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.

Hsing-Chuan, Hsieh

Hsing-Chuan, Hsieh
Guest Researcher

National Chiao Tung University, Taiwan

Interests:Data Science, Statistics, Anomaly Detection

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


Wang, Zijin

Guest Researcher

Southwestern University of Finance and Economics

Interests:Financial risk management
Time series clustering
Financial derivatives pricing
Machine learning

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.