Direkt zum InhaltDirekt zur SucheDirekt zur Navigation
▼ Zielgruppen ▼

Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Former IRTG 1792 guests

This is our guest archive. Click here to view our current and invited guests.


 

2019




 
Hao, Lei (17.11.2018-01.01.2019)
Guest Researcher

National University of Singapore

Interests: topic modelling, sentiment analysis and Bayesian statistics
 

 
Liu, Yanchu (01.03.2019-30.05.2019)
Guest Researcher

Sun Yat-sen University

Interests: Financial Engineering, FinTech, Energy Economics, Financial Econometrics, with applications.
 

 

 

2018



Li, Sherry (18.01.2018)
Guest Researcher

Blockchain Nights #4

Interests:

Applications of blockchain to data science.

 

Florens, Jean-Pierre (13.02.2018 - 15.02.2018)
Guest Researcher

Toulouse School of Economics

Interests: Is Completeness Necessary? Penalized Estimation in Non Identified Linear Models
 

Overbeck, Ludger (14.02.2018-15.02.2018)
Guest Researcher

Justus-Liebig-Universität Giessen

Interests: Central SIFIs by Factor Copulae
 

Chengxiu, Ling (15.04.2018-22.04.2018)
Guest Researcher

Université de Lausanne

Interests: How Sensitive are Tail-related Risk Measures in a Contamination Neighbourhood?
 

Huang, Chen (19.04.2018-20.04.2018)
Guest Researcher

Universität St.Gallen, Forschungsplattform Alexandria

Interests: Statistical Inference on High-Dimensional Tail Event Curves
 

Despres, Roméo (03.07.2017 - 28.05.2018)
Guest Researcher

Ecole normale supérieure de Rennes

Interests:

Mathematical modelling,                            

Machine learning                                        

 

Barletta, Andrea   (01.02.2018-31.05.2018)
Guest Lecturer (pro bono)

Aarhus University

Interests: Non-parametric/Non-structural Estimation of the Risk-neutral Density Embedded in Option Prices, Cryptocurrencies.
 

Park, Juhyun (27.05.2018-31.05.2018)
Guest Researcher

Lancaster University

Interests: Nonparametric regression and functional data analysis, Dynamic modelling of multi-dimensional curves, Heavy tailed time series and extremes, Longitudinal data analysis and medical statistics, Multiple point processes for high frequency events
 

Feng, Yang (01.06.2018)
Guest Researcher

Columbia University

Interests: High-dimensional statistical learning, network models, nonparametric and semiparametric methods, bioinformatics.
 

Harding, Matthew (01.06.2018-05.06.2018)
Guest Researcher

University of California – Irvine

Interests: Applying Deep Learning and Machine Learning in Economics
 

Nguyen, Phuong Anh   (10.07.2018-14.07.2018)
Guest Lecturer / SC 2018

International University - Vietnam National University of Ho Minh City
 

Interests: Banking efficiency with risk control variables, Banking risk management, Dynamic Optimization

Park, Juhyun (11.07.2018-13.07.2018)
Guest Researcher

Lancaster University

Interests: Nonparametric regression and functional data analysis, Dynamic modelling of multi-dimensional curves, Heavy tailed time series and extremes, Longitudinal data analysis and medical statistics, Multiple point processes for high frequency events
 

Can, Jiao  (01.01.2018-30.06.2018)
Guest Researcher

University of Chinese Academy of Sciences, Beijing

Interests:

Economics and Non-linear Programming, Text mining and Herding        

                                                                                

Anastasiou, Andreas (17.06.2018-24.06.2018)
Guest Researcher

London School of Economics and Political Science

Interests: Detecting multiple generalised change-points by isolating single ones
 

Wu, Wei Biao   (02.07.2018-06.07.2018)
Guest Researcher

University of Chicago

Interests: Probability theory, statistics, financial time series and econometrics, developing asymptotic theory for high-dimensional time series

