Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Elisabeth Bommes

  • E-mail: Elisabeth.Bommes@hu-berlin.de
    Phone: +49 30 2093-1470
    Fax: +49 30 2093-5649
    Adress: Humboldt-Universität zu Berlin
    School of Business and Economics
    Ladislaus von Bortkiewicz Chair of Statistics
    Unter den Linden 6
    10099 Berlin Germany
    Office:

    SPA1 Room 311

    Office hours:

    upon agreement

eb.png

Education

2012 - 2015 M.Sc. in Statistics
Humboldt-Universität zu Berlin
2008 - 2012 B.Sc. in Business Administration
Freie Universität Berlin

 

Teaching

 

Research Interests

  • Behavioral Finance

  • Text Mining

  • Information Retrieval

 

Talks

sentim.png Distillation of News Flow into Analysis of Stock Reactions
fss Textual Sentiment and Sector Specific Reaction

 

Papers

Zhang, J., Chen, C., Härdle, W. and Bommes E. (2016). Distillation of News Flow into Analysis of Stock Reactions, Journal of Business & Economic Statistics, DOI: 10.1080/07350015.2015.1110525

 

Books

van den Berg, T., Bommes, E., Härdle, W. and Petukhina A. (2016). Computing Machines