Former IRTG 1792 guests
This is our guest archive. Click here to view our current and invited guests.
2021
 | Stamule, Tanase (15.06.2021-30.06.2021) | |
| Guest Researcher | ||
| Bucharest University of Economic Studies, Romania | ||
| Interests: | Smart Data Analytics, Cross Cultural Management, Leadership, E-Business | |
 | Hadad, Shahrazad (20.05.2021-20.06.2021) | |
| Guest Researcher | ||
| Bucharest University of Economic Studies, Romania | ||
| Interests: | Social Entrepreneurship, Social Change, Social Impact Measurement, Social Return on Investment, Analytic Hierarchy Processes, Corporate Social Entrepreneurship | |
 | Li, Wei (01.02.2021-31.12.2021) | |
| Guest Researcher | ||
| Norwegian University of Science and Technology, Norway | ||
| Interests: | Times series analysis, Machine learning application in Finance, Energy Finance, Computational Finance | |
 | Hsing-Chuan, Hsieh (01.12.2020-31.01.2021) | |
| Guest Researcher | ||
| National Chiao Tung University, Taiwan | ||
| Interests: | Data Science, Statistics, Anomaly Detection | |
2020
 | Li, Mingyang (01.02.2019-01.02.2020) | |
| Guest Researcher | ||
Xiamen University (WISE), PRC | ||
| Interests: | Tax Multiplier and Monetary Policy | |
 | Ellington, Mike (01.01.2020-30.01.2020) | |
| Guest Researcher | ||
University of Liverpool, GB | ||
| Interests: | estimation of time-varying parameter models with specific applications using financial and economic data | |
 | Schillebeeckx, Simon (01.01.2020-30.01.2020) | |
| Guest Researcher | ||
Singapore Management University, SG | ||
| Interests: | Natural Resources, Organizational Strategy, Behavior and Dynamics | |
 | Culjak, Maria (12.01.2019-01.02.2020) | |
| Guest Researcher | ||
University of Rijeka, CR | ||
| Interests: | Option pricing models, High-frequency trading, Mathematical statistics | |
 | Na, Chen (01.09.2019-01.02.2020) | |
| Guest Researcher | ||
Northeastern University (Shenyang), PRC | ||
| Interests: | investments, international finance, portfolii | |
 | Chen, Ruoyu (28.09.2019-01.02.2020) | |
| Guest Researcher | ||
Beijing Institute of Technology, PRC | ||
| Interests: | Theory and application on partial stationary TAR models | |
 | Vivian, Andrew (01.01.2020-30.02.2020) | |
| Guest Researcher | ||
Loughborough University, UK | ||
| Interests: | Investments, Empirical Finance, Commodities, Market Efficiency | |
 | Ren, Rui (28.06.2018-31.10.2019) | |
| Guest Researcher | ||
Chinese Academy of Sciences, PRC | ||
| Interests: | Behavioral Finance, Computational Statistics and Machine Learning | |
 | Zhang, Yanfen (01.02.2019-01.02.2020) | |
| Guest Researcher | ||
Xiamen University (WISE), PRC | ||
| Interests: | Diagnostic checking in high-dimension time series models with uncorrelated errors | |
 | Szczygielski, Kuba (01.02.2020-31.07.2020) | |
| Guest Researcher | ||
Wroclaw University of Science and Technology, PL / University of Pretoria, ZA | ||
| Interests: | Asset pricing, linear factor models, financial time-series econometrics, financial economics, Arbitrage Pricing Theory (APT), empirical finance | |
 | Kitagawa, Toru (24.02.2020-25.02.2020) | |
| Guest Researcher | ||
University College London, GB | ||
| Interests: | Treatment choice and empirical welfare maximization methods | |
 | Galichon, Alfred (20.03.2020) | |
| Guest Researcher | ||
New York University, US | ||
| Interests: | Optimal transport methods in economics, vector quantile regression | |
 | Wu, Wei Biao (20.06.2019-05.07.2019) | |
| Guest Researcher | ||
University of Chicago, US | ||
| Interests: | Probability theory, statistics, financial time series and econometrics, developing asymptotic theory for high-dimensional time series | |
 | Ying, Chen (01.04.2021-31.08.2021) | |
| Guest Researcher | ||
National University of Singapore, SG | ||
| Interests: | Quantitative Finance, Data Science, Time Series Analysis | |
 | Chen, Yi-Hsuan CathyCathyYi-Hsuan.Chen@glasgow.ac.uk(30.07.2020-16.08.2020) | |
| Guest Researcher | ||
University of Glasgow, UK | ||
| Interests: | The integration of credit default swaps markets | |
 | Ang, Li (01.09.2019-01.10.2020) | |
| Guest Researcher | ||
Huazhong University of Science and Technology, PRC | ||
| Interests: | Financial Econometrics, Non-stationary Time Series, Nonparametric Econometrics | |
 | Scornet, Erwan (15.07.2020-17.07.2020) | |
| Guest Researcher | ||
| École Polytechnique · Centre de Mathématiques Appliquées (CMAP) UMR CNRS 7641, FR | ||
| Interests: | Statistics, Machine Learning | |
 | Poti, Valeriovalerio.poti@ucd.ie(01.10.2020-30.11.2020) | |
| Guest Researcher | ||
