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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.


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
 

 

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