Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series






+49 30 2093 99468


Office hours:

Dorotheenstrasse 1, room 107 
upon agreement

Postal address:

IRTG 1792  
Humboldt-Universität zu Berlin
Unter den Linden 6
10099 Berlin, Germany

Education and Career


2021 - Present

Marie Skłodowska-Curie Individual Fellowship,

Humboldt-Universität zu Berlin                                         

2019 - 2020

Postdoc, Humboldt-Universität zu Berlin
2013 - 2019

PhD in Management Science and Engineering,

University of Chinese Academy of Sciences

2018 - 2019 Visiting PhD student in Statistics, Humboldt-Universität zu Berlin
2009 - 2013

B.Sc. in Information and Computing Science, Minzu University of China



Research interest

  • Risk Management

  • Applied Statistics

  • Machine Learning



  • Statistical Tools in Finance and Insurance (WS19/20)

  • Non- and Semiparametric Modelling (WS 20/21)

  • Statistics of Financial Markets II (SS 2021)



Google scholar


Work in progress

Linear-in-Means Peer Effects and Club Selections of a Unique Online Fishing Game

Sentiment Network Studies based on Natural Language Processing (NLP)

Financial Risk Meter