| University College Dublin, Ireland | ||
| Interests: | Finance, Forecasting, Monetary Policy | |
 | Kozmík, Karelkozmikk@karlin.mff.cuni.cz(01.10.2020-31.10.2020) | |
| Guest Researcher | ||
| Charles University Prague, Czech Republic | ||
| Interests: | Portfolio optimization, Machine Learning, Neural Networks | |
2019
 | Hao, Lei (17.11.2018-01.01.2019) | |
| Guest Researcher | ||
National University of Singapore | ||
| Interests: | topic modelling, sentiment analysis and Bayesian statistics | |
 | Liu, Yanchu (01.03.2019-30.05.2019) | |
| Guest Researcher | ||
Sun Yat-sen University | ||
| Interests: | Financial Engineering, FinTech, Energy Economics, Financial Econometrics, with applications. | |
 | Kuo, Weiyu (01.02.2018 - 31.01.2019) | |
| Guest Researcher | ||
National Chengchi University | ||
| Interests: | Behavioural Finance, Empirical Asset Pricing | |
 | Hafner, Christian (29.11.2018-27.01.2019) | |
| Guest researcher | ||
Université catholique de Louvain | ||
| Interests: | Studies in Nonlinear Dynamics and Econometrics, Computational Statistics, Banking and Finance, International Econometrics | |
 | Fengler, Matthias (01.01.2019 - 06.01.2019) | |
| Research Guest | ||
University of St. Gallen | ||
| Interests: | Financial econometrics, option pricing, risk management, high-frequency data | |
 | Žiković, Saša (15.01.2019-30.01.2019) | |
| Guest Researcher | ||
University of Rijeka | ||
| Interests: | Forecasting High Frequency Data Using Advanced Machine Learning | |
 | Traian, Pele Daniel (04.02.2019-15.02.2019) | |
| Guest Researcher | ||
Bucharest University of Economic Studies | ||
| Interests: | Statistics of Financial Markets, Time Series | |
 | Hans-Georg Müller (23.06.2018-30.06.2018) | |
| Guest Researcher | ||
University of California, Davis | ||
| Interests: | Statistical Methodology and Modeling, Mathematical Statistics, Biostatistics, Data Analysis | |
 | Kopa, Milos (10.02.2019-13.02.2019) | |
| Guest Researcher | ||
Charles University in Prague | ||
| Interests: | Probability and Mathematical Statistics | |
 | Giudici, Paolo (15.02.2018-28.02.2018) | |
| Guest Researcher | ||
Unjversità di Pavia | ||
| Interests: | Financial Risk Management | |
 | Wooldridge, Jeffrey M. (23.02.2019-28.02.2019) | |
| Guest Researcher | ||
University of California | ||
| Interests: | Estimation of Treatment Effects | |
 | Teräsvirta, Timo (01.01.2018 - 31.01.2019) | |
| Guest Researcher | ||
Aarhus University | ||
| Interests: | Nonlinear Time Series Econometrics, Volatility Modelling | |
 | Gallardo, Javier Arroyo (27.03.2019-31.03.2019) | |
| Guest Researcher | ||
Complutense University of Madrid | ||
| Interests: | Artificial Intelligence | |
 | Galvao, Antonio (26.03.2019-27.03.2019) | |
| Guest Researcher | ||
University of Arizona | ||
| Interests: | Econometric theory, applied econometrics, and economic theory, with emphasis on quantile regression and quantile preferences. | |
 | Brito, Paula (27.03.2019-31.03.2019) | |
| Guest Researcher | ||
Universidade do Porto | ||
| Interests: | Multivariate data analysis, in particular clustering methods. Analysis of multidimensional complex data, known as symbolic data. Data Analysis using Galois Lattices. | |
 | Wójcik, Piotr (27.03.2019-31.03.2019) | |
| Guest Researcher | ||
University of Warsaw | ||
| Interests: | Regional and Local Development, Convergence in Countries and Regions of European Union, Quantitative Finance, Algorithmic Trading | |
 | Schwendner, Peter (18.04.2019-19.04.2019) | |
| Guest Researcher | ||
ZHAW School of Management and Law | ||
| Interests: | Asset Management, Investment Management, Risk Management Product Development, Financial Engineering, Quantitative Strategies Fixed Income, Equity Derivatives, Multi-Asset Global Macro, Managed Futures Machine Learning, Index Construction, Correlation Networks | |
 | Shchekina, Anna (15.04.2019-24.04.2019) | |
| Guest Researcher | ||
Sveriges Riksbank | ||
| Interests: | Monetary Policies and Machine Learning | |
 | Guarino, Vanessa Emanuela (25.04.2019-27.04.2019) | |
| Guest Researcher | ||
Universita Guido Carli | ||
| Interests: | Statistics, Finance | |
 | Huang, Chen (17.04.2019-25.04.2019) | |
| Guest Researcher | ||
Universität St.Gallen, Forschungsplattform Alexandria | ||
| Interests: | Statistical Inference on High-Dimensional Tail Event Curves | |
 | Arakelian, Veni (05.05.2019-07.05.2019) | |
| Guest Researcher | ||
Panteion University | ||
| Interests: | Detecting Contagion and Sovereign Systemic Risk Zones | |
 | Yatracos, Yannis (10.01.2019-15.06.2019) | |
