Most recent Intake
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| Xingjia Wang
Research interests: - Quantitative Finace
- Applied Statistics
- Machine Learning
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| Raul Bag
Research interests: - Natural Language Processing
- Explainable AI
- Research Reproducibility
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| Ratmir Miftachov
Research interests: - Explainable Machine Learning (Shapley)
- Shrinkage methods
- Mathematical Statistics
Email: ratmir.miftachov [at] hu-berlin.de |
| Assaf Ben Or
Research interests: - Energy Market
- Machine learning and applied statistics
- Blockchain and smart contracts
Email: assaf.ben.or [at] hu-berlin.de |
| Julian Winkel
Research interests: - Option pricing models
- High-frequency trading
- Mathematical statistics
Email: julian.winkel [at] hu-berlin.de |
| Ilyas Agakishiev
Research interests: - Option pricing models
- High-frequency trading
- Mathematical statistics
Email: ilyas.agakishiev [at] hu-berlin.de
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| Hongyu Xia
Research interests: - Macro finance
- Applied high-dimensional time series model
- Bond market
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| Maria Culjak
Research interests: - Option pricing models
- High-frequency trading
- Mathematical statistics
Email: maria.culjak [at] hu-berlin.de |
| Anna Shchekina
Research interests: - Financial Mathematics
- Derivative Pricing
- Modern Machine Learning
- Cryptocurrencies
Email: anna.shchekina [at] hu-berlin.de |
| Danial Saef
Research interests: Time Series Econometrics Applied Statistics Quantitative Finance Market Regulation
Email: danial.saef [at] hu-berlin.de |
| Francis Liu
Research interests: Applied Machine Learning and Quantitative Finance Hybrid approaches of parametric and non-parametric models Robust hedging and trading strategies
Email: francis.liu [at] hu-berlin.de
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| Jovanka Lili Matic
Research interests:
Email: jovanka.matic [at] hu-berlin.de |
| Cemre Ünal
Research interests:
Email: cemre.uenal [at] hu-berlin.de |
| Justin Hellermann
Research interests: Machine Learning Methods for Time Series Analysis Statistics and Econometrics for Financial Applications Neural Networks in Unsupervised Learning Processes
Email: justin.hellermann [at] hu-berlin.de |
| Konstantin Häusler
Research interests:
Email: konstantin.haeusler [at] hu-berlin.de
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| Min-Bin Lin
Research interests: Optimization for Machine Learning Natural Language Processing Simulation for Decision Making
Email: linmibin [at] hu-berlin.de
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| Kainat Khowaja
Research interests:
Email: kainat.khowaja [at] hu-berlin.de
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| Zihao Yuan
Research interests: - Nonparametric and Semiparametric Estimation
- Asymptotic Statistics
Email: zihao.yuan [at] hu-berlin.de |
| Yanfen Zhang
Research interests: - Multivarite time series
- Bootstrap method
Email: zhanyanf [at] hu-berlin.de
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| Bingling Wendy Wang
Research interests: - Risk Models
- Machine Learning
- Text Mining
- Crypto Currencies
Email: wangbing [at] hu-berlin.de |
| Marius Sterling
Research interests:
Email: marius.sterling [at] hu-berlin.de |
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Intake 2018 |
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| Elizaveta Zinovyeva
Research interests:
Email: zinovyel [at] hu-berlin.de
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| Daniel Jacob
Research interests:
Email: daniel.jacob [at] hu-berlin.de |
| Georg Keilbar
Research interests: Machine Learning Neural Network Financial Econometrics
Email: georg.keilbar [at] hu-berlin.de |
| Ioana Ceausu
Research interests: Startups performance Business accelerators SME growth
Email: ceausuio [at] hu-berlin.de
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| Michael Althof
Research interests: - Applied Machine Learning (Deep Learning, Unstructured Data Analysis and Modelling)
- Time Series Forecasting using Machine Learning Tools, Focus on Inflation
- Combine Neural Networks with Stochastic Processes
- Probabilistic Programming
- Amalgamation of Machine Learning Related Analysis to Robust Portfolio Construction
Email: althofmi [at] hu-berlin [dot] de
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| Bruno Spilak
Research interests:
Email: bruno.spilak [at] hu-berlin [dot] de |
| Junjie Jeremy Hu
Research interests: - Machine Learning
- Neural networks
- Text Mining
Email: junjie.hu [at] hu-berlin [dot] de |
| Xinwen Ni
Research interests: - Asset allocation
- Financial Econometrics
- Risk management
Email: nixinwen [at] hu-berlin.de
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Intake 2015 |
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| Larisa Adamyan
Research interests: - Machine Learning
- Time Series Analysis
- Neural networks
- Data Mining
Email: larisa.hax [at] gmail.com |
| Junjie Guo
Research interests: - Corporate Finance
- Financial Economics
- Volatility Estimation
Email: jeffreykwok0826 [at] gmail.com |
| Yegor Klochkov
Research interests: - Statistics
- Structural Inference
- Reduction of dimension
Email: eklochov [at] gmail.com |
| Mingyang Li
Research interests: - Macro-finance
- Financial Econometrics
