Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Philipp Gschöpf

 

 

E-mail:

 

 

 gschoepp@hu-berlin.de

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Phone:

+49 30 2093-5703 

Office:

Office hours:

Dorotheenstr. 1, room 003

Upon agreement

Postal address:

Ladislaus von Bortkiewicz Chair of Statistics
School of Business and Economics
Humboldt-Universität zu Berlin
Unter den Linden 6
10099 Berlin, Germany

Website

 

 

Teaching

 

 Loesungen Session 2

 Aufgabe 1-10

 Motivation

Research Activities

 

  • Machine Learning and Artificial Inteligence

  • Convex Optimization and Asymmetric Regression

  • Financial Risk Management and High Frequency

  • High Dimensionality

 

 

 

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