| Guest Researcher | ||
Cyprus University Of Technology | ||
| Interests: | Statistical Theory, Cluster Detection, Statistical Finance | |
 | Dudek, Grzegorz (13.05.2019-15.05.2019) | |
| Guest Researcher | ||
Czestochowa University of Technology | ||
| Interests: | Generating Random Weights and Biases in Feedforward Neural Networks with Random Hidden Nodes | |
 | Heller, Gillian (21.05.2019-23.05.2019) | |
| Guest Researcher | ||
Macquarie University | ||
| Interests: | Parameter orthogonality and the GAMLSS family of distributions | |
| Culjak, Maria (10.06.2019-30.06.2019) | |
| Guest Researcher | ||
University of Rijeka, CR | ||
| Interests: | Option pricing models, High-frequency trading, Mathematical statistics | |
 | Reich, Brian (24.06.2019-28.06.2019) | |
| Guest Researcher | ||
North Carolina State University, US | ||
| Interests: | Deep density regression | |
 | Xu, Xiuqin (25.05.2019-07.07.2019) | |
| Guest Researcher | ||
National University of Singapore, SG | ||
| Interests: | Time Series Analysis, Quantitative Finance, Deep Learning | |
| Ying, Chen (02.06.2019-02.07.2019) | |
| Guest Researcher | ||
National University of Singapore, SG | ||
| Interests: | Quantitative Finance, Data Science, Time Series Analysis | |
 | Crowley, Richard (25.06.2019-05.07.2019) | |
| Guest Researcher | ||
Singapore Management University, SG | ||
| Interests: | Financial Stability, Investor Behavior, Stock Market Anomalies, Text Analysis, Voluntary Disclosure | |
| Wu, Wei Biao (01.07.2019-04.07.2019) | |
| Guest Researcher | ||
University of Chicago, US | ||
| Interests: | Probability theory, statistics, financial time series and econometrics, developing asymptotic theory for high-dimensional time series | |
| Kitagawa, Toru (03.07.2019-05.07.2019) | |
| Guest Researcher | ||
University College London, GB | ||
| Interests: | Treatment choice and empirical welfare maximization methods | |
 | Loughran, Tim (03.07.2019-05.07.2019) | |
| Guest Researcher | ||
University of Notre Dame, US | ||
| Interests: | Textual Analysis in Finance | |
 | Malo, Pekka (03.07.2019-05.07.2019) | |
| Guest Researcher | ||
Aalto University, FI | ||
| Interests: | Optimization, Evolutionary computation, Semantic information retrieval, Computational statistics, Machine learning | |
 | Zhang, Chen (15.10.2018-31.08.2019) | |
| Guest Researcher | ||
Xiamen University, PRC | ||
| Interests: | Bayesian Statistics, Macro Finance, Term Structure, Financial Econometrics | |
 | Li, Xinjue (15.10.2018-31.08.2019) | |
| Guest Researcher | ||
Xiamen University, PRC | ||
| Interests: | Yield Curve modelling, Forecast and risk analysis, Highdimensional Statistics, Financial Time Series | |
 | Feng, Yang (08.08.2019-13.08.2019) | |
| Guest Researcher | ||
Columbia University, US | ||
| Interests: | High-dimensional statistical learning, Network models, Nonparametric and semiparametric methods, Bioinformatics | |
 | Peters, Jonas (22.09.2019-23.09.2019) | |
| Guest Researcher | ||
University of Copenhagen, DK | ||
| Interests: | Causal Machine Learning | |
 | Zhou, Yinggang (28.09.2019-11.10.2019) | |
| Guest Researcher | ||
Xiamen University, PRC | ||
| Interests: | investments, international finance, real estate | |
 | Onatskiy, Alexei (09.10.2019-16.10.2019) | |
| Guest Researcher | ||
University of Cambridge, UK | ||
| Interests: | Econometrics, statistics, factor models, large random matrices | |
 | Ante, Lennart (23.10.2019) | |
| Guest Researcher | ||
Universität Hamburg, DE | ||
| Interests: | Blockchain Technologies and Applications | |
 | Nguyen, Phuong Anh (01.11.2019-14.11.2019) | |
| Guest Lecturer / SC 2018 | ||
International University - Vietnam National University of Ho Minh City | ||
| Interests: | Banking efficiency with risk control variables, Banking risk management, Dynamic Optimization | |
 | Manski, Charles F. (04.11.2019-22.11.2019) | |
| Guest Researcher | ||
Northwestern University, US | ||
| Interests: | Economic Expectations | |
 | Lu, Henry Horng-Shing (05.11.2019-10.11.2019) | |
| Guest Researcher | ||
National Chiao Tung University, TW | ||
| Interests: | Toward AI Clinics | |
| Ying, Chen (07.11.2019-11.11.2019) | |
| Guest Researcher | ||
National University of Singapore, SG | ||
| Interests: | Quantitative Finance, Data Science, Time Series Analysis | |
 | Welzl, Alexander (10.11.2019-12.11.2019) | |
| Guest Researcher | ||
FH Technikum Wien / University of Applied Sciences Technikum Vienna, AT | ||
| Interests: | National Innovation System (NIS) of PR China, Metropolitan Innovation Systems (MIS), digital transformation, AI & big data, sustainable innovation, knowledge transfer, finance & intangible assets valuation | |
