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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Anna Shchekina

Contact

E-mail:

anna.shchekina [at] hu-berlin.de

Phone:

+49 30 2093-99499

Office:

Office hours:

Dorotheenstr. 1, room 0.03

Upon agreement

Postal address:

IRTG 1792
School of Business and Economics
Humboldt-Universität zu Berlin
Unter den Linden 6
10099 Berlin, Germany

Education

 

2019 - present

PhD student in Statistics, Humboldt-Universität zu Berlin

2015 – 2017 M. Sc. in Financial Mathematics, Uppsala University
2011 – 2015

B. Sc. in Applied Mathematics and Computer Science, Saint Petersburg State University

 

 

Work in Progress

Sentiment-Driven Cryptocurrency Market Analysis (with Wei Li)

FRM financialriskmeter for Cryptos (with Wolfgang Härdle, Vanessa Guarino and Valerio Poti)

 

Research Interest

  • Financial Mathematics
  • Derivative Pricing 
  • Modern Machine Learning
  • Cryptocurrencies 

 

Scientific Talks

Presentations

PAC (Probably Approximately Correct) Learning

 

Miscellaneous

Head of the data pool of Blockchain Research Center 
blockchain-research-center.de