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.

Chen Ying.jpg
Chen, Ying
Guest Researcher  

National University Singapore, Singapore

Time series analysis,
Statistical machine learning,
FinTech and Quantitative Finance,
Energy modeling and forecasting

Yifu Wang
Wang, Yifu
Guest Researcher

Southwestern University of Finance and Economics , PRC

Interests: Quantitative finance, high-frequency financial econometrics, and high-dimensional statistics

Souhir Ben Amor
Ben Amor, Souhir
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

Ruting Wang
Wang, Ruting
Guest Researcher

Sun Yat-sen University, PRC

Interests: Monetary Policy Shocks: Evidence from Machine Learning




Please be aware, that we are not able to host any short term or further on-site guests due to COVID-19 restrictions.

All guest research and cooperations are done digitally.