Xie, Taojun (25.06.2018-11.07.2018)
Guest Researcher

Singapore Management University

Interests: CRRIX - Crypto Regulatory Risk IndeX                
 

Tran, Minh-Ngoc   (11.07.2018-16.07.2018)
Guest Lecturer

University of Sydney Business School

Interests: Bayesian Computation for Big Models Big Data
 

Trimborn, Simon (15.07.2018-20.07.2018)
Guest Researcher

National University of Singapore

Interests: Network Analysis, Dimension Reduction, Portfolio Optimization, Risk Management, Cryptocurrencies, Blockchain
 

Zalewska, Anna Patrycja (07.07.2018-25.07.2018)
Guest Lecturer

Warsaw University of Technology

Interests: Portfolio optimization                                       
 

Jeong, Kiho   (01.07.2018-31.07.2018)
Guest Researcher

Kyungpook National University, Daegu, Korea

Interests: Forecasting and Causality Tests of Cryptocurrency Exchange Rates
 

Kaya, Pinar (01.06.2018-31.07.2018)
Guest Researcher

Marmara University

Interests: Banking, Insurances                                         
 

Lee, Lung-Fei (02.08.2018-07.08.2018)
Guest Researcher

The Ohio State University

Interests: Spatial Econometrics, Theoretical Econometrics, Econometrics of Networks, Microeconomics
 

Yan, Jigao (18.08.2017 - 17.08.2018)

Guest Researcher

Soochow University

Interests:

Mathematical Statistics, Dependent r.v.s                             

   

Reusch, Marion (30.07.2018-19.08.2020)         
Guest Researcher

University of Cambridge

Interests: Research & Business Administration, People & Event Management, Human Resources
 

Vomfell, Lara (20.08.2018-21.08.2018)
Guest Researcher

The University of Warwick

Interests: Improving Crime Rate Forecasts with Taxi and Twitter Data
 

Barletta, Andrea   (22.08.-26.08.2018)
Guest Lecturer (pro bono)

Aarhus University

Interests: Non-parametric/Non-structural Estimation of the Risk-neutral Density Embedded in Option Prices, Cryptocurrencies.
 

Traian, Pele Daniel (01.10.2018-31.10.2018)
Guest Researcher

Bucharest University of Economic Studies

Interests: Statistics of Financial Markets, Time Series        
 

Kasy, Maximilian (01.10.2018-31.10.2018)
Guest Researcher

Harvard University

Interests: Statistical decision theory (applied to experimental design, machine learning, policy choice, and empirical Bayes methods); Statistics as a social process (publication bias etc.), the use of economic theory in econometrics; Identification and causality; Economic inequality and (optimal) taxation.  
 

 
Pilz, Jürgen (13.11.2018-15.11.2018)
Guest Researcher

Alpen-Adria-Universität Klagenfurt

Interests: Bayesian Additive Gaussian Process Modelling for Designing Computer Experiments
 

 
Nott, David John (18.11.2018-21.11.2018)
Guest Researcher

National University of Singapore

Interests: Bayesian Model Selection, Bayesian Nonparametrics, Hierarchical Models, Markov Chain Monte Carlo, Spatio-temporal Modelling
 

 
Schienle, Melanie (19.11.2018-01.12.2018)
Guest Researcher

Karlsruher Institut für Technologie (KIT)

Interests: Determination of VEC Models for different types of High-Dimensionality
 

 
Bronson, Mary Ann (25.11.2018-27.11.2018)
Guest Researcher

Georgetown University

Interests: Taxation and Household Decisions: An Intertemporal Analysis
 

 
Osterrieder, Jörg (27.11.2018-30.11.2018)
Guest Researcher

Zurich University of Applied Sciences

Interests: Financial Data Science, Artificial Intelligence in Finance, Financial Mathematics, Fintech
 

Seow, Hsin-Vonn (02.12.2018-07.12.2018)
Guest researcher

University of Nottingham, Malaysia

Interests:

Applications of Operations Research techniques, with a strong interest in credit scoring and credit control; Data Analytics

