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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                                        
 

 
Galvao, Antonio (26.03.2019-27.03.2019)
Guest Researcher

University of Arizona

Interests:

Econometric theory, applied econometrics, and economic theory, with emphasis on quantile regression and quantile preferences.

 

 
Brito, Paula (27.03.2019-31.03.2019)
Guest Researcher

Universidade do Porto

Interests:

Multivariate data analysis, in particular clustering methods. Analysis of multidimensional complex data, known as symbolic data. Data Analysis using Galois Lattices.

 

 
Wójcik, Piotr (27.03.2019-31.03.2019)
Guest Researcher

University of Warsaw

Interests:

Regional and Local Development, Convergence in Countries and Regions of European Union, Quantitative Finance, Algorithmic Trading

 

 
Schwendner, Peter (18.04.2019-19.04.2019)
Guest Researcher

ZHAW School of Management and Law

Interests: Asset Management, Investment Management, Risk Management Product Development, Financial Engineering, Quantitative Strategies
Fixed Income, Equity Derivatives, Multi-Asset Global Macro, Managed Futures Machine Learning, Index Construction, Correlation Networks
 

Huang, Chen (17.04.2019-19.04.2019)
Guest Researcher

Universität St.Gallen, Forschungsplattform Alexandria

Interests: Statistical Inference on High-Dimensional Tail Event Curves
 

 
Arakelian, Veni (05.05.2019-07.05.2019)
Guest Researcher

Panteion University

Interests:

Detecting Contagion and Sovereign Systemic Risk Zones

 

 
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
 

 
Ying, Chen (02.06.2019-04.06.2019)
Guest Researcher

National University of Singapore

Interests: Quantitative Finance, Data Science, Time Series Analysis                                         
 

 
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
 

 
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                                
 

 
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