Humboldt-Universität zu Berlin - Statistik

Junjie Hu


  • E-mail:




    +49 30 2093-99499


    Office hours:

    SPA1 311

    upon agreement

    Postal address:

    Ladislaus of Bortkiewicz Chair of Statistics

    CASE - Center for Applied Statistics & Economics

    School of Business and Economics

    Humboldt University Berlin
    Unter den Linden 6
    10099 Berlin, Germany


  • 2017 - present: Ph.D. student in statistics, School of Business and Economics
  • 2015 - 2017: Master Degree in Finance, Lingnan College, Sun Yat-sen University, China
  • 2009 - 2013: Bachelor in Engineering, SLST, University of Electronic Science and Technology of China, China


Research interests

  • Volatility and Jumps Modeling on Financial Markets
  • Applied Machine Learning Methods (Neural Networks, NLP techniques)
  • High-Dimensional Time Series Forecasting
  • Equity Asset Portfolio Management


Working Papers

  • Realized Cryptocurrencies Forecasting With Jumps, with W. Kuo, W. Härdle
  • Electricity Consumption Optimizing - A Clustering Trading Strategy, with A. Melzer, B. López Cabrera


Working Projects

  • Parallel massive online data collection
  • Database management