Ratmir Miftachov

High Dimensional Nonstationary Time Series | Ratmir Miftachov

E-mail:	miftachr [at] hu-berlin.de
Phone:	+49 15735321828
Office: Office hours:	Dorotheenstr. 1, room 004 upon agreement
Postal address:	IRTG 1792 School of Business and Economics Humboldt-Universität zu Berlin Unter den Linden 6 10099 Berlin, Germany

2023 - present 2021 - present	Doctoral scholarship, Studienstiftung des deutschen Volkes PhD student in Statistics, Humboldt-Universität zu Berlin
2019	Student Exchange in Statistics, UZH/ETH (Zurich)
2018 - 2020	M.Sc. in Economics, University Mannheim


Research Interest Explainable Machine Learning (Shapley) Shrinkage Methods Mathematical Statistics and Statistical Inference Presentations An introduction to Shapley Values Shapley Values: A Smoothing Perspective Working Paper Shapley Values: A Smoothing Perspective https://arxiv.org/abs/2211.13289 On Pricing Kernel Monotonicity Teaching Digital Economy and Decision Analytics (WS 21/22) Download the codes and view live talks: www.quantlet.de www.quantinar.com My Google Scholar.

Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series