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Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

Junjie (Jeremy) Hu



junjie.hu [aincircle] hu-berlin [dot] de


+49 30 2093-5728


Office hours:

Spandauerstr. 1, room 316

or, Dorotheenstr. 1, room 005
Upon agreement

Postal address:

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



2017 - present PhD student in statistics, Humboldt-Universität zu Berlin  
2015- 2017 Master Degree in Finance, Lingnan College, Sun Yat-sen University
2009 - 2013

Bachelor of Biomedical Engineering, SLST, University of Electronic Science and Technology of China






Research Interest

  • Financial Time Series Modeling and Forecasting

  • Applied Machine Learning
  • Financial Market Sentiment Analysis
  • Equity Asset Portfolio Management


Working Paper

  • Realized Cryptocurrency Volatility: Dynamics, Jumps, and Forecasts, J. Hu, W. Kuo, W. Härdle
  • Electricity Load Forecasting Using Linear and Non-linear Models, A Case on Machinery, J. Hu, B. Lopez Cabrera, A. Melzer