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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Current and Invited Guests

An overview of current guests and invited guests at the IRTG 1792. Click here to view our guest archive.The guest registration template can be downloaded here.


Ren, Rui   (28.06.2018-28.02.2020)
Guest Researcher

Chinese Academy of Sciences, PRC

Interests: Behavioral Finance, Computational Statistics and Machine Learning
 

 
Zhang, Yanfen (01.02.2019-01.02.2020)
Guest Researcher

Xiamen University (WISE), PRC

Interests: Diagnostic checking in high-dimension time series models with uncorrelated errors
 

Li, Mingyang   (01.02.2019-01.02.2020)
Guest Researcher

Xiamen University (WISE), PRC

Interests: Tax Multiplier and Monetary Policy                                        
 

 
Ang, Li (01.09.2019-01.09.2020)
Guest Researcher

Huazhong University of Science and Technology, PRC

Interests: Financial Econometrics, Non-stationary Time Series, Nonparametric Econometrics
 

 
Na, Chen (01.09.2019-01.09.2020)
Guest Researcher

Northeastern University (Shenyang), PRC

Interests: investments, international finance, portfolii
 

 
Chen, Ruoyu (28.09.2019-27.09.2020)
Guest Researcher

Beijing Institute of Technology, PRC

Interests: Theory and application on partial stationary TAR models
 

 
Duong, Nguyen Minh (29.09.2019-31.12.2019)
Guest Researcher

Vietnam National University, VN

Interests: Financial Risk Measure, Portfolio Optimization
 

 
Bertschinger, Nils (25.11.2019-28.11.2019)
Guest Researcher

Frankfurt Institute for Advanced Studies, DE

Interests: Financial networks, Econophysics models, Gaussian processes for portfolio optimisation
 

Boehmer, Ekkehart (01.12.2019 - 31.12.2019)
Guest Reasercher

Singapore Management University, SG

Interests:      Finance, Social Inclusion and Innovation, Natural Resources and Sustainable Businesses, Business Models and Innovation, Corporate Social Responsibility  
   

 
Schillebeeckx, Simon (01.01.2020-30.01.2020)
Guest Researcher

Singapore Management University, SG

Interests: Natural Resources, Organizational Strategy, Behavior and Dynamics            
 

 
Vivian, Andrew (01.01.2020-28.02.2020)
Guest Researcher

Loughborough University, UK

Interests: Investments, Empirical Finance, Commodities, Market Efficiency        
 

 
Culjak, Maria (12.01.2019-01.02.2020)
Guest Researcher

University of Rijeka, CR

Interests: Option pricing models, High-frequency trading, Mathematical statistics                                         
 

 
Szczygielski, Kuba (01.02.2020-31.07.2020)
Guest Researcher

Wroclaw University of Science and Technology, PL / University of Pretoria, ZA

Interests: Asset pricing, linear factor models, financial time-series econometrics, financial economics, Arbitrage Pricing Theory (APT), empirical finance                         
 

 
Kitagawa, Toru (24.02.2020-25.02.2020)
Guest Researcher

University College London, GB

Interests: Treatment choice and empirical welfare maximization methods
 

 
Ben Amor, Souhir (01.03.2020-28.02.2022)
Guest Researcher

Higher Institute of Commercial Studies (IHEC) of Sousse, TN

Interests: Quantitative finance, time series analysis, wavelet decomposition, Artificial Intelligence methods, and Risk management.
 

 
Galichon, Alfred (20.03.2020)
Guest Researcher

New York University, US

Interests: Optimal transport methods in economics, vector quantile regression
 

 
Scornet, Erwan (15.07.2020-17.07.2020)
Guest Researcher

École Polytechnique · Centre de Mathématiques Appliquées (CMAP) UMR CNRS 7641, FR

Interests: Statistics, Machine Learning