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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   (28.06.2018-28.02.2020)
Guest Researcher

Chinese Academy of Sciences, PRC

Interests: Behavioral Finance, Computational Statistics and Machine Learning
 

Zhang, Chen (15.10.2018-31.08.2020)
Guest Researcher

Xiamen University, PRC

Interests: Bayesian Statistics, Macro Finance, Term Structure, Financial Econometrics
 

Li, Xinjue (15.10.2018-31.08.2020)
Guest Researcher

Xiamen University, PRC

Interests: Yield Curve modelling, Forecast and risk analysis, Highdimensional Statistics, Financial Time Series
 

 


 
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                                        
 

 
Feng, Yang (08.08.2019-13.08.2019)
Guest Researcher

Columbia University, US

Interests: High-dimensional statistical learning, Network models, Nonparametric and semiparametric methods, Bioinformatics
 

 
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
 

 
Zhou, Yinggang (28.09.2019-11.10.2019)
Guest Researcher

Xiamen University, PRC

Interests: investments, international finance, real estate
 

 
Duong, Nguyen Minh (29.09.2019-31.12.2019)
Guest Researcher

Vietnam National University, VN

Interests: Financial Risk Measure, Portfolio Optimization
 

 
Onatskiy, Alexei (09.10.2019-16.10.2019)
Guest Researcher

University of Cambridge, UK

Interests:

Econometrics, statistics, factor models, large random matrices

 

 
Manski, Charles F. (04.11.2019-22.11.2019)
Guest Researcher

Northwestern University, US

Interests: Economic Expectations                                          

 
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                         
 

 
Ben Amor, Souhir (01.02.2020-31.07.2020)
Guest Researcher

Higher Institute of Commercial Studies (IHEC) of Sousse, Tunisia

Interests: Quantitative finance, time series analysis, wavelet decomposition, Artificial Intelligence methods, and Risk management.