Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

E-mail:

agakishi [at] hu-berlin.de

+49 178 532-5640

Office:

Dorotheenstr. 1, room 004

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

PhD student in Statistics, Humboldt-Universität zu Berlin

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

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

Projects

• METIS: Introduction to Reinforcement Learning (Quantinar link)
• METIS: P-hacking (Quantinar link)
• KDE and ill-posed problems (Quantinar link)

Research Interests

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