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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Xinwen Ni, Ph.D.

Contact

  •   E-mail xinwen.ni.1@hu-berlin.de
  •   Phone / Fax
      +49 30 2093-99404
  •   Office / Office hours:
      Dor1, 003 / upon agreement

 

 

Mail address

IRTG 1972

Humboldt-Universität zu Berlin
School of Business and Economics
Dorotheenstr. 1
10117 Berlin
Germany


 

Education

2012- 2014              M. Sc.  Applied Economics

                               Nanyang Technological University


2014- 2018              Ph.D in Economics (Macro)

                               Nanyang Technological University                               


2018- present           Ph.D in Economics (Statistics)

                               Humboldt University Berlin    

Research Interests

Topic Modeling (LDA and DTM)

Cryptocurrenies

Ragulatory Policy Uncertainty


 

 

Publications and Working Paper

W. K. Härdle, S. Nasekin, D. K. C. Lee , X. Ni and A. Petukhina Tail Event Driven ASset allocation: evidence from equity and mutual funds markets, CRC 649 Discussion Paper 2015-045

 

 

Work in Progress

  • Sentiment Measurement with Emojis
  • Regulatory policy uncertainty in cryptocurrency market

 

Scientific Talks

2019

  • Advances in Econometrics Conference, The National Bank of Romania, ULBS, Sibiu, Romania 

  • Singapore Economic Review Conference, NTU, Singapore

  • First Yushan Conference, NCTU, Hsinchu, Taiwan (scheduled)

 

Teaching

  • Statistics of Financial Markets I (WS 19/20)
  • Statistics of Financial Markets II (SoSe 2018)