 | Duong, Nguyen Minh (29.09.2019-31.12.2019) | |
| Guest Researcher | ||
Vietnam National University, VN | ||
| Interests: | Financial Risk Measure, Portfolio Optimization | |
 | Bertschinger, Nils (25.11.2019-28.11.2019) | |
| Guest Researcher | ||
Frankfurt Institute for Advanced Studies, DE | ||
| Interests: | Financial networks, Econophysics models, Gaussian processes for portfolio optimisation | |
 | Boehmer, Ekkehart (01.12.2019 - 31.12.2019) | |
| Guest Reasercher | ||
Singapore Management University, SG | ||
| Interests: Finance, Social Inclusion and Innovation, Natural Resources and Sustainable Businesses, Business Models and Innovation, Corporate Social Responsibility | ||
2018
 | Li, Sherry (18.01.2018) | |
| Guest Researcher | ||
Blockchain Nights #4 | ||
| Interests: | Applications of blockchain to data science. | |
 | Florens, Jean-Pierre (13.02.2018 - 15.02.2018) | |
| Guest Researcher | ||
Toulouse School of Economics | ||
| Interests: | Is Completeness Necessary? Penalized Estimation in Non Identified Linear Models | |
| Overbeck, Ludger (14.02.2018-15.02.2018) | |
| Guest Researcher | ||
Justus-Liebig-Universität Giessen | ||
| Interests: | Central SIFIs by Factor Copulae | |
 | Chengxiu, Ling (15.04.2018-22.04.2018) | |
| Guest Researcher | ||
Université de Lausanne | ||
| Interests: | How Sensitive are Tail-related Risk Measures in a Contamination Neighbourhood? | |
| Huang, Chen (19.04.2018-20.04.2018) | |
| Guest Researcher | ||
Universität St.Gallen, Forschungsplattform Alexandria | ||
| Interests: | Statistical Inference on High-Dimensional Tail Event Curves | |
 | Despres, Roméo (03.07.2017 - 28.05.2018) | |
| Guest Researcher | ||
Ecole normale supérieure de Rennes | ||
| Interests: | Mathematical modelling, Machine learning | |
 | Barletta, Andrea (01.02.2018-31.05.2018) | |
| Guest Lecturer (pro bono) | ||
Aarhus University | ||
| Interests: | Non-parametric/Non-structural Estimation of the Risk-neutral Density Embedded in Option Prices, Cryptocurrencies. | |
 | Park, Juhyun (27.05.2018-31.05.2018) | |
| Guest Researcher | ||
Lancaster University | ||
| Interests: | Nonparametric regression and functional data analysis, Dynamic modelling of multi-dimensional curves, Heavy tailed time series and extremes, Longitudinal data analysis and medical statistics, Multiple point processes for high frequency events | |
 | Feng, Yang (01.06.2018) | |
| Guest Researcher | ||
Columbia University | ||
| Interests: | High-dimensional statistical learning, network models, nonparametric and semiparametric methods, bioinformatics. | |
 | Harding, Matthew (01.06.2018-05.06.2018) | |
| Guest Researcher | ||
University of California – Irvine | ||
| Interests: | Applying Deep Learning and Machine Learning in Economics | |
 | Nguyen, Phuong Anh (10.07.2018-14.07.2018) | |
| Guest Lecturer / SC 2018 | ||
International University - Vietnam National University of Ho Minh City | ||
| Interests: | Banking efficiency with risk control variables, Banking risk management, Dynamic Optimization | |
| Park, Juhyun (11.07.2018-13.07.2018) | |
| Guest Researcher | ||
Lancaster University | ||
| Interests: | Nonparametric regression and functional data analysis, Dynamic modelling of multi-dimensional curves, Heavy tailed time series and extremes, Longitudinal data analysis and medical statistics, Multiple point processes for high frequency events | |
 | Can, Jiao (01.01.2018-30.06.2018) | |
| Guest Researcher | ||
University of Chinese Academy of Sciences, Beijing | ||
| Interests: | Economics and Non-linear Programming, Text mining and Herding | |
 | Anastasiou, Andreas (17.06.2018-24.06.2018) | |
| Guest Researcher | ||
London School of Economics and Political Science | ||
| Interests: | Detecting multiple generalised change-points by isolating single ones | |
| Wu, Wei Biao (02.07.2018-06.07.2018) | |
| Guest Researcher | ||
University of Chicago | ||
| Interests: | Probability theory, statistics, financial time series and econometrics, developing asymptotic theory for high-dimensional time series | |
 | Xie, Taojun (25.06.2018-11.07.2018) | |
| Guest Researcher | ||
Singapore Management University | ||
| Interests: | CRRIX - Crypto Regulatory Risk IndeX | |
 | Tran, Minh-Ngoc (11.07.2018-16.07.2018) | |
| Guest Lecturer | ||
University of Sydney Business School | ||
| Interests: | Bayesian Computation for Big Models Big Data | |
 | Trimborn, Simon (15.07.2018-20.07.2018) | |
| Guest Researcher | ||
National University of Singapore | ||