   
   
 

Troiano, Luigi (05.12.2018-12.12.2018)
Guest researcher

University of Sannio

Interests:

Computational and Intelligent systems

   
   
 

 

 

2017


Renault, Thomas   (16.12.2017-18.12.2017)
Guest Lecturer

Panthéon-Sorbonne University, Paris

Interests: Market Manipulation and Suspicious Stock Recommendations on Social Media
 

Pohlmeier, Winfried   (11.12.2017-12.12.2017)
Guest Lecturer

Universität Konstanz

Interests: What Can Economists Learn from the Machines about Personality
 

Meier, Matthias            (05.12.2017-06.12.2017)
Guest Lecturer

Universität Mannheim

Interests: Timo to Build on the Business Cycle
 

Meister, Alexander   (05.12.2017-06.12.2017)
Guest Lecturer

Universität Rostock

Interests: Nonparametric Density Estimation for Intentionally Corrupted Functional Data
 

Barunik, Jozef   (04.12.2017-05.12.2017)
Guest Lecturer

Charles University, Prague

Interests: A Tale of Sentiment Driven Tail Events: A Dynamic Quantile Model for Asset Pricing with Sentiment
 

Dzemski, Andreas   (30.10.2017-31.10.2017)
Guest Lecturer

University of Gothenburg

Interests: Economic Risk, Confidence Set for Group Membership
 

Genz, Sabrina   (12.11.2017-14.11.2017)
Guest Lecturer

Institut für Arbeitsmarkt- und Berufsforschung in Nürnberg

Interests: Do German Works Councils Counter or Foster the Implementation of Digital Technologies?
 

Hashorva, Enkeleijd   (14.11.2017-15.11.2017)
Guest Lecturer

University of Lausanne

Interests: From Classical to Parisian Ruin in Gaussian Risk Models 
 

 

Chen, Yi-Hsuan Cathy (01.07.2015 - 30.06.2016)
Research Guest

Chung-Hua University

Contact: Spandauer Str. 1
10178 Berlin
Interests: The integration of credit default swaps markets

 

Chen, Ying (15.11.2017 - 19.11.2017)
Research Guest

National University of Singapore

Interests:

Financial statistics and risk management, Non-stationary time series analysis

   
 

Stillwell , David   (27.11.2017-28.11.2017)
Guest Lecturer

University of Cambridge

Interests: Text, Herding and                            Sentiment
 

 
Trueck,  Stefan   (01.08.2017-15.09.2017)
Guest Researcher

Macquarie University

Interests: Risk Management, Energy Markets, Carbon Trading and Economics of Climate Change, Econometrics of Financial Markets
 

Rodriguez Poo, Juan Manuel  (25.08.2017-05.09.2017)
Guest Researcher

Universidad de Cantabria

Interests: Applications of nonparametric and semiparametric estimation techniques to finance and microeconomics
 

Niu, Linlin (31.08.2017 - 07.09.2017)
Guest Researcher

Xiamen University 

Interests:

Macro-finance, Applied Econometrics, International Economics 

   

Chen, Haiqiang (31.08.2017 - 07.09.2017)
Guest Researcher

Xiamen University 

Interests:

Financial Econometrics, Time Series Econometrics, Financial Economics 

   
   
 

Li, Yingxing (31.08.2017 - 07.09.2017)
Guest Researcher

Xiamen University 

Interests:

Macro-finance, Applied Econometrics, International Economics 

   
 

 


Lin, Ming (31.08.2017 - 07.09.2017)
Guest Researcher

Xiamen University 

Interests:

Monte Carlo Method,

Self Selection                                                       


Li, Mingyang   (31.08.2017-07.09.2017)
Guest Researcher

Xiamen University (WISE)

Interests: Cryptocurrencies                                        
 

Maciej Zieba  (20.08.2017 - 25.08.2017)
Guest Researcher

Wroclaw University of Science and Technology

Interests: Machine learning, ensemble models, deep learning
 

Ji, Xiaohao (03.07.2017-31.08.2017)
Guest Researcher

Fudan University

Interests:

