Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

E-mail:

rui.ren@hu-berlin.de

+49 30 2093 99468

Office:

Office hours:

Dorotheenstrasse 1, room 107 
upon agreement

IRTG 1792  
Humboldt University of Berlin
Unter den Linden 6
10099 Berlin, Germany

Marie Skłodowska-Curie Individual Fellowship,

Humboldt University of Berlin                                         

2019-2020

PhD in Management Science and Engineering,

University of Chinese Academy of Sciences

B.Sc. in Information and Computing Science, Minzu University of China

Personal website

RUI REN

Research interest

• Risk management

• Applied Statistics

• Machine learning

Teaching

• Statistical Tools in Finance and Insurance (WS19 / 20)

• Non- and Semiparametric Modeling (WS 20/21)

• Statistics of Financial Markets II (SS 2021)

Publications

Google scholar

Work in progress

Linear-in-Means Peer Effects and Club Selections of a Unique Online Fishing Game

Sentiment Network Studies based on Natural Language Processing (NLP)

Financial Risk Meter

Download the codes and view live talks:

  www.quantlet.de

  www.quantinar.com