News 2017
Our Team: New IRTG Managing Director
01.01.2017 Alona Zharova to be new IRTG Managing Director starting from 1.1.2017. Welcome to the
IRTG!
Research visit: C. Huang in Cambridge
05.01.2017. Chen Huang was invited to visit Cambridge University 2017.3 - 2017.6. She will work with Oliver Linton, IRTG Advisory Board member, on high
frequency data.
Publication: Paper accepted to JAM
13.01.2017. The paper "Tail Event Driven Asset Allocation: evidence from equity and mutual funds' markets" by W.K. Härdle, S. Nasekin and A. Petukhina was accepted to the Journal of Asset Management"
Dissertation: S. Nasekin completes PhD
20.01.2017. Sergey Nasekin, IRTG PhD student, defended his PhD dissertation on "Dynamic Dimension Reduction for Financial Applications" with Summa Cum Laude. Congratulations!
Conference: Haindorf Seminar 2017
24.01.2017. This year, the Haindorf conference has attracted speakers and short course lecturers from Charles University in Prague (CZ), National Taiwan University (TW), National Taipei University (TW), Hanyang University (KR) and Massachusetts Institute of Technology (US) who presented their newest research findings. The snowy hills of Haindorf created a warm and productive athmosphere indeed! Thanks to Lenka Zbonakova, IRTG PhD student, for the great organization!
Our team: Position for S. Trimborn
03.02.2017.Simon Trimborn, IRTG PhD student, received an offer by National University Singapure (SG) to continue his PhD studies in the Department of Statistics and Applied Probability. Congratulations!
Dissertation: F. Schulz completes PhD
06.02.2017. Franziska Schulz, IRTG PhD student, ended her doctoral study on "Probabilistic Models in Energy Finance" with a brilliant defense with Summa Cum Laude. Congratulations!
Dissertation: L. Fang completes PhD
07.02.2017. Lei Fang, the former IRTG Manager, successfully finished her doctoral studies on "Mortality Models and Longevity Risk". Congratulations!
Spring School: K. Papagiannouli in Malente
20.02.2017. The IRTG doctoral student Katerina Papagiannouli presented her work at the Spring School of Research unit 1735: Structural inference in Statistics in Malente, from 20.02.2017 until 25.02.2017. The topic of her talk was Estimation of Cointegrated volatility in the presence of Jumps.
Seminar: L. Zbonakova at Charles University Prague
Conference: New York University
Seminar: Prof. Härdle at the European Central Bank
Conference: Charles University Prague
Workshop: Prof. Härdle at TU Dresden
Workshop: FinTech at UCL
From the website: "The workshop deals with emergent economic, political and legal phenomena in the field of FinTech. It pursues two distinct goals. First, it intends to generate awareness and facilitate a better understanding of the actors, phenomena and dynamics of the new financial order. Second, it explores the political and legal implications of financial and technological innovation based on blockchain technology."
Dissertation: M. Lu completes PhD
Book Release: Applied Quantitative Finance
Our team: Job offer for T. Benschop
Workshop: Energy Finance
Energy markets are developing rapidly, with new marketplaces emerging globally for electricity, weather and emissions. The Energy Finance workshop Stolberg 2017 focused on recent trends in modelling and management of risk in energy markets. The topics included, but were not limited to wind energy, emission trading, commodity markets and applied advanced statistical and forecasting methods.