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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.

Li, Wei
Guest Researcher

Norwegian University of Science and Technology, Norway

Interests: Times series analysis, Machine learning application in Finance, Energy Finance, Computational Finance                                      

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.

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.