| Interests: | Network Analysis, Dimension Reduction, Portfolio Optimization, Risk Management, Cryptocurrencies, Blockchain | |
 | Zalewska, Anna Patrycja (07.07.2018-25.07.2018) | |
| Guest Lecturer | ||
Warsaw University of Technology | ||
| Interests: | Portfolio optimization | |
 | Jeong, Kiho (01.07.2018-31.07.2018) | |
| Guest Researcher | ||
Kyungpook National University, Daegu, Korea | ||
| Interests: | Forecasting and Causality Tests of Cryptocurrency Exchange Rates | |
 | Kaya, Pinar (01.06.2018-31.07.2018) | |
| Guest Researcher | ||
Marmara University | ||
| Interests: | Banking, Insurances | |
 | Lee, Lung-Fei (02.08.2018-07.08.2018) | |
| Guest Researcher | ||
The Ohio State University | ||
| Interests: | Spatial Econometrics, Theoretical Econometrics, Econometrics of Networks, Microeconomics | |
 | Yan, Jigao (18.08.2017 - 17.08.2018) | |
| Guest Researcher | ||
Soochow University | ||
| Interests: | Mathematical Statistics, Dependent r.v.s | |
 | Reusch, Marion (30.07.2018-19.08.2020) | |
| Guest Researcher | ||
University of Cambridge | ||
| Interests: | Research & Business Administration, People & Event Management, Human Resources | |
 | Vomfell, Lara (20.08.2018-21.08.2018) | |
| Guest Researcher | ||
The University of Warwick | ||
| Interests: | Improving Crime Rate Forecasts with Taxi and Twitter Data | |
| Barletta, Andrea (22.08.-26.08.2018) | |
| Guest Lecturer (pro bono) | ||
Aarhus University | ||
| Interests: | Non-parametric/Non-structural Estimation of the Risk-neutral Density Embedded in Option Prices, Cryptocurrencies. | |
| Traian, Pele Daniel (01.10.2018-31.10.2018) | |
| Guest Researcher | ||
Bucharest University of Economic Studies | ||
| Interests: | Statistics of Financial Markets, Time Series | |
 | Kasy, Maximilian (01.10.2018-31.10.2018) | |
| Guest Researcher | ||
Harvard University | ||
| Interests: | Statistical decision theory (applied to experimental design, machine learning, policy choice, and empirical Bayes methods); Statistics as a social process (publication bias etc.), the use of economic theory in econometrics; Identification and causality; Economic inequality and (optimal) taxation. | |
 | Pilz, Jürgen (13.11.2018-15.11.2018) | |
| Guest Researcher | ||
Alpen-Adria-Universität Klagenfurt | ||
| Interests: | Bayesian Additive Gaussian Process Modelling for Designing Computer Experiments | |
 | Nott, David John (18.11.2018-21.11.2018) | |
| Guest Researcher | ||
National University of Singapore | ||
| Interests: | Bayesian Model Selection, Bayesian Nonparametrics, Hierarchical Models, Markov Chain Monte Carlo, Spatio-temporal Modelling | |
 | Schienle, Melanie (19.11.2018-01.12.2018) | |
| Guest Researcher | ||
Karlsruher Institut für Technologie (KIT) | ||
| Interests: | Determination of VEC Models for different types of High-Dimensionality | |
 | Bronson, Mary Ann (25.11.2018-27.11.2018) | |
| Guest Researcher | ||
Georgetown University | ||
| Interests: | Taxation and Household Decisions: An Intertemporal Analysis | |
 | Osterrieder, Jörg (27.11.2018-30.11.2018) | |
| Guest Researcher | ||
Zurich University of Applied Sciences | ||
| Interests: | Financial Data Science, Artificial Intelligence in Finance, Financial Mathematics, Fintech | |
 | Seow, Hsin-Vonn (02.12.2018-07.12.2018) | |
| Guest researcher | ||
University of Nottingham, Malaysia | ||
| Interests: | Applications of Operations Research techniques, with a strong interest in credit scoring and credit control; Data Analytics | |
 | Troiano, Luigi (05.12.2018-12.12.2018) | |
| Guest researcher | ||
University of Sannio | ||
| Interests: | Computational and Intelligent systems | |
2017
 | Renault, Thomas (16.12.2017-18.12.2017) | |
| Guest Lecturer | ||
Panthéon-Sorbonne University, Paris | ||
| Interests: | Market Manipulation and Suspicious Stock Recommendations on Social Media | |
 | Pohlmeier, Winfried (11.12.2017-12.12.2017) | |
| Guest Lecturer | ||
Universität Konstanz | ||
| Interests: | What Can Economists Learn from the Machines about Personality | |
 | Meier, Matthias (05.12.2017-06.12.2017) | |
| Guest Lecturer | ||
Universität Mannheim | ||
| Interests: | Timo to Build on the Business Cycle | |
 | Meister, Alexander (05.12.2017-06.12.2017) | |
| Guest Lecturer | ||
Universität Rostock | ||
| Interests: | Nonparametric Density Estimation for Intentionally Corrupted Functional Data | |
 | Barunik, Jozef (04.12.2017-05.12.2017) | |
| Guest Lecturer | ||
Charles University, Prague | ||
| Interests: | A Tale of Sentiment Driven Tail Events: A Dynamic Quantile Model for Asset Pricing with Sentiment | |
