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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   (28.06.2018-27.06.2019)
Guest Researcher

Chinese Academy of Sciences

Interests: Behavioral Finance, Computational Statistics and Machine Learning

Zhang, Chen (15.10.2018-31.08.2019)
Guest Researcher

Xiamen University

Interests: Bayesian Statistics, Macro Finance, Term Structure, Financial Econometrics

Li, Xinjue (15.10.2018-31.08.2020)
Guest Researcher

Xiamen University

Interests: Yield Curve modelling, Forecast and risk analysis, Highdimensional Statistics, Financial Time Series

Yatracos, Yannis (10.01.2019-15.06.2019)
Guest Researcher

Cyprus University Of Technology

Interests: Statistical Theory, Cluster Detection, Statistical Finance

Zhang, Yanfen (01.02.2019-01.02.2020)
Guest Researcher

Xiamen University (WISE)

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)

Interests: Tax Multiplier and Monetary Policy                                        

Dudek, Grzegorz (13.05.2019-15.05.2019)
Guest Researcher

Czestochowa University of Technology

Interests: Generating Random Weights and Biases in Feedforward Neural Networks with Random Hidden Nodes

Heller, Gillian (21.05.2019-23.05.2019)
Guest Researcher

Macquarie University

Interests: Parameter orthogonality and the GAMLSS family of distributions

Ying, Chen (02.06.2019-02.07.2019)
Guest Researcher

National University of Singapore

Interests: Quantitative Finance, Data Science, Time Series Analysis                                         

Culjak, Maria (10.06.2019-30.06.2019)
Guest Researcher

University of Rijeka

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

Reich, Brian (24.06.2019-28.06.2019)
Guest Researcher

North Carolina State University

Interests: Deep density regression                                         

Crowley, Richard (25.06.2019-05.07.2019)
Guest Researcher

Singapore Management University

Interests: Financial Stability, Investor Behavior, Stock Market Anomalies, Text Analysis, Voluntary Disclosure

Wu, Wei Biao   (01.07.2019-04.07.2019)
Guest Researcher

University of Chicago

Interests: Probability theory, statistics, financial time series and econometrics, developing asymptotic theory for high-dimensional time series

Kitagawa, Toru (03.07.2019-05.07.2019)
Guest Researcher

University College London

Interests: Treatment choice and empirical welfare maximization methods

Loughran, Tim (03.07.2019-05.07.2019)
Guest Researcher

University of Notre Dame, U.S.A.

Interests: Textual Analysis in Finance                                

Malo, Pekka (03.07.2019-05.07.2019)
Guest Researcher

Aalto University, Finland

Interests: Optimization, Evolutionary computation, Semantic information retrieval, Computational statistics, Machine learning

Zhou, Yinggang (28.09.2019-11.10.2019)
Guest Researcher

Xiamen University

Interests: investments, international finance, real estate

Manski, Charles F. (04.11.2019-22.11.2019)
Guest Researcher

Northwestern University

Interests: Economic Expectations                                          

Szczygielski, Kuba (01.02.2020-31.07.2020)
Guest Researcher

Wroclaw University of Science and Technology, Poland /University of Pretoria, South Africa

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