Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

E-mail:

kainat.khowaja [at] hu-berlin.de

+49 30 2093-99596

Office:

Office hours:

Dorotheenstrasse 1, room 004
Upon agreement

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

scholar.google.com > Kainat Khowaja

PhD student in Statistics, Humboldt University Berlin

2017-2019

M. Sc. in Applied Mathematics, Ivan Franko National University of Lviv, Ukraine

B. Sc. in Economics and Mathematics, Institute of Business Administration, Karachi, Pakistan

Research Interest

• Multivariate Time Series Analysis

• Dimensionality Reduction

• Multivariate Time Series Clustering

Working Papers

• Khowaja K, Saef D, Sizov S,  Härdle WK (2020) Data Analytics Driven Controlling: bridging statistical modeling and managerial intuition

• Khowaja K, Härdle WK, Huang C (2021) Uniform Confidence Bands for Generalized Random Forests

• Khowaja K, Scornet E (2022) A review of Random Forests

• Wang R, Khowaja K (2022) Does corporate value change with VAT burden? A GRF based study

Published Papers

• Lin MB, Khowaja K, Chen CYH, Härdle WK (2021)  Blockchain  mechanism and distributional characteristics of cryptos , Advances in Quantitative Analysis of Finance & Accounting (AQAFA), Vol. 18, DOI：10.6293/AQAFA.202112_(18).0006

• Khowaja K, Shcherbatyy M, Härdle WK (2021)  Surrogate Models for Optimization of Dynamical Systems, "Foundations of Modern Statistics", Springer Proceedings in Mathematics & Statistics, to appear 2021

• Mihoci A, Ting CH, Lu M, Khowaja K (2022) Adaptive Order Flow Forecasting with Multiplicative Error Models, Digital Finance, DOI: 10.1007/s42521-021-00047-1

Scientific Talks

• Trespassing Random Forests with a pointed stick for self defense, Stats of Machine Learning, Prague 27.08.2020 (Presented by Prof. Dr. Wolfgang Karl Härdle)

Teaching

• October 4th, 2020 Short course -  Spectral Analysis for Time Series Clustering

• 14.10-16.10.2020   Giessen Graduate School Workshop - Smart Data Analysis

• WS 20/21 HU Berlin  VL Mathematical Foundations for Finance and Insurance

• SS 21 HU Berlin Digital Economy and Decision Analytics - Blockchain and Cryptocurrency Seminar

• WS 21/22 HU Berlin Advanced Mathematics - a primer for Master and PhD Students

• WS 21/22 HU Berlin Digital Economy and Decision Analytics - Blockchain and Cryptocurrency Seminar

Download the codes and view live talks:

www.quantlet.de

www.quantinar.com