Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Ilyas Agakishiev

Contact

E-mail:

agakishi [at] hu-berlin.de

Foto_Ilyas Agakishiev
Phone:

+49 178 532-5640

Office:

Dorotheenstr. 1, room 004

Postal address:

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

Education

 

2020 – present

PhD student in Statistics, Humboldt-Universität zu Berlin

2016 – 2019

M. Sc. in Finance, Humboldt-Universität zu Berlin

2012 – 2016

B. Sc. in Economics, MGIMO (U) MID Rossii, Russia

Research Interests

  • Deep Learning in finance
  • High-frequency trading
  • Option pricing models