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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   (28.06.2018-31.10.2019)
Guest Researcher

Chinese Academy of Sciences, PRC

Interests: Behavioral Finance, Computational Statistics and Machine Learning

Zhang, Yanfen (01.02.2019-01.02.2020)
Guest Researcher

Xiamen University (WISE), PRC

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), PRC

Interests: Tax Multiplier and Monetary Policy                                        

Ang, Li (01.09.2019-01.09.2020)
Guest Researcher

Huazhong University of Science and Technology, PRC

Interests: Financial Econometrics, Non-stationary Time Series, Nonparametric Econometrics

Na, Chen (01.09.2019-01.09.2020)
Guest Researcher

Northeastern University (Shenyang), PRC

Interests: investments, international finance, portfolii

Chen, Ruoyu (28.09.2019-27.09.2020)
Guest Researcher

Beijing Institute of Technology, PRC

Interests: Theory and application on partial stationary TAR models

Ellington, Mike (01.01.2020-30.01.2020)
Guest Researcher

University of Liverpool, GB

Interests: estimation of time-varying parameter models with specific applications using financial and economic data

Vivian, Andrew (01.01.2020-30.02.2020)
Guest Researcher

Loughborough University, UK

Interests: Investments, Empirical Finance, Commodities, Market Efficiency        

Schillebeeckx, Simon (01.01.2020-30.01.2020)
Guest Researcher

Singapore Management University, SG

Interests: Natural Resources, Organizational Strategy, Behavior and Dynamics            

Culjak, Maria (12.01.2019-01.02.2020)
Guest Researcher

University of Rijeka, CR

Interests: Option pricing models, High-frequency trading, Mathematical statistics                                         

Szczygielski, Kuba (01.02.2020-31.07.2020)
Guest Researcher

Wroclaw University of Science and Technology, PL / University of Pretoria, ZA

Interests: Asset pricing, linear factor models, financial time-series econometrics, financial economics, Arbitrage Pricing Theory (APT), empirical finance                         

Kitagawa, Toru (24.02.2020-25.02.2020)
Guest Researcher

University College London, GB

Interests: Treatment choice and empirical welfare maximization methods

Ben Amor, Souhir (01.03.2020-28.02.2022)
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.

Galichon, Alfred (20.03.2020)
Guest Researcher

New York University, US

Interests: Optimal transport methods in economics, vector quantile regression

Scornet, Erwan (15.07.2020-17.07.2020)
Guest Researcher

École Polytechnique · Centre de Mathématiques Appliquées (CMAP) UMR CNRS 7641, FR

Interests: Statistics, Machine Learning