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.
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Teräsvirta, Timo (01.01.2018 - 31.01.2019) |
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| Guest Researcher | ||
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Aarhus University |
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| Interests: |
Nonlinear Time Series Econometrics, Volatility Modelling |
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Kuo, Weiyu (01.02.2018 - 31.01.2019) |
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| Guest Researcher | ||
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National Chengchi University |
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| Interests: | Behavioural Finance, Empirical Asset Pricing | |
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Hans-Georg Müller (23.06.2018-30.06.2019) |
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| Guest Researcher | ||
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University of California, Davis |
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| Interests: | Statistical Methodology and Modeling, Mathematical Statistics, Biostatistics, Data Analysis | |
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Ren, Rui (28.06.2018-27.06.2019) |
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| Guest Researcher | ||
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Chinese Academy of Sciences |
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| Interests: | Behavioral Finance, Computational Statistics and Machine Learning | |
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Traian, Pele Daniel (01.10.2018-31.10.2018) |
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| Guest Researcher | ||
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Bucharest University of Economic Studies |
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| Interests: | Statistics of Financial Markets, Time Series | |
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Zhang, Chen (15.10.2018-31.08.2019) |
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| Guest Researcher | ||
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Xiamen University |
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| Interests: | Bayesian Statistics, Macro Finance, Term Structure, FInancial Econometrics | |
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Li, Xinjue (15.10.2018-31.08.2020) |
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| Guest Researcher | ||
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Xiamen University |
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| Interests: | Yield Curve modelling, Forecast and risk analysis, Highdimensional Statistics, Financial Time Series | |
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Kasy, Maximilian (01.10.2018-31.10.2018) |
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| Guest Researcher | ||
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Harvard University |
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| 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. | |
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Pilz, Jürgen (13.11.2018-15.11.2018) |
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| Guest Researcher | ||
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Alpen-Adria-Universität Klagenfurt |
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| Interests: | Bayesian Additive Gaussian Process Modelling for Designing Computer Experiments | |
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Hao, Lei (17.11.2018-01.01.2019) |
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| Guest Researcher | ||
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National University of Singapore |
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| Interests: | topic modelling, sentiment analysis and Bayesian statistics | |
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Nott, David John (18.11.2018-21.11.2018) |
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| Guest Researcher | ||
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National University of Singapore |
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| Interests: | Bayesian Model Selection, Bayesian Nonparametrics, Hierarchical Models, Markov Chain Monte Carlo, Spatio-temporal Modelling | |
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Hafner, Christian (29.11.2018-27.01.2019) |
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| Guest researcher | ||
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Université catholique de Louvain |
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| Interests: |
Studies in Nonlinear Dynamics and Econometrics, Computational Statistics, Banking and Finance, International Econometrics |
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Seow, Hsin-Vonn (02.12.2018-07.12.2018) |
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| Guest researcher | ||
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University of Nottingham, Malaysia |
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| Interests: |
Applications of Operations Research techniques, with a strong interest in credit scoring and credit control; Data Analytics |
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Troiano, Luigi (05.12.2018-12.12.2018) |
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| Guest researcher | ||
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University of Sannio |
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| Interests: |
Computational and Intelligent systems |
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Barletta, Andrea (01.01.2019-31.01.2019) |
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| Guest Lecturer (pro bono) | ||
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Aarhus University |
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| Interests: | Non-parametric/Non-structural Estimation of the Risk-neutral Density Embedded in Option Prices, Cryptocurrencies. | |
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Yatracos, Yannis (10.01.2019-15.06.2019) |
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| Guest Researcher | ||
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Cyprus University Of Technology |
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| Interests: | Statistical Theory, Cluster Detection, Statistical Finance | |
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Žiković, Saša (15.01.2019-30.01.2019) |
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| Guest Researcher | ||
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University of Rijeka |
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| Interests: | Forecasting High Frequency Data Using Advanced Machine Learning | |
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Giudici, Paolo (15.02.2018-28.02.2018) |
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| Guest Researcher | ||
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Unjversità di Pavia |
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| Interests: | Financial Risk Management | |
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Liu, Yanchu (01.03.2019-30.05.2019) |
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| Guest Researcher | ||
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Sun Yat-sen University |
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| Interests: | Financial Engineering, FinTech, Energy Economics, Financial Econometrics, with applications. | |
