Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

E-mail:      simon.trimborn@hu-berlin.de Phone: +49 30 2093-5709 Office: Office hours: Spandauerstr. 1, room 306 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

Education

Academic Activities

• Reviewer for AStA Advances in Statistical Analysis

• Maintainer of the R-package gofCopula

Research Interest

• Network Analysis

• Dimension Reduction

• Portfolio Optimization

• Risk Management

• Cryptocurrencies

• Blockchain

Working Papers

Trimborn, S. and W. Härdle (2016). CRIX or evaluating blockchain based currencies, CRC 649 Discussion Paper 2016-021, revise and resubmit Journal of Empirical Finance

Trimborn, S., M. Li and W. Härdle (2017). Investing with Cryptocurrencies - A Liquidity Constrained Investment Approach, CRC 649 Discussion Paper 2017-014, submitted

Other Publications

Elendner, H., S. Trimborn, B. Ong, and T. M. Lee (2017). The Cross-Section of Crypto-Currencies as Financial Assets. Handbook of Digital Finance and Financial Inclusion: Cryptocurrency, FinTech, InsurTech, and Regulation. Ed. by D. Lee Kuo Chuen and R. Deng. Vol. 1. Elsevier.

R-package gofCopula: Goodness of Fit tests for Copulae

crix.hu-berlin.de