Financial Econometrics                                             

                   

   

Liu, Lun-kang (Ryan) (15.07.2017 - 20.08.2017)
Guest Researcher

National Sun Yat-sen University, Taiwan

Interests: Copula Model, Machine Learning, Crypto Currency
 

Jozef Baruník  (26.07.2017 - 30.07.2017)
Guest Researcher

Charles University, Prag                                                

Interests:

Financial Economics; Econometrics                   

 

Müller, Hans-Georg  (13.07.2017 - 14.07.2017)
Guest Lecturer

University of California, Davis

Interests: Functional Data Analysis
 

Boehmer, Ekkehart (13.06.2017 - 20.07.2017)
Guest Reasercher

Singapore Management University

Interests:      Finance  
   

John C. Ham (24.06.2017 -  03.07.2017)
Guest Lecturer

National University of Singapore

Interests: Estimating (Easily Interpreted) Dynamic Training Effects from Experimental Data

 
   

Zakiyeva, Nazgul (27.06.2017 - 16.07.2017)
Guest Researcher

National University of Singapore

Interests:

Energy, wind power,

Functional Time Series Analysis                     

   

Martin Spindler (27.06.2017 - 16.07.2017)
Guest Researcher

Universität Hamburg

Interests:

High-Dimensional L_2 Boosting: Rate of Convergence

                   

   

Isabel Proença (06.07.2017 - 07.07.2017)
Guest Lecturer

ISEG - Lisbon School of Economics and Management

Interests:

Modern Econometrics

Machine Learning                                                         


Daniel Gutknecht  (09.07.2017 - 11.07.2017)
Guest Lecturer

Universität Mannheim

Interests: Estimation in (Non-)Additive Semiparametric Sample Selection Models
 

Bowman, Adrian (26.06.2017 - 29.06.2017)
Guest Lecturer

University of Glasgow

Interests: Flexible Statistical Models                           
   
   

 


Vogt, Michael (25.06.2017 - 26.06.2017)
Guest Lecturer

Rheinische Friedrich-Wilhelms-Universität Bonn

Interests: Multiscale Clustering of Nonparametric RegressionCurves
   

Choi, Jin-Young (19.06.2017 - 20.06.2017)
Guest Lecturer

Goethe-Universität Frankfurt

Interests: Semiparametric Estimator for Binary-Outcome Sample Selection: Prejudice Matters in Elections                       
   
   

 


Weder, Mark (12.06.2017 - 13.06.2017)
Guest Lecturer

The University of Adelaide

Interests: Animal Spirits, Financial Markets and Aggregate Instability                         
   
   

 


Koenker, Roger (06.06.2017 - 07.06.2017)
Guest Lecturer

University of Illinois

Interests: Quantile Regression                                                                                         
   
   

 


Yum, Minchul (23.05.2017 - 24.05.2017)
Guest lecturer

University of Mannheim

Interests: On the Distribution of Wealth and Labor Force Participation
   
   
 

Brinca, Pedro (17.04.2017 - 19.04.2017)
Guest lecturer

Nova School of Business and Economics

Interests: Fiscal consolidation and income inequality                        
   
   
 

Wilhelm, Daniel (05.02.2017 - 06.02.2017)
Research Guest

University College London

Interests: Nonparametric Panel Data Regressions                           
   
   
 

Comte, Fabienne (04.02.2017 - 06.02.2017)
Research Guest

Université Paris Descartes

Interests: Spline Regression with measurement errors                   
   
   
 

Michela Bia (30.01.2017 – 31.01.2017)
Guest researcher

LISER Luxembourg

Interests:

Examation of Language Training Progress

   
   
 

Kun Ho Kim (23.01.2017 – 29.01.2017)
Guest researcher

Hanyang University

Interests:

Forward Premium Anomaly

   
   
 

Hung-Yi Lee (21.01.2017 – 26.01.2017)
Guest lecturer

National Taiwan University

Interests:

