Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

News 2017

Award: S. Trimborn selected for FinTech Award

19.10.2017 Simon Trimborn, an IRTG Ph.D. student, was selected for the PhD stipend at the First Toronto FinTech Conference. He receives this award for his paper "Investing with cryptocurrencies - A liquidity constrained investment approach". Congratulations!

Publication: Prof. Lopez Cabrera and T.Benschop publish Discussion paper

06.11.2017. Prof. Brenda López Cabrera, reasearcher at IRTG, and Thijs Benschop, an IRTG student, have published their discussion paper on "Realized volatility of CO2 futures".


It is now available on the SFB 649 website as SFB discussion paper 2017-025.

Seminar: HOH Lecture with M. Hallin

21.11.2017. After two days the Hermann-Otto-Hirschfeldt Lecture concluded at Humboldt-Universität zu Berlin. This year the lecture was held by Prof. em. Marc Hallin of the Université Libre de Bruxelles.


His lecture centered around the Dynamic Factor Method to study returns and
volatilities on the stock market.

 

The HOH lecture has been held annually since 2003. and was organized by Prof. Dr. Wolfgang Härdle, Prof. Dr. Vladimir Spokoiny and Larisa Adamyan of the Humboldt-Universität zu Berlin.

 

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Dissertation: T. Benshop completes PhD

24.11.2017. Thjis Benshop successfully defended his PhD Thesis. Congratulations!


Dissertation: X. Xu completes PhD

13.11.2017. Xiu Xu successfully defended her PhD Thesis. Congratulations!


Workshop: Cryptocurrency in a Digital Economy in Berlin

16.-17.11.2017. We successfully concluded the two-day workshop "Cryptocurrency in a Digital Economy" at the Einstein Center for Digital Future in Berlin.

Dissertation: S. Chen completes PhD

17.11.2017. Shi Chen, IRTG PhD student, successfully defended her PhD dissertation with summa cum laude. Congratulations!

CRIX: Cryptocurrency Index used as benchmark

27.11.2017. The CRyptocurrency IndeX (CRIX) was developed in the course of various projects at the School of Business and Economics. Publications of 2017 now even use CRIX as a benchmark to evaluate the asset class of cryptocurrencies.


27.11.2017. The CRyptocurrency IndeX (CRIX) was developed in the course of various projects at the School of Business and Economics. www.crix.hu-berlin.de
Publications of 2017 now even use CRIX as a benchmark to evaluate the asset class of cryptocurrencies, e.g.: https://static.crypto20.com/pdf/c20-factsheet.pdf
 
 
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Conference: S. Chen in Xiamen

16.10.2017. Shi Chen, an IRTG student, presented her work at the five-day DEDA conference in Xiamen, China. The topic of her talk was "Bootstrapped market impact with limit order books".


The annual Sino-German Workshop took place from 12 to 16. October 2017 at Xiamen University and is part of the research and collaboration activity in the context of our IRTG. For more details, visit http://wise.xmu.edu.cn/Meetings/DEDA2017/HOME.

Humboldt-Universität zu Berlin | Wirtschaftswissen­schaftliche Fakultät | High Dimensional Nonstationary Time Series | About us | News Feed | News 2017 | Publication: Chao, Härdle and Huang publish paper in Computational Statistics and Data Analysis

Publication: Chao, Härdle and Huang publish paper in Computational Statistics and Data Analysis

03.12.2017. The paper "Multivariate Factorizable Expectile Regression with Application to fMRI Data" authored by Shih-Kang Chao, Wolfgang K. Härdle and Chen Huang has been accepted for publication in Computational Statistics and Data Analysis.


Paper: Chao SK, Härdle WK, Huang C (2018) Multivariate Factorisable Sparse Asymmetric Least Squares Regression. Comp Stat Data Analysis, doi.org/10.1016/j.csda.2017.12.001

Publication: Zharova, Härdle and Lessmann publish discussion paper

06.11.2017. The discussion paper "Is Scientific Performance a Function of Funds?" authored by Alona Zharova, Wolfgang Karl Härdle and Stefan Lessmann has been published as a discussion paper.


The discussion paper 2017-028 can be accessed here.

For more discussion papers visit the SFB website.

 

Our team: DFG approves IRTG 1792

19.12.2017. We are pleased to announce that the DFG (German Research Foundation) has just approved the prolongation of the IRTG 1792 funding for 2018-2022. This gives us a chance to improve our cooperation between China and Germany further and facilitate graduate studies for our excellent students. We look forward to continuing our hard work with more fruitful results. More information regarding the application process will be published in January 2018.


Further information may be found on the HU hompage.

Call for applications: Your PhD at IRTG 1792



22.12.2017. The IRTG 1792 is now looking for PhD students to start work in October 2018. We take applications starting in January 2018. Find out more about our call for applicants and the application process.

 

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