Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

News 2018

Seminar: Haindorf 2018

30.01.2018. 17th Haindorf seminar hosted by the IRTG 1792 took place from January 23 until January 27, 2018.



In a long tradition of seminars, the 17th Haindorf seminar hosted by the IRTG 1792 took place from January 23 until January 27, 2018. In the former Franciscan Monastery in the village of Hejnice (Haindorf) our researchers and guests convened to share and discuss their ongoing research and present their research findings. 

 

Besides the insightful sessions there was enough time for social activity. Participants used the offers of the region such as skiing, hiking and joyful gatherings in the evenings to get to know each other and create a very collegial and friendly atmosphere. The former monastery provided not only adequate rooms for the sessions, the guests and evening activ-ities but also Czech food and a guided tour to the associated church and its crypts.

 

We want to express our sincere thanks to the CEO of CiS systems s.r.o., Mr. Peter M. Wöllner, for taking his time and showing us one of his production locations under his supervision in the Czech Republic.

 

We look back at a successful Haindorf seminar and look forward to come back to this beautiful place next year again.


There is more information about the participants as well as the talks on the seminar’s website.

Humboldt-Universität zu Berlin | Wirtschaftswissen­schaftliche Fakultät | High Dimensional Nonstationary Time Series | About us | News Feed | News 2018 | Publication: Dr. Xiu Xu's paper "lCARE - localizing Conditional AutoRegressive Expectiles" has been accepted for publication in Journal of Empirical Finance

Publication: Dr. Xiu Xu's paper "lCARE - localizing Conditional AutoRegressive Expectiles" has been accepted for publication in Journal of Empirical Finance

10.01.2018. We have been informed that the paper "lCARE - localizing Conditional AutoRegressive Expectiles" by the IRTG alumni Dr. Xiu Xu has been accepted for publication in Journal of Empirical Finance.




We now look forward to seeing their article appear in a future issue of JE.

The article will be based on the SFB 649 Discussion Paper 2015-52.

Our most recent discussion papers are available in our research results section.

Humboldt-Universität zu Berlin | Wirtschaftswissen­schaftliche Fakultät | High Dimensional Nonstationary Time Series | About us | News Feed | News 2018 | Publication: Prof. Härdle and Prof. Chen publish in Journal of Econometrics

Publication: Prof. Härdle and Prof. Chen publish in Journal of Econometrics

08.01.2018. We have been informed that the paper "Tail event driven networks of SIFIs" by the IRTG professors Prof. Wolfgang Karl Härdle and Prof. Cathy Yi-Hsuan Chen and Prof. Yarema Okhrin (University of Augsburg) submitted to The Journal of Econometrics will be accepted.




We now look forward to seeing their article appear in a future issue of JE.

The article will be based on the SFB 649 Discussion Paper 2017-004.

Our most recent discussion papers are available in our research results section.

Dissertation: T. Benschop completes PhD



 

 

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Dissertation: T. Benschop completes PhD

24.11.2017. Thijs Benschop, IRTG PhD student, defended his PhD dissertation on "Modeling the CO2 Markets". Congratulations!

 

 

Dissertation: X. Xu completes PhD



 

PhD Xiu

Dissertation: X. Xu completes PhD

13.11.2017. Xiu Xu, IRTG PhD student, defended her PhD dissertation on "Hedging with Spectral Risk Measure" with Magna Cum Laude. Congratulations!

 

Dissertation: S. Chen completes PhD



 

PhD ShiChen

Dissertation: S. Chen completes PhD

17.11.2017. Shi Chen, IRTG PhD student, defended her PhD dissertation on "Risk management" with Summa Cum Laude. Congratulations!

 

Dissertation: H. P. Thu completes PhD



 

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Dissertation: H. P. Thu completes PhD

31.01.2018. Hien Pham Thu defended her PhD dissertation on "Dependence Structure of Credit Default Swaps to Common Factors and Underlying Assets". Congratulations!

 

LMU Munich - Postdoctoral position DFG project



 

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LMU Munich - Postdoctoral position DFG project  

The Working group Biostatistics at the LMU Munich is offering a Postdoctoral position within the framework of the DFG project "Statistical Modeling using mouse movements to model measurement errors and improve data quality in web surveys".

Please take a look at the projects website and the job offer, if you are interested.

 

 

 

 

Dissertation: A. Zharova completes PhD



 

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Dissertation: A. Zharova completes PhD

08.02.2018. Alona V. Zharova, PhD student, defended her PhD dissertation on "Measures of University Research Output" with Summa Cum Laude. Congratulations and all the best for her future career in academia - we certainly have to expect more to come from this extraordinary young researcher!

 

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Open SHK Positions



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IRTG 1792 - Open SHK Positions

 

The coordination office is looking for energetic, professional and team work oriented members to join us. This opening comes with the opportunity to grow with our doctoral programme using your current skills, as well as applying skills you will pick up on the job. 

 

Hard facts:

  • Employment place: IRTG 1792, Coordination Office, School of Business and Economics
  • Employment period: 24 months 
  • Work time: 41 hours per month 
  • Application periode: 19.02.2018 - 12.03.2018

 

Duties will include:

  • Work in the coordination office of the IRTG 1792
  • Literature research and procurement
  • Maintenance of databases
  • Maintenance of websites

 

Skills and Experiences Preferred

  • Study of a subject relevant to the area of ​​responsibility
  • Knowledge of common MS-Office programs
  • Independent and reliable work attitude
  • Experience in team and project work
  • Mandatory knowledge: SQL, JavaScript and PHP
  • Advantageous knowledge (not a requirement): Linux and R

 

Great staff benefits

  • Work with a motivated team in an international academic research environment
  • Growth opportunity in a growing international research organisation
  • Vibrant international cultural exchange
  • Learning about new research techniques and learning new skills through academic contacts
  • The opportunity to network with international research professionals through off site events or training courses.

 

Please send your application (including a motivation letter stating your study interests and plans, an curriculum vitae and information on previous studies (i.e. transcripts and certificates in regards to the position) by 12.03.2018, quoting reference number 70/06/18 and the subject IRTG 1792 STR SHK to the Humboldt-Universität zu Berlin, School of Business and Economics, IRTG 1792 "High Dimensional Nonstationary Time Series", Unter den Linden 6, 10099 Berlin or preferably via eMail to irtg1792.wiwi@hu-berlin.de.

 

The Humboldt-Universität zu Berlin is seeking to increase the proportion of women in academia, and specifically encourages qualified female students to apply. Severely disabled applicants with equivalent qualifications will be given preferential consideration. People with an immigration background are specifically encouraged to apply. Since we will not return your documents, please submit copies in the application only.

 

We are looking forward to your application.

 

 

IRTG SHK 201802

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