Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

E-mail:

miftachr [at] hu-berlin.de

Office:

Office hours:

Rudower Chaussee 25, room 003

Friday 10 am - 12 pm

New Address:

Department of Mathematics

Humboldt-Universität zu Berlin

Rudower Chaussee 25

12489 Berlin

2023 - 2025

May 2023

2023 - 

2021 - 2022

2021 - 

Research associate at SFB 1294, Department of Mathematics, HU Berlin

Research visit, ORFE Department, Princeton University, USA

Doctoral scholarship, Studienstiftung des deutschen Volkes

Research associate at IRTG 1792, Economics Faculty, HU Berlin

PhD student in Statistics, Humboldt-Universität zu Berlin

Research Interest

• Nonparametric statistics
• Interpretable machine learning
• Financial econometrics

Working-paper

• Shapley Values: A Smoothing Perspective (with G. Keilbar, W. Härdle)

Work-in-progress

• Early Stopping for Random Planted Forest (with M. Reiss)
• Pricing Kernel Estimation for BTC Options (with C. Almeida, M. Grith, Zijin Wang)

Software

• Python Package for Early Stopping Methods (with L. Hucker, B. Stankewitz, E. Ziebell)

Teaching

• Digital Economy and Decision Analytics (WS 21/22)

My Google Scholar. 

Please find my most recent information on my personal homepage.

Presentations

•  An introduction to Shapley Values 
•  Shapley Values: A Smoothing Perspective 

Download the codes and view live talks:

  www.quantlet.de

  www.quantinar.com