Summer Camp 2021
19.07. - 23.07.2021
Buckow, Germany
Contact Information
|
Wolfgang Härdle IRTG 1792 |
||
| Tel.: | +49 - 30 - 2093 99469 | |
| E-Mail: |
irtg1792.wiwi@hu-berlin.de |
|
Venue
15377 Buckow (Märkische Schweiz)
Participants
HUB
Wolfgang Härdle
Konstantin Häusler Anna Shchekina Wendy WANG Min-Bin LIN Georg Keilbar Ratmir Miftachov Julian Winkel Kainat Khowaja Raphael Reule
Berlin School of Economics and Law, DE
Francis LIU
Technische Universität Dresden, DE
Ostap Okhrin
Deutsche Bank Risk Lab, DE
Ilyas Agakishiev
University of York, UK
Weining WANG
|
Royalton Partners AG, CH
Przemysław Bielicki Michael Althof
AICOR Verwaltungs GmbH, DE
Sun Yat-Sen University, PRC
Ruting WANG Xiamen University, PRC
Hongyu XIA
University of Glasgow, UK
Université de Sousse, TN
Souhir Ben Amor |
Schedule
|
Day |
Time |
Speaker |
Title |
|
|
|
|
|
Each discussion will be led by an audience chosen randomly. (Everyone has a chance to give her/his/diverse opinion).
|
Day |
Time |
Speaker |
Title |
|
Tuesday |
12:00 |
Arrival |
|
|
1st Session, Chair: Raphael Reule |
|||
13:00-13:30 |
Prof. Wolfgang K. Härdle |
||
|
13:30-14:00 |
Keynote Talk - Bingling WANG, Min-Bin LIN, Wolfgang K. Härdle NFTs and VizTech.
|
||
|
14:00-15:00 |
Short Course I - Ostap Okhrin Data-Driven Statistics.
|
||
|
15:00-15:20 |
Coffee Break |
||
|
2nd Session, Chair: Georg Keilbar |
|||
15:20-16:30 |
Data-Driven Statistics.
|
||
| 16:30-16:50 | Coffee Break | ||
|
|
|
||
|
|
|||
|
|
BBQ Terrace Dinner (normal)
|
||
|
|
|||
|
Wednesday |
|||
|
1st Session, Chair: Souhir Ben Amor |
|||
| 10:00-10:10 |
Mentimeter Information Georg Keilbar |
||
|
10:10-11:00 |
|
||
| 11:00-11:15 | Coffee Break | ||
|
2nd Session, Chair: Michael Althof |
|||
|
11:15-11:30 |
Bruno Spilak |
Portfolio construction with autoencoder. |
|
|
11:30-11:45 |
Konstantin Häusler |
An ETF on CRIX. |
|
| 11:45-12:00 |
Ruting WANG |
FRM@China Financial Risk Meters. |
|
|
Excursion / Lunch |
|||
|
|
By bike (Rental bikes available) Altes Forsthaus
|
||
15:00-16:00 |
|
||
|
|
|||
|
|
|
||
|
|
|||
|
Thursday |
|||
|
1st Session, Chair: Kainat Khowaja |
|||
|
10:00-10:15 |
Daniel Jacob |
Nonparametric Outcome-adaptive Variable Selection using Random Forest. |
|
|
10:15-10:30 |
Souhir Ben Amor |
A hybrid system for electricity price forecasting: complexity or efficiency? |
|
|
10:30-10:45 |
Georg Keilbar |
A projection based approach to interactive fixed effects. |
|
| 10:45-11:00 | Coffee Break | ||
|
2nd Session, Chair: Julian Winkel |
|||
|
11:00-11:15 |
Michael Althof |
Managing an ETF. |
|
|
11:15-11:30 |
Francis LIU |
Crypto-backed P2P lending. |
|
| 11:30-11:45 |
Ratmir Miftachov |
Multiple change point detection for cryptos. |
|
|
Excursion / Lunch |
|||
|
|
By bike (Rental bikes available) Pritzhagener Mühle,
|
||
15:00-17:00 |
|
||
|
|
|||
|
|
|||
|
|
|||
|
Friday |
1st Session, Chair: Ratmir Miftachov |
||
| 09:45-10:00 | Julian Winkel | Quantlet redesigned. | |
|
10:00-10:15 |
Julian Winkel |
BTC Pricing Kernels and risk premia. |
|
| 10:15-10:30 |
Kainat Khowaja |
Uniform confidence bands for GRF estimates. |
|
|
|
|
||
|
2nd Session, Chair: Francis Liu |
|||
|
10:45-11:00 |
Ilyas Agakishiev |
Assume a can opener. |
|
|
11:00-11:15 |
Hongyu XIA |
The Provincial Risk Measurement and Network Spillover Risk of Local Debt in China: 2009-2020. |
|
|
11:15-11:30 |
Anna Shchekina |
FRM FinancialRiskMeter for Cryptos. |
|
|
3rd Session, Chair: Raphael Reule |
|||
11:40-11:50 |
"Best doctoral researcher talk" (Presents!)
|
||
| 12:00 | Departure (Lunch Boxes provided, PhD's wait for green light!) |
||
|
|
|||