 | Dzemski, Andreas (30.10.2017-31.10.2017) | |
| Guest Lecturer | ||
University of Gothenburg | ||
| Interests: | Economic Risk, Confidence Set for Group Membership | |
 | Genz, Sabrina (12.11.2017-14.11.2017) | |
| Guest Lecturer | ||
Institut für Arbeitsmarkt- und Berufsforschung in Nürnberg | ||
| Interests: | Do German Works Councils Counter or Foster the Implementation of Digital Technologies? | |
 | Hashorva, Enkeleijd (14.11.2017-15.11.2017) | |
| Guest Lecturer | ||
University of Lausanne | ||
| Interests: | From Classical to Parisian Ruin in Gaussian Risk Models | |
| Chen, Yi-Hsuan Cathy (01.07.2015 - 30.06.2016) | |
| Research Guest | ||
Chung-Hua University | ||
| Contact: | Spandauer Str. 1 10178 Berlin | |
| Interests: | The integration of credit default swaps markets | |
 | Chen, Ying (15.11.2017 - 19.11.2017) | |
| Research Guest | ||
National University of Singapore | ||
| Interests: | Financial statistics and risk management, Non-stationary time series analysis | |
 | Stillwell , David (27.11.2017-28.11.2017) | |
| Guest Lecturer | ||
University of Cambridge | ||
| Interests: | Text, Herding and Sentiment | |
 | Trueck, Stefan (01.08.2017-15.09.2017) | |
| Guest Researcher | ||
Macquarie University | ||
| Interests: | Risk Management, Energy Markets, Carbon Trading and Economics of Climate Change, Econometrics of Financial Markets | |
 | Rodriguez Poo, Juan Manuel (25.08.2017-05.09.2017) | |
| Guest Researcher | ||
Universidad de Cantabria | ||
| Interests: | Applications of nonparametric and semiparametric estimation techniques to finance and microeconomics | |
 | Niu, Linlin (31.08.2017 - 07.09.2017) | |
| Guest Researcher | ||
Xiamen University | ||
| Interests: | Macro-finance, Applied Econometrics, International Economics | |
| Chen, Haiqiang (31.08.2017 - 07.09.2017) | |
| Guest Researcher | ||
Xiamen University | ||
| Interests: | Financial Econometrics, Time Series Econometrics, Financial Economics | |
 | Li, Yingxing (31.08.2017 - 07.09.2017) | |
| Guest Researcher | ||
Xiamen University | ||
| Interests: | Macro-finance, Applied Econometrics, International Economics | |
 | Lin, Ming (31.08.2017 - 07.09.2017) | |
| Guest Researcher | ||
Xiamen University | ||
| Interests: | Monte Carlo Method, Self Selection | |
| Li, Mingyang (31.08.2017-07.09.2017) | |
| Guest Researcher | ||
Xiamen University (WISE) | ||
| Interests: | Cryptocurrencies | |
 | Maciej Zieba (20.08.2017 - 25.08.2017) | |
| Guest Researcher | ||
Wroclaw University of Science and Technology | ||
| Interests: | Machine learning, ensemble models, deep learning | |
 | Ji, Xiaohao (03.07.2017-31.08.2017) | |
| Guest Researcher | ||
Fudan University | ||
| Interests: | Financial Econometrics
| |
 | Liu, Lun-kang (Ryan) (15.07.2017 - 20.08.2017) | |
| Guest Researcher | ||
National Sun Yat-sen University, Taiwan | ||
| Interests: | Copula Model, Machine Learning, Crypto Currency | |
| Jozef Baruník (26.07.2017 - 30.07.2017) | |
| Guest Researcher | ||
Charles University, Prag | ||
| Interests: | Financial Economics; Econometrics | |
 | Müller, Hans-Georg (13.07.2017 - 14.07.2017) | |
| Guest Lecturer | ||
University of California, Davis | ||
| Interests: | Functional Data Analysis | |
| Boehmer, Ekkehart (13.06.2017 - 20.07.2017) | |
| Guest Reasercher | ||
Singapore Management University | ||
| Interests: Finance | ||
 | John C. Ham (24.06.2017 - 03.07.2017) | |
| Guest Lecturer | ||
National University of Singapore | ||
Interests: Estimating (Easily Interpreted) Dynamic Training Effects from Experimental Data | ||
 | Zakiyeva, Nazgul (27.06.2017 - 16.07.2017) | |
| Guest Researcher | ||
National University of Singapore | ||
| Interests: | Energy, wind power, Functional Time Series Analysis | |
 | Martin Spindler (27.06.2017 - 16.07.2017) | |
| Guest Researcher | ||
Universität Hamburg | ||
| Interests: | High-Dimensional L_2 Boosting: Rate of Convergence
| |
 | Isabel Proença (06.07.2017 - 07.07.2017) | |
| Guest Lecturer | ||
ISEG - Lisbon School of Economics and Management | ||
| Interests: | Modern Econometrics Machine Learning | |
 | Daniel Gutknecht (09.07.2017 - 11.07.2017) | |
| Guest Lecturer | ||
Universität Mannheim | ||
| Interests: | Estimation in (Non-)Additive Semiparametric Sample Selection Models | |
 | Bowman, Adrian (26.06.2017 - 29.06.2017) | |
| Guest Lecturer | ||
University of Glasgow | ||
| Interests: | Flexible Statistical Models | |
 | Vogt, Michael (25.06.2017 - 26.06.2017) | |
| Guest Lecturer | ||
Rheinische Friedrich-Wilhelms-Universität Bonn | ||
| Interests: | Multiscale Clustering of Nonparametric RegressionCurves | |
