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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Michael Althof

Contact

E-mail:

althofmi [at] hu-berlin [dot] de

Phone:

+49 30 2093-5630

Office:

Office hours:

Dorotheenstr. 1
Upon agreement

Postal address:

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

Education

2018 - present

PhD student in statistics, Humboldt-Universität zu Berlin

2012

Certificate in Quantitative Finance, CQF Institute

2000-2004

ESCP Europe, Paris, Masters, Focus on Finance

1998-1999

Vordiplom, Universität zu Köln, Business Management 

 

Research Interest

  • Applied Machine Learning (Deep Learning, Unstructured Data Analysis and Modelling)
  • Time Series Forecasting using Machine Learning Tools, Focus on Yield Curves
  • Combine Neural Networks with Stochastic Processes
  • Probabilistic Programming
  • Amalgamation of Machine Learning Related Analysis to Robust Portfolio Construction