Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

XMU-HUB Partnership Conference

29.07. - 30.07.2019

Oberbarnim, Germany

 

Organization and Contact Information

Wolfgang Härdle
Raphael Reule

Humboldt University of Berlin
School of Business and Economics
International Research Training Group 1792

Humboldt-Universität zu Berlin
Dorotheenstr. 1
10117 Berlin

 
Phone: +49 - 30 - 2093 99469
E-mail:

irtg1792.wiwi@hu-berlin.de

 

 

 

 

Location and Trip Tips

 

Venue: Haus Tornow am See
Address: Am Tornowsee 1D, 15377 Oberbarnim
More information about the location

 

 

 

Participants

HUB

 

Wolfgang Härdle

Cathy Chen

 

Michael Althof

Justin Hellermann

Elena Ivanova

Daniel Jacob

Bingling WANG

Georg Keilbar

Niels Wesselhöfft

Elizaveta Zinovyeva

Marius Sterling

Raphael Reule

 

 

PricewaterhouseCoopers Düsseldorf, FRG

 

Danial Saef

Xiamen University, PRC

 

Yanfen ZHANG

Ming-Yang LI

 

 

Horizon 2020, European Union

 

Alla Petukhina

 

 

ZHAW School of Engineering , CH

 

Jörg Osterrieder

 

 

Chinese Academy of Sciences, PRC

 

Rui REN

 

 

 

 

Schedule

Note for Time Slot Arrangement:

 

The time slot for every regular-talk is 30-minute = a 25-minute presentation + a 5-minute discussion.

The time slot for every short-talk is 15-minute = a 10-minute presentation + a 5-minute discussion.

Each discussion will be led by an audience chosen randomly. (Everyone has a chance to give her/his/diverse opinion)

 

Day

Time

Speaker

title

Monday 
(29.07.2019)

12:00-14:50

Lunch at 

Pritzhagener Mühle, 
Lindenstraße 74, 15377 Oberbarnim

15:00

Arrival at

Haus Tornow am See
Am Tornowsee 1D, 15377 Oberbarnim

1st session

15:30-15:45

Danial Saef, Justin Hellermann

Map/Food/Smiles

15:45-16:30

Administration I

XMU-HUB Exchange October 2019

16:30-16:50

Coffee break

2nd session

16:50-17:40

Administration II

XMU-HUB Exchange October 2019

17:40- 18:00

Bingling Wang

'WALEX COOP', 'CENTRAL' and 'CM @Humboldt Forum'

18:30-20:00

Dinner

BBQ on the Seaside 

 

Tuesday
(30.07.2019)

1st session: Raphael Reule

09:00-09:15

Georg Keilbar

Testing for Neglected Nonlinearity in the Conditional Quantile Using Neural Networks

09:15-09:30 Elizaveta Zinovyeva

Antisocial Online-Behaviour Detection using Deep Learning.

09:30-09:45

Niels Wesselhöfft

Constrained Kelly Portfolios under α-Stable Laws

09:45-10:00 Michael Althof FRM goes Europe!

10:00-10:15

Bingling Wang

K-Expectile Balls

10:15-10:30 Alla Petukhina, Raphael Reule Intraday High-Frequency Trading Patterns of Cryptocurrencies

10:30-11:00

Coffee break
Checkout

2nd Session, Chair: Raphael Reule

11:00-11:15

Elena Ivanova

New aspects of the 30 year old expectiles 

11:15-11:30

Yanfen Zhang

Multivariate Time Series Analysis of CRIX Constituents.

11:30-11:45 Ming-Yang Li PRI scheduled talk.

11:45-12:00

Daniel Jacob

Does tenure makes you happy in your job?

13:00-14:00

Discussion / Lunch Break
BBQ on the Seaside

Cooldown Session

14:00-16:00

Recreational Activities

14:00 Archery

  16:00 Departure