 | Choi, Jin-Young (19.06.2017 - 20.06.2017) | |
| Guest Lecturer | ||
Goethe-Universität Frankfurt | ||
| Interests: | Semiparametric Estimator for Binary-Outcome Sample Selection: Prejudice Matters in Elections | |
 | Weder, Mark (12.06.2017 - 13.06.2017) | |
| Guest Lecturer | ||
The University of Adelaide | ||
| Interests: | Animal Spirits, Financial Markets and Aggregate Instability | |
 | Koenker, Roger (06.06.2017 - 07.06.2017) | |
| Guest Lecturer | ||
University of Illinois | ||
| Interests: | Quantile Regression | |
 | Yum, Minchul (23.05.2017 - 24.05.2017) | |
| Guest lecturer | ||
University of Mannheim | ||
| Interests: | On the Distribution of Wealth and Labor Force Participation | |
 | Brinca, Pedro (17.04.2017 - 19.04.2017) | |
| Guest lecturer | ||
Nova School of Business and Economics | ||
| Interests: | Fiscal consolidation and income inequality | |
 | Wilhelm, Daniel (05.02.2017 - 06.02.2017) | |
| Research Guest | ||
University College London | ||
| Interests: | Nonparametric Panel Data Regressions | |
 | Comte, Fabienne (04.02.2017 - 06.02.2017) | |
| Research Guest | ||
Université Paris Descartes | ||
| Interests: | Spline Regression with measurement errors | |
 | Michela Bia (30.01.2017 – 31.01.2017) | |
| Guest researcher | ||
LISER Luxembourg | ||
| Interests: | Examation of Language Training Progress | |
 | Kun Ho Kim (23.01.2017 – 29.01.2017) | |
| Guest researcher | ||
Hanyang University | ||
| Interests: | Forward Premium Anomaly | |
 | Hung-Yi Lee (21.01.2017 – 26.01.2017) | |
| Guest lecturer | ||
National Taiwan University | ||
| Interests: | Deep Learning | |
 | Victor Chernozhukov (24.01.2017 – 26.01.2017) | |
| Guest lecturer | ||
Massachusetts Institute of Technology | ||
| Interests: | Inference in High-Dimensions | |
 | Ekkehart Boehmer (23.01.2017) | |
| Guest researcher | ||
Singapore Management University | ||
| Interests: | Latent Asset-pricing factors | |
 | Markus Pelger (10.01.2017 – 12.01.2017) | |
| Guest researcher | ||
Stanford University | ||
| Interests: | Estimating Latent Asset Pricing Factors | |
2016
| Chen, Shu-Ling (01.12.2016 - 15.07.2017) | |
| Guest researcher | ||
National Taipei University | ||
| Interests: | Nonparametric Graphical Models | |
| Liu, Han (19.10.2016 - 25.10.2016) | |
| Guest lecturer | ||
Princeton University | ||
| Interests: | Financial Economics, Agricultural Insurance, Catastrophe Risk Management | |
| Zhu, Leo Jun (20.08.2016 - 21.08.2017) | |
| Research Guest | ||
Nanjing University of Finance and Economics (CN) | ||
| Interests: | DSGE and Bayesian Methods, Dynamic Fiscal Policy, Chinese Economy | |
 | Symanzik, Jürgen (21.04.2016 - 20.05.2016) | |
| Guest lecturer in cooperation with CRC 649 | ||
Utah State University | ||
| Interests: | Statistical Graphics and Visual Data Mining | |
 | Chen, Haiqiang (19.07.2016 - 19.08.2016) | |
| Research Guest | ||
Xiamen University | ||
| Interests: | Time Series Econometrics | |
 | Chen, Shiyi (21.04.2016 - 20.05.2016) | |
| Research Guest | ||
Fudan University, Shanghai | ||
| Interests: | Air pollution reduction, related health problem, and economic sustainable development | |
 | Oh, Hee-Seok (06.06.2016 - 07.06.2016) | |
| Guest lecturer in cooperation with CRC 649 | ||
Seoul National University | ||
| Interests: | Data-adaptive PCA | |
| Li, Yingxing (19.07.2016 - 19.08.2016) | |
| Research Guest | ||
Xiamen University | ||
| Interests: | Nonparametric and Semiparametric Regression | |
 | Chua, Wee Song (21.04.2016 - 20.05.2016) | |
| Research Guest | ||
National University of Singapore | ||
| Interests: | Vector Functional Autoregressive Models | |
| Chen, Ying (21.04.2016 - 20.05.2016) | |
| Research Guest | ||
National University of Singapore | ||
| Interests: | Financial statistics and risk management, Non-stationary time series analysis | |
 | Nowatarski, Jakub(20.04.2016 - 22.04.2016)(05.06.2016 - 06.06.2016) | |
| Research Guest in cooperation with CRC 649 | ||
Wroclaw University of Technology | ||
| Interests: | Short-term electricity price and load forcasting | |
 | Fan, Qingliang (10.01.2016 - 10.02.2016) | |
| Guest lecturer | ||
WISE, Xiamen University | ||
| Interests: | Macro-finance, Applied econometrics, International economics | |
2015
 | Linton, Oliver(27.01.2016 - 05.02.2016)(22.10.2015 - 29.10.2015) | |
| Research Guest | ||
University of Cambridge | ||
| Interests: | Empirical Finance | |
| Niu, Linlin (01.11.2015 - 15.01.2016) | |
| Research Guest | ||
WISE, Xiamen University | ||
| Interests: | Macro-finance, Applied econometrics, International economics | |
