Jovanka Lili Matic

High Dimensional Nonstationary Time Series | Jovanka Lili Matic

E-mail:	jovanka.matic [at] hu-berlin.de
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

2020 - present	PhD student in Statistics, Humboldt-Universität zu Berlin
2016 - 2019	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 Variable Importance and XAI Missing Value Theory Applied Financial Mathematics, Time Series Analysis Applications of Multiobjective Optimization in Machine Learning Teaching WS 21/22 Statistics of Financial Markets (Exercise) SS 21 Statistics of Financial Markets II (Lecture) WS 20/21 Mathematical Statistics Seminar, Mathematical Foundations for Finance and Insurance (Lecture) SS 20 Statistics of Financial Markets II WS 19/20 Statistics of Financial Markets (Lecture, Exercise) WS 19/20 Mathematical Foundations for Finance and Insurance (Lecture) Publications Hedging Cryptocurrency Options, Matic J.L, Packham N., Härdle, W.K., IRTG Discussion Series, November 2021 Scientific Talks Hedging Cryptocurrency Options, CCC3 Conference Berlin

Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series