Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Publication

Professor Wolfgang K. Härdle's, Speaker of the IRTG 1792, Dr. Alla Petukhina's, and Raphael C.G. Reule's, MD of the IRTG 1792, paper "Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies" was recently published in the European Journal of Finance.  

https://doi.org/10.1080/1351847X.2020.1789684.

We featured this research outlet previously as IRTG 1792 DP 2019-020 here.

Congratulations!

Staff

18.08.2020. Professor Wolfgang K. Härdle's, Speaker of the IRTG 1792, has been appointed as a Yushan (Jade Mountain) Scholar by the Ministry of Education of Taiwan.

The Yushan Scholar Program aims to assist various universities and colleges (hereafter, universities) in recruiting top international scholars to teach in Taiwan by providing internationally competitive salaries and thus expand international academic capacity in Taiwan’s academic environment and enhance the international influence of Taiwan’s higher education.

Further information is available here.

Participation: COST Action - Fintech and Artificial Intelligence in Finance

26.08.2020. Professor Wolfgang Härdle and Alla Petukhina were chosen as representatives of Germany in the management comittee of the COST Action CA19130 "Fintech and Artificial Intelligence in Finance - Towards a transparent financial industry" for the next 4 years.

The European Cooperation in Science and Technology (COST) is a funding organisation for the creation of research networks, called COST Actions. These networks offer an open space for collaboration among scientists across Europe (and beyond) and thereby give impetus to research advancements and innovation.

The aforementioned Action will investigate AI and Fintech from three different angles: Transparency in FinTech, Transparent versus Black Box Decision-Support Models in the Financial Industry and Transparency into Investment Product Performance for Clients. The Action will bridge the gap between academia, industry, the public and governmental organisations by working in an interdisciplinary way across Europe and focusing on innovation.

Participation

The STAT of ML Conference took place from the 27. to the 28. of August 2020 in Prague, CZ. Wolfgang Karl Härdle, speaker of the IRTG 1792, Souhir Ben Amor, Humboldt Research Fellowship Recipient of the Alexander von Humboldt Stiftung, and the IRTG 1792 doctoral students Danial Saef, Bingling Wang, Elizaveta Zinovyeva, Bruno Spilak, and Xinwen Ni gave talks at the conference.

The respective programme can be found here.

Participation

03.09.2020. Wolfgang Karl Härdle, speaker of the IRTG 1792, gave a digital talk on "FRM the AI Based Financial Risk Meter" at the "5th European Online-Conference on Artificial Intelligence in Industry and Finance".

Event

The annual IRTG 1792 RIJ, the "Rumble in the Jungle" workshop for the new doctoral researchers, was held at Buckow (Märkische Schweiz) from the 02.10.2020 - 06.10.2020.

Many thanks to all participants and staff, who worked as a team and made this event another successful one for the IRTG 1792. Special thanks to our guest professors Yuanhua FENG and Valerio Poti.

We are very glad to have found such an inspiring sanctuary, the Strandhotel Vierjahreszeiten Buckow, with incredible positive and proactive staff!

Participation

26.06.2019. Professor Wolfgang Karl Härdle, speaker of the IRTG 1792, Kainat Khowaja, PhD student of the IRTG 1792, and Raphael Reule, MD of the IRTG 1792, gave a three days course from the 14.10.2020 to the 16.10.2020 called “Smart Data Analytics” at the Giessen Graduate Centre for Social Sciences, Business, Economics and Law (GGS).

Participation: Bundesbank Horizon 2020 SupTech Event

Wolfgang Karl Härdle, speaker of the IRTG 1792, participates in the UZH Lecture Series-Autumn 2020.

The Lecture Series is an academic programme of the UZH Blockchain Center to delve into new research ideas and results, and encourage interaction of its members with highly recognised academic experts in the field. We also resort on the interest of the Blockchain Ecosystem in the Zurich area which also nurtures further participants.

The Blockchain Research Center (BRC) website is now online and reachable via:

https://blockchain-research-center.de/ 

https://hu.berlin/brc

For further questions on the BRC please contact Professor Wolfgang Karl Härdle, speaker of the IRTG 1792 and BRC, and Anna Shchekina, PhD student of the IRTG 1792.

Participation

Wolfgang K. Härdle's, Speaker of the IRTG 1792, Cathy Yi‐Hsuan Chen's, Mercator Fellow of the IRTG 1792, Anrija Mihoci's, Almuni of the LvB Chair of Statistics, and Michael Althof's, PhD student of the IRTG 1792, paper "FRM Financial Risk Meter", was recently presented at the Institute of Electrical and Electronics Engineers (IEEE).

Publication

Andrija Mihoci's, Michael Althof's, Cathy YH Chen's, and Prof. Wolfgang Härdle's paper entitled "FRM Financial Risk Meter" has been published in Advances in Econometrics, The Econometrics of Networks.

Congratulations!

Souhir Ben Amor participated in the Science meets Social Science (S3) seminar of Professor Rafał Weron and gave a talk on "Predictive accuracy of a new hybrid generalized long memory wavelet-neural networks model for short term electricity price forecasting".

Journal

02.11.2020 Dr. Alla Petukhina, LvB Chair of Statistics almuni is now the Associate editor for the new journal "Digital Finance - Smart Data Analytics, Investment Innovation, and Financial Technology".

This journal is a top tier peer-reviewed academic and practitioner journal that publishes high-quality articles with a focus on digital finance and innovation as well as on the analysis of digital and internet innovations on financial services and the economy. The journal publishes theoretical or empirical, qualitative or quantitative papers of interest to academics, practitioners, and regulators with the emphasis on empirical, financial market, and investment innovation, financial policy research and recommendations related to improving the welfare in the digital economy.

The respective website, with further information, can be reached here.

We congratulate Dr. Petukhina on her achievement. 

Conference

The second Yushan Conference “FinTech & RegTech Fundamentals. Techs. Apps” was organized by Humboldt University of Berlin and National Chiao Tung University, supported by COST Action CA19130 "Fintech and Artificial Intelligence in Finance" and "FIN-TECH Horizon 2020" Project.

The conference took place on December 10-11, 2020, online. It covered a broad spectrum of topics on blockchain ecosystem, AI methods for financial applications as well as COVID-19 data analysis from both academic and industrial prospectives.

Wolfgang Karl Härdle, speaker of the IRTG 1792 and the IRTG 1792 doctoral students Elizaveta Zinovyeva, Francis Liu, and Michael Althof gave talks at the conference.

The respective programmes can be found in the following:

Second Yushan Conference “FinTech & RegTech Fundamentals. Techs. Apps” on December 10, 2020

Second Yushan Conference “FinTech & RegTech Fundamentals. Techs. Apps” on December 11, 2020