Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Bingling Wang

Contact

E-mail:

bingling.wang [at] hu-berlin.de

  BinglingWang
Phone:

+49 30 2093-99596

 

Office:

Office hours:

Dorotheenstr. 1, room 004

Upon agreement

 
Postal address: IRTG 1792 "High Dimensional Nonstationary Time Series"
School of Business and Economics
Humboldt-Universität zu Berlin
Unter den Linden 6
10099 Berlin, Germany

 

Education

 

10/2019 - 02/2020

Visiting researcher, Xiamen University, China

2018 - present

PhD student in Statistics, Humboldt-Universität zu Berlin

2018

M.Sc. in Economics and Management Science, Humboldt-Universität zu Berlin

   

Research Interest

  • Risk Models
  • Machine Learning
  • Text Mining
  • NFTs, blockchain, Crypto Currencies

 

Publications

K-expectile clustering (with Wolfgang Karl Härdle and Yingxing Li)

Tail Event Driven Factor Augmented Dynamic Model (with Weining Wang)

 

Work in Progress

The DAI - Digital Art Index  (with Min-Bin Lin, bruno spilak, Artnet)

Understanding NFTs (with Min-Bin Lin, bruno spilak, Artnet)

Deep Reinforcement Learning in Portfolio Management

 

Scientific Talks

2019

  • First Yushan Conference, NCTU, Hsinchu, Taiwan 

2020

  • Stat of ML , Prague, Czech Republic

 

Teaching

  • Digital Economy & Decision Analytics / Blockchain and cryptocurrency seminar(SoSe 2020)
  • Digital Economy & Decision Analytics / Blockchain and cryptocurrency seminar(SoSe 2021)

 

Presentations

  k-expectile       K-expectile clustering

 

 

Download the codes and view live talks:

qletlogo_tr.png  www.quantlet.de

Screenshot 2022-01-03 at 14.27.05.png  www.quantinar.com