Deep Learning

   
   
 

Victor Chernozhukov (24.01.2017 – 26.01.2017)
Guest lecturer

Massachusetts Institute of Technology

Interests:

Inference in High-Dimensions

   
   
 

Ekkehart Boehmer (23.01.2017)
Guest researcher

Singapore Management University

Interests:

Latent Asset-pricing factors

   
   
 

Markus Pelger (10.01.2017 – 12.01.2017)
Guest researcher

Stanford University

Interests:

Estimating Latent Asset Pricing Factors

   
   

 


2016


Chen, Shu-Ling (01.12.2016 - 15.07.2017)
Guest researcher

National Taipei University

Interests:

Nonparametric Graphical Models

   
   
 

Liu, Han (19.10.2016 - 25.10.2016)
Guest lecturer

Princeton University

Interests:

Financial Economics, Agricultural Insurance, Catastrophe Risk Management

   
   
 

Zhu, Leo Jun (20.08.2016 - 21.08.2017)
Research Guest

Nanjing University of Finance and Economics (CN)

Interests:

DSGE and Bayesian Methods, Dynamic Fiscal Policy, Chinese Economy

   
   
 

Symanzik, Jürgen (21.04.2016 - 20.05.2016)
Guest lecturer in cooperation with CRC 649

Utah State University

Interests:

Statistical Graphics and Visual Data Mining

   
   
 

Chen, Haiqiang (19.07.2016 - 19.08.2016)
Research Guest

Xiamen University

Interests:

Time Series Econometrics

   
   
 

Chen, Shiyi (21.04.2016 - 20.05.2016)
Research Guest

Fudan University, Shanghai

Interests:

Air pollution reduction, related health problem, and economic sustainable development

   
   
 

Oh, Hee-Seok (06.06.2016 - 07.06.2016)
Guest lecturer in cooperation with CRC 649

Seoul National University

Interests:

Data-adaptive PCA

   
   
 

Li, Yingxing (19.07.2016 - 19.08.2016)
Research Guest

Xiamen University

Interests:

Nonparametric and Semiparametric Regression

   
   
 

Chua, Wee Song (21.04.2016 - 20.05.2016)
Research Guest

National University of Singapore

Interests:

Vector Functional Autoregressive Models

   
   
 

Chen, Ying (21.04.2016 - 20.05.2016)
Research Guest

National University of Singapore

Interests:

Financial statistics and risk management, Non-stationary time series analysis

   
 

Nowatarski, Jakub
(20.04.2016 - 22.04.2016)
(05.06.2016 - 06.06.2016)
Research Guest in cooperation with CRC 649

Wroclaw University of Technology

Interests: Short-term electricity price and load forcasting
   

Fan, Qingliang (10.01.2016 - 10.02.2016)
Guest lecturer

WISE, Xiamen University

Interests: Macro-finance, Applied econometrics, International economics
   
   
 

2015


Linton, Oliver
(27.01.2016 - 05.02.2016)
(22.10.2015 - 29.10.2015)
Research Guest

University of Cambridge

Interests: Empirical Finance

Niu, Linlin (01.11.2015 - 15.01.2016)
Research Guest

WISE, Xiamen University

Interests: Macro-finance, Applied econometrics, International economics
   
   
 

Tsybacov,Alexandre (29.10.2015 - 30.10.2015)
Research Guest

Centre de Recherche en Economie et Statistique

Interests: Oracle inequalities for network models and sparse graphon estimation
   
   
 

 

Chen, Yi-Hsuan Cathy 
(01.07.2015 - 30.06.2016)
(25.06.2014 - 26.06.2014)

 

Research Guest

Chung-Hua University

Contact: Spandauer Str. 1
10178 Berlin
Interests: The integration of credit default swaps markets

 

Chen, Ying (02.06.2015 - 31.10.2015)
Research Guest

National University of Singapore

Interests:

Financial statistics and risk management, Non-stationary time series analysis

   
 

