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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.


 

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