Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Jovanka Lili Matic

Contact

E-mail:

jovanka.matic [at] hu-berlin.de

Lili_matic
Phone:

+49 30 2093-99468

Office:

Office hours:

Dorotheenstr. 1, room 0.04
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

 

2020 - present

PhD student in Statistics, Humboldt-Universität zu Berlin

2016 - 2019 Pre-Diploma in Mathematics, Faculty of Mathematics, University of Belgrade, Serbia
2016 - 2019

M.Sc. in Statistics, Humboldt-Universität zu Berlin, Germany

2014 - 2015

Exchange Quantitative Finance, Singapore Management University, Singapore

2012 - 2016

B.Sc. in Economics, Humboldt-Universität zu Berlin, Berlin, Germany

 

Research Interest

  • Statistical Learning

  • Minimax theory, rates of convergence
  • Applied Financial Mathematics, Time Series Analysis

  • Extreme Value Theory

 

Teaching

 

Publications

 

Scientific Talks