 

Lu, Henry Horng-Shing (16.05.2015 - 25.05.2015)
Research Guest

National Chiao Tung University

Interests:

Scientific computing, Image science, Bioinformatics

   
 

 

Burnaev, Evgeny (11.05.2015 - 12.05.2015)
Research Guest

Moscow Institute of Physics and Technology

Interests:

Modeling and forecasting volatility in the financial markets

   
 

 

Yao, Qiwei (26.01.2015 - 31.01.2015)
Research Guest

London School of Economics and Political Science

Interests:

Modeling high-dimensional time series

   
 

2014


Mykland, Per (20.11.2014 - 21.11.2014)
Research Guest

University of Chicago

Interests:

High Frequency Financial Econometrics

   
   
 

 

von Mettenheim, Hans-Jörg (15.01.2015 - 21.01.2015)
Research Guest

University of Hanover

Interests:

Neural networks, Artificial intelligence, Financial market forecasts

   
 

 

Fengler, Matthias (01.10.2014 - 02.10.2014)
Research Guest

University of St. Gallen

Interests:

Empirical finance, Financial econometrics and statistics

   
 

 

Duan, Jin-Chuan (22.09.2014 - 08.11.2014)
Research Guest

National University of Singapore

Interests:

Risk management, Derivatives pricing, Financial econometrics

   
 

 

Wu, Wei Biao (17.09.2014 - 18.09.2014)
Research Guest

University of Chicago

Interests:

Model selection, Covariance matrix estimation, Regression

   
 

Chen, Chun-houh (02.09.2014 - 04.09.2014)
Guest lecturer

Academia Sinica

Interests:

Matrix Visualization

   
   
 

Kuan, Chungming (19.08.2014 – 29.08.2014)
Guest lecturer

National Taiwan University

Interests:

Quantitative Finance and Accounting

   
   
 

 

Fang, Ying (01.08.2014 - 15.09.2014)
Research Guest

WISE, Xiamen University

Interests:

Econometrics, Applied econometrics, Economy of China

   
 

Lin, Henry (16.07.2014)
Guest lecturer
National Dong Hwa University
Interests:

Causality Testing

   
   
 

Cui, Wei (15.07.2014 – 29.07.2014)
Guest lecturer

University College London

Interests:

Macro, Finance and Time Series

   
   
 

 

Hyndman, Rob J. (22.06.2014 - 26.06.2014)
Research Guest

Monash University

Interests:

Forecasting, Time series analysis, Statistical computing, Computational demography

   
 

Dufays, Arnaud (18.05.2014 - 20.05.2014)
Guest lecturer

Malakoff Cedex

Interests:

Bayesian Inference for Structural Break Models

   
   
 

 

Chen, Rong (05.02.2014 - 06.02.2014)
Professor of Statistics

Rutgers University

Interests: Nonlinear and multivariate time series
   
 

Hafner, Christian (23.01.2014 - 24.01.2014)
Guest lecturer

Université Catholique de Louvain

Interests: Volatility Modelling and Risk Management
   
   
 

Imbens, Guido (20.01.2014 - 21.01.2014)
Guest lecturer

Stanford University

Interests:

Causal Inference

   

2013


 

Wand, Matt (09.12.2013 - 18.12.2013)
Professor of Statistics

University of Technology, Sydney

Interests: Variational approximate methods, Statistical methods for streaming data
   
 

 

Bluhm, Marcel (03.02.2013 - 05.02.2013)

Professor

WISE, Xiamen University

Interests: Monetary policy, Economic growth, Financial stability
   
 

 

D'Amato, Valeria (11.11.2013)
Research Guest

Universita Degli Studi di Salerno

Interests: Dependence into Mortality Data
 

 

Ritov, Ya'acov (01.12.2013 - 07.12.2013)
Professor

The Hebrew University of Jerusalem

Contact: Spandauer Str. 1
10178 Berlin
  Room: 402
Interests: Methods in financial risk measurement