- Monetary economics
Email: limingya [at] cms.hu-berlin.de |
| Meng-Jou Lu
Research interests: - Risk management
- Quantitative Finance
- Derivatives
Email: lumengjo [at] cms.hu-berlin.de |
| Awdesch Melzer
Research interests: - Energy Finance
- Weather Derivatives
- Functional Data Analysis
- Quantiles and Expectiles
Email: awdesch.melzer [at] hu-berlin.de |
| Ya Qian
Research interests: - Financial econometrics
- Financial economics
Email: qianya [at] hu-berlin.de |
| Niels Wesselhöfft
Research interests: - Portfolio allocation
- Time series econometrics
- Algorithmic trading systems
- Non-parametric and Bayesian methods
Email: wesselhn [at] hu-berlin.de |
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Yangwen Sun
Research interests: - Statistical change-point detection
- Agriculture insurance
Email: yangwen.sun [at] hu-berlin.de |
Intake 2014 |
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| Shi Chen
Research interests: - High Dimensional Non Stationary Time Series
- Yield Curve Modeling
- Weather Risk Hedging
Working on "Rare Disaster Forecast of Stock Market in China" with Luhui Lin
Email: chenshiq [at] hu-berlin.de |
| Kirill Efimov
Research interests: - Statistics
- Time Series Analisys
- Penalized model selection
Working on "A Varying-Coefficient Expectile Model" with Dingshi Tian
Email: kirill.efimovs [at] gmail.com |
| Chen Huang
Research interests: - Econometric theory
- Nonlinear time series analysis
- Financial econometrics
Working on "Balanced Quantile Regression Predictive" with Xiaosai Liao
Email: chen.huang [at] hu-berlin.de |
| Xinjue Li
Research interests: - Financial Econometrics
- Asset Pricing
- NonlinearTime Series Analysis
Working on "Adaptive Penalized Macro Factors in Bond Risk Excess Premium" with Lenka Zboňáková
Email: cabinofyunnan [at] 163.com |
| Xiaosai Liao
Research interests: - Financial Econometrics
- Applied Econometrics
- High-Frequency Econometrics
Working on "Balanced Quantile Regression Predictive" with Chen Huang
Email: liaoxiaosai [at] 126.com |
| Luhui Lin
Research interests: - Investment risk measure
- Asset pricing
- High-Frequency Financial Econometrics
Working on "Rare Disaster Forecast of Stock Market in China" with Shi Chen
Email: supmilk [at] hotmail.com |
| Katerina Papagiannouli
Research interests: - Financial Mathematics
- Statistics for Stochastic Processes
- Applied Statistics
Email: katerina.papagiannouli [at] gmail.com |
| Alla Petukhina
Research interests: - Statistics of Financial Markets
- Asset allocation strategies
- Regression shrinkage techniques
- Quantiles and expectiles
Email: petukhia [at] hu-berlin.de |
| Dingshi Tian
Research interests: - High Frequency Methods
- Nonparametrics
- Volatility Estimation
- Asset Pricing
Working on "A Varying-Coefficient Expectile Model" with Kirill Efimov
Email: tds18 [at] 163.com |
| Lining Yu
Research interests: - VaR and CoVaR Estimation
- dimension Reduction
- variable Selection
Email: yulining [at] hu-berlin.de |
| Lenka Zboňáková
Research interests: - Econometrics
- Time Series
- Generalized Linear Models
Working on "Adaptive Penalized Macro Factors in Bond Risk Excess Premium" with Xinjue Li
Email: lenka.zbonakova [at] hu-berlin.de |
Intake 2013 |
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| Thijs Benschop
Research interests:
- Econometrics
- Energy economics
- CO2 emission rights
Email: thijs.benschop [at] hu-berlin.de
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| Sebastian Holtz
Research interests:
- Nonparametrics
- Le Cam theory
- Volatility estimation
Email: holtz [at] math.hu-berlin.de |
| Zhiwu Hong
Research interests:
- Asset pricing
- Financial econometrics
- Applied Econometrics
Working on "Implied Volatility of Leveraged ETF option" with Sergey Nasekin Email: hzw1888 [at] 126.com |
| Sergey Nasekin
Research interests:
- Time series econometrics
- Statistics of financial markets
Email: sergey.nasekin [at] hu-berlin.de |
| Franziska Schulz
Research interests:
- Energy Finance
- Functional Data Analysis
- Quantile Regression and Expectile
Email: sulzfran [at] hu-berlin.de |
| Alexandra Suvorikova
Research interests:
- Statistics
- information theory
- Theory of probability
- Time series analysis
Email: a.suvorikova [at] gmail.com |
| Qiuhua Xu
Research interests:
- Nonlinear and nonstationary time series
- Nonparametric and parametric regression semi
Finished "Partially Varying Coefficients Panel Data Models" with Christopher Breunig, now at Southwestern University of Finance and Economics Email: qiuhua814 [at] gmail.com
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| Xiu Xu
Research interests:
- Asset pricing
- Financial econometrics
- Applied econometrics
Working on "Autoregressive Conditional Localized Expectile Model" with Andrija Mihoci Email: spring_xux [at] 163.com |
| Yuanyang
Research interests:
- Statistical computing
- Bayesian inference for state space models
Working on "Network Dynamics" with Lining Yu Email: yuanyang200 [at] gmail.com |
| Chuanhai Zhang
Research interests:
- High Frequency Financial Econometrics
- Functional Data Analysis
- Empirical Finance
- Asset Pricing
Finished "Testing the driving force of a continuous process" with Sebastian Holtz , now on job market Email: chuanhaizhang.wise [at] gmail.com |
| Lei Fang
Research interests:
- Longevity Risk
- Actuarial Risk
- Mortality Models
- Functional Data Analysis
Email: lei.fang [at] hu-berlin.de |
