Humboldt-Universität zu Berlin | Wirtschaftswissenschaftliche Fakultät | High Dimensional Nonstationary Time Series | Ladislaus von Bortkiewicz Professor of Statistics | Staff | Personal pages | oldpages2015 | Philipp Gschöpf Philipp Gschöpf E-mail: gschoepp@hu-berlin.de 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 http://philippgschoepf.wix.com/home Teaching Statistics I (Exercise 2015) Loesungen Session 2 Aufgabe 1-10 Motivation Statistics II (Exercise 2014/2015) Research Activities Machine Learning and Artificial Inteligence Convex Optimization and Asymmetric Regression Financial Risk Management and High Frequency High Dimensionality Resumé Academic CV TERES - Tail Event Risk Expected Shortfall Unsupervised Learning - The Expectation Maximization Algorithm M-Quantiles and Tail-Behavior Call Send SMS Add to Skype You'll need Skype CreditFree via Skype
Resumé
Academic CV
TERES - Tail Event Risk Expected Shortfall
Unsupervised Learning - The Expectation Maximization Algorithm
M-Quantiles and Tail-Behavior
