Direkt zum InhaltDirekt zur SucheDirekt zur Navigation
▼ Zielgruppen ▼

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.


Teräsvirta, Timo (01.01.2018 - 31.01.2019)
Guest Researcher

Aarhus University

Interests:

Nonlinear Time Series Econometrics, Volatility Modelling

 

Kuo, Weiyu (01.02.2018 - 31.01.2019)
Guest Researcher

National Chengchi University

Interests: Behavioural Finance, Empirical Asset Pricing       
 

Hans-Georg Müller (23.06.2018-30.06.2019)
Guest Researcher

University of California, Davis

Interests: Statistical Methodology and Modeling, Mathematical Statistics, Biostatistics, Data Analysis
 

Ren, Rui   (28.06.2018-27.06.2019)
Guest Researcher

Chinese Academy of Sciences

Interests: Behavioral Finance, Computational Statistics and Machine Learning
 

Traian, Pele Daniel (01.10.2018-31.10.2018)
Guest Researcher

Bucharest University of Economic Studies

Interests: Statistics of Financial Markets, Time Series        
 

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
 

Kasy, Maximilian (01.10.2018-31.10.2018)
Guest Researcher

Harvard University

Interests: Statistical decision theory (applied to experimental design, machine learning, policy choice, and empirical Bayes methods); Statistics as a social process (publication bias etc.), the use of economic theory in econometrics; Identification and causality; Economic inequality and (optimal) taxation.  
 

 
Pilz, Jürgen (13.11.2018-15.11.2018)
Guest Researcher

Alpen-Adria-Universität Klagenfurt

Interests: Bayesian Additive Gaussian Process Modelling for Designing Computer Experiments
 

 
Hao, Lei (17.11.2018-01.01.2019)
Guest Researcher

National University of Singapore

Interests: topic modelling, sentiment analysis and Bayesian statistics
 

 
Nott, David John (18.11.2018-21.11.2018)
Guest Researcher

National University of Singapore

Interests: Bayesian Model Selection, Bayesian Nonparametrics, Hierarchical Models, Markov Chain Monte Carlo, Spatio-temporal Modelling
 

Hafner, Christian (29.11.2018-27.01.2019)
Guest researcher

Université catholique de Louvain

Interests:

Studies in Nonlinear Dynamics and Econometrics, Computational Statistics, Banking and Finance, International Econometrics

   
   
 

Seow, Hsin-Vonn (02.12.2018-07.12.2018)
Guest researcher

University of Nottingham, Malaysia

Interests:

Applications of Operations Research techniques, with a strong interest in credit scoring and credit control; Data Analytics

   
   
 

Troiano, Luigi (05.12.2018-12.12.2018)
Guest researcher

University of Sannio

Interests:

Computational and Intelligent systems

   
   
 

Barletta, Andrea   (01.01.2019-31.01.2019)
Guest Lecturer (pro bono)

Aarhus University

Interests: Non-parametric/Non-structural Estimation of the Risk-neutral Density Embedded in Option Prices, Cryptocurrencies.
 

Yatracos, Yannis (10.01.2019-15.06.2019)
Guest Researcher

Cyprus University Of Technology

Interests: Statistical Theory, Cluster Detection, Statistical Finance
 

 
Žiković, Saša (15.01.2019-30.01.2019)
Guest Researcher

University of Rijeka

Interests: Forecasting High Frequency Data Using Advanced Machine Learning
 

 
Giudici, Paolo (15.02.2018-28.02.2018)
Guest Researcher

Unjversità di Pavia

Interests: Financial Risk Management
 

 
Liu, Yanchu (01.03.2019-30.05.2019)
Guest Researcher

Sun Yat-sen University

Interests: Financial Engineering, FinTech, Energy Economics, Financial Econometrics, with applications.