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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
 

 
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
 

 
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

Wu, Wei Biao   (20.06.2019-05.07.2019)
Guest Researcher

University of Chicago, US

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

 
Ying, Chen (01.04.2021-31.08.2021)
Guest Researcher

National University of Singapore, SG

Interests: Quantitative Finance, Data Science, Time Series Analysis                                         
 

 
Chen, Yi-Hsuan Cathy (30.07.2020-16.08.2020)
Guest Researcher

University of Glasgow

Interests: The integration of credit default swaps markets