellence

Prof. Cathy Chen and Prof. Wolfgang K. Härdle published their paper on "Data Science and Digital Society" in the Proceedings of the 11th International Conference on Business Excellence.

Chen CYH, Härdle WKH (2017) Data Science and Digital Society. Proceedings of the 11th International Conference on Business Excellence, pp. 669 - 675, ISSN 2558-9652, DOI: 10.1515/picbe-2017-0071

Our team: Media Gallery online

01.08.2017. We have put together an online gallery of IRTG 1792 events and activities during the past four years. We invite everyone to take a look at what we have done to push forward research and to foster the IRTG team spirit.

Our team: Ice Cream Sponsorship

05.07.2017. The Ladislaus von Bortkiewicz Chair of Statistics sponsored ice cream for everyone at this year's summer festival that was held at the School of Business and Economics. Prof. Wolfgang Härdle, IRTG spokesperson (pictured, r.), was delighted.


Conference: T. Teräsvirta at University of Oxford

06.09.2017. Prof. Timo Teräsvirta, research affiliate of the former CRC 649 "Economic Risk" at the Chair of Statistics, hosted a session as chair at the 2nd Conference on Econometric Models of Climate Change.

Prof. Teräsvirta also presented his research at the two-day conference that took place at Nuffield College, University of Oxford. Further information may be found on the event page and in the official programme.

Research visit: K. Papagiannouli in Taiwan

04.09.2017. Katerina Papagiannouli, an IRTG student, has returned to Berlin after her research stay at NTPU, in Taiwan, from 31.07.2017- 30.08.2017. She worked on the design of a Typhoon index in collaboration with Prof. Shu-Ling Chen.

Conference: Prof W. Härdle in Fischerkaten, Poland

08.09.2017. Prof. Wolfgang Härdle gave a presentation on "Academic Ranking Scales: Imputation and prediction" at the conference "Microeconmetrics in Theory and Practice" in Fischerkaten/ Pogorzelica, Poland.

Conference: IRTG researchers in Cambridge

The THS (Text, Herding and Sentiment) conference was held successfully at University of Cambridge 12-13 September, 2017. It was jointly organized by Prof. Wolfgang Härdle, Prof. Oliver Linton and Prof. Cathy Yi-Hsuan Chen with the supports from Cambridge-INET and Humboldt-IRTG. IRTG professors Prof. Wolfgang Härdle, Prof. Cathy Yi-Hsuan Chen, Prof. Weining Wang, and IRTG students Larisa Adamyan and Ya Qian presented their related works there.

More information about the conference can be found via


IMG 4191

Seminar: Prof. Härdle in South-East China

23.09.2017. Prof. Wolfgang Härdle, the IRTG spokesman, gave a talk on "Pricing green financial products" at Suzhou University in China. This will be followed by a presentation on "Data Science & the Digital Society" at Nanjing University on 29.9.2017.

Seminar: Prof. Härdle at Fudan University

01.10.2017. Prof. Wolfgang Härdle, the IRTG spokesman, held a course on the "Statistics of Financial Markets" at Fudan University, China. In the course of the Jiang Xuemo Economics Lectures, organized by the university, he gave one lecture daily from September 21 until September 28 before students and guests of the insitute.


Our team: Successful DFG review

05.09.2017. The IRTG has successfully completed the on-site review by the German Research Foundation (DFG). For two days we had the chance to present our research results and methods to external experts of the DFG. This was a valuable opportunity for both our researchers and PhD students. The final result will be announced in December 2017.

For more pictures of the event, visit our media gallery.


If the IRTG 1792 will be prolonged, we will be financed by the DFG starting April 2018 until September 2022. In that case information for new PhD candidates will be published in January 2018.

Workshop: IRTG research team in Drübeck

11.10.2017. Reasearchers and PhD students of the IRTG 1792 were invited to a joint workshop with scientists of SFB 823 at the TU Dortmund.

The workshop on "Advances in financial and time series econometrics" took place at Kloster Drübeck in the Harz region of Germany from October 8 until October 10, 2017. For more information proceed to the event page: