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Humboldt-Universität zu Berlin - Statistik

Shi Chen

 

E-mail:

 

chenshiq@hu-berlin.de

Phone/Fax: +49 30 2093-5748/ +49 30 2093-5649

Office:

Office hours:

Room 312, Spandauer Str. 1, 10178 Berlin

upon agreement

Mail address:

Humboldt-Universität zu Berlin

School of Business and Economics

Ladislaus von Bortkiewicz Chair of

Statistics

Unter den Linden 6

10099 Berlin

Germany

 

Classes

 

Education

  • 2012-2014  M.Sc. Economics

                     Humboldt-Universität zu Berlin

  • 2007-2011  Bachelor in Engineering

                     Xiamen University, China

  • 2008-2011  Bachelor in Economics

                     Xiamen University, China

 

Research Interests

  • Financial risk measurement
  • HFT
  • Statistical learning

 

Working Papers

  • Chen, S., Härdle, W.K., Liang, C., Schienle, M. (2016). Thresholded high dimensional covariance matrix estimation with application in high frequency trading data
  • Chen, S., Härdle, W.K., López Cabrera, B. (2016). Sparsity Analysis of Energy Price Forecasting.
  • Chen, S., Härdle, W.K., Wang, W. (2015). Estimating inflation expectation co-movement across countries, SFB Dicussion Paper 2015-049, submitted.

 

Presentations

alt Estimating inflation expectation co-movement across countries

 

alt Sparsity Analysis of Energy Price Forecasting

 

Links