 | Xiaoyu, Chen (30.06.2016-30.08.2016) | |
| Guest Researcher | ||
Fudan University, PRC | ||
| Interests: | Time Series Analysis, Spatial Statistics and Financial Econometrics | |
 | Tsybacov,Alexandre (29.10.2015 - 30.10.2015) | |
| Research Guest | ||
Centre de Recherche en Economie et Statistique | ||
| Interests: | Oracle inequalities for network models and sparse graphon estimation | |
| Chen, Yi-Hsuan Cathy(01.07.2015 - 30.06.2016)(25.06.2014 - 26.06.2014) | |
| Research Guest | ||
Chung-Hua University | ||
| Contact: | Spandauer Str. 1 10178 Berlin | |
| Interests: | The integration of credit default swaps markets | |
| Chen, Ying (02.06.2015 - 31.10.2015) | |
| Research Guest | ||
National University of Singapore | ||
| Interests: | Financial statistics and risk management, Non-stationary time series analysis | |
 | Lu, Henry Horng-Shing (16.05.2015 - 25.05.2015) | |
| Research Guest | ||
National Chiao Tung University | ||
| Interests: | Scientific computing, Image science, Bioinformatics | |
 | Burnaev, Evgeny (11.05.2015 - 12.05.2015) | |
| Research Guest | ||
Moscow Institute of Physics and Technology | ||
| Interests: | Modeling and forecasting volatility in the financial markets | |
 | Yao, Qiwei (26.01.2015 - 31.01.2015) | |
| Research Guest | ||
London School of Economics and Political Science | ||
| Interests: | Modeling high-dimensional time series | |
2014
 | Mykland, Per (20.11.2014 - 21.11.2014) | |
| Research Guest | ||
University of Chicago | ||
| Interests: | High Frequency Financial Econometrics | |
 | von Mettenheim, Hans-Jörg (15.01.2015 - 21.01.2015) | |
| Research Guest | ||
University of Hanover | ||
| Interests: | Neural networks, Artificial intelligence, Financial market forecasts | |
| Fengler, Matthias (01.10.2014 - 02.10.2014) | |
| Research Guest | ||
University of St. Gallen | ||
| Interests: | Empirical finance, Financial econometrics and statistics | |
 | Duan, Jin-Chuan (22.09.2014 - 08.11.2014) | |
| Research Guest | ||
National University of Singapore | ||
| Interests: | Risk management, Derivatives pricing, Financial econometrics | |
 | Wu, Wei Biao (17.09.2014 - 18.09.2014) | |
| Research Guest | ||
University of Chicago | ||
| Interests: | Model selection, Covariance matrix estimation, Regression | |
 | Chen, Chun-houh (02.09.2014 - 04.09.2014) | |
| Guest lecturer | ||
Academia Sinica | ||
| Interests: | Matrix Visualization | |
 | Kuan, Chungming (19.08.2014 – 29.08.2014) | |
| Guest lecturer | ||
National Taiwan University | ||
| Interests: | Quantitative Finance and Accounting | |
 | Fang, Ying (01.08.2014 - 15.09.2014) | |
| Research Guest | ||
WISE, Xiamen University | ||
| Interests: | Econometrics, Applied econometrics, Economy of China | |
 | Lin, Henry (16.07.2014) | |
| Guest lecturer | ||
| National Dong Hwa University | ||
| Interests: | Causality Testing | |
 | Cui, Wei (15.07.2014 – 29.07.2014) | |
| Guest lecturer | ||
University College London | ||
| Interests: | Macro, Finance and Time Series | |
 | Hyndman, Rob J. (22.06.2014 - 26.06.2014) | |
| Research Guest | ||
Monash University | ||
| Interests: | Forecasting, Time series analysis, Statistical computing, Computational demography | |
 | Dufays, Arnaud (18.05.2014 - 20.05.2014) | |
| Guest lecturer | ||
Malakoff Cedex | ||
| Interests: | Bayesian Inference for Structural Break Models | |
 | Chen, Rong (05.02.2014 - 06.02.2014) | |
| Professor of Statistics | ||
Rutgers University | ||
| Interests: | Nonlinear and multivariate time series | |
 | Hafner, Christian (23.01.2014 - 24.01.2014) | |
| Guest lecturer | ||
Université Catholique de Louvain | ||
| Interests: | Volatility Modelling and Risk Management | |
 | Imbens, Guido (20.01.2014 - 21.01.2014) | |
| Guest lecturer | ||
Stanford University | ||
| Interests: | Causal Inference | |
2013
 | Wand, Matt (09.12.2013 - 18.12.2013) | |
| Professor of Statistics | ||
University of Technology, Sydney | ||
| Interests: | Variational approximate methods, Statistical methods for streaming data | |
 | Bluhm, Marcel (03.02.2013 - 05.02.2013) | |
Professor | ||
WISE, Xiamen University | ||
| Interests: | Monetary policy, Economic growth, Financial stability | |
 | D'Amato, Valeria (11.11.2013) | |
| Research Guest | ||
Universita Degli Studi di Salerno | ||
| Interests: | Dependence into Mortality Data | |
 | Ritov, Ya'acov (01.12.2013 - 07.12.2013) | |
| Professor | ||
The Hebrew University of Jerusalem | ||
| Contact: | Spandauer Str. 1 10178 Berlin | |
| Room: 402 | ||
| Interests: | Methods in financial risk measurement | |