Junjie Hu
Contact
-
E-mail:
hujunjie[AT]hu-berlin[dOt]de
Phone:
+49 30 2093-99499
Office:
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
Education
- 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