Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Publication

Professor Wolfgang Karl Härdle's, speaker of the IRTG 1792, Ben Zhe Wang's, Jeffrey Sheen's, Stefan Trück's, Macquarie University, and Shih-Kang Chao's, University of Missouri, paper "A Note On The Impact Of News On Us Household Inflation Expectations" article has just been published with Cambridge University Press on Cambridge Core in Macroeconomic Dynamics, and is available under First View at http://dx.doi.org/10.1017/S1365100518000482.

This research has been previously published as SFB 649 Discussion Paper 2017-011.

Event: Machine Learning Short Courses

On 5.12. - 7.12.2018 the IRTG 1792 doctoral students participated in a short course themed "Deep Learning with Application in Finance and Computer Vision", held by Prof. Troiano from the University of Sannio and University of Salerno, Italy.

Many thanks to Prof. Troiano for the inspiring short course and the fruitful discussions.

Participation

Professor Wolfgang Karl Härdle, speaker of the IRTG 1792, was invited to the 18th China Economics Annual Conference to give a talk called "Tales of Sentiment driven tails" at Guangzhou from the 07.12.2018 - 09.12.2018.

A respective news report in Chinese can be found here.

Participation

Professor Wolfgang Karl Härdle, speaker of the IRTG 1792, was invited to the International Workshop "Digital Innovation in Finance" organized by the Keio University, Technology and Economics, Centre for Finance, the Hiroshima University, School of Informatics and Data Science, and the Tokyo Metropolitan University, Research Center for Quantitative Finance, to give a talk called "Understanding Cryptocurrencies " at Tokyo from the 10.12.2018 - 11.12.2018.

The respective programme of the workshop can be found here.

Staff

Professor Christoph Breunig, Principal Investigator of the IRTG 1792, accepted a call to the Emory University at Atlanta, United States of America, as Professor of Econometrics.

Emory University is a private research university in the Druid Hills neighborhood of the city of Atlanta, Georgia, United States. The university was founded as Emory College in 1836 in Oxford, Georgia, by the Methodist Episcopal Church and was named in honor of Methodist bishop John Emory. In 1915, Emory College moved to its present location in Druid Hills and was rechartered as Emory University. Emory maintained a presence in Oxford that eventually became Oxford College, a residential liberal arts college for the first two years of the Emory baccalaureate degree. The university is the second-oldest private institution of higher education in Georgia and among the fifty oldest private universities in the United States.

Emory University has nine academic divisions: Emory College of Arts and Sciences, Oxford College, Goizueta Business School, Laney Graduate School, School of Law, School of Medicine, Nell Hodgson Woodruff School of Nursing, Rollins School of Public Health, and the Candler School of Theology. Emory University, the Georgia Institute of Technology, and Peking University in Beijing, China jointly administer the Wallace H. Coulter Department of Biomedical Engineering. The university operates the Confucius Institute in Atlanta in partnership with Nanjing University. Emory has a growing faculty research partnership with the Korea Advanced Institute of Science and Technology (KAIST). Emory University students come from all 50 states, 6 territories of the United States, and over 100 foreign countries. Source.

Congratulations!

Event: IRTG 1792 Holiday Season Outing

On the 19.12.2018 IRTG 1792 staff and research guests met for a holiday season dinner to celebrate the succesful research and great progress, which was achieved in 2018.

We wish you all some calm days to regenerate for the dynamic and certainly active year that lies ahead of us!