Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

E-mail:

anna.shchekina [at] hu-berlin.de

+49 30 2093-99499

Office:

Office hours:

Dorotheenstr. 1, room 0.03

Upon agreement

IRTG 1792
School of Business and Economics
Humboldt-Universität zu Berlin
Unter den Linden 6
10099 Berlin, Germany

Education

B. Sc. in Applied Mathematics and Computer Science, Saint Petersburg State University

Work in Progress

Sentiment-Driven Cryptocurrency Market Analysis (with Wei Li)

Assessing Cryptocurrency Network Risk (with Wolfgang Härdle and Valerio Poti)

Research Interest

• Financial Mathematics
• Derivative Pricing 
• Modern Machine Learning
• Cryptocurrencies 

Scientific Talks

• Sentiment-Driven Cryptocurrency Market Analysis, Crypto Traders Berlin Meetup, Berlin 12.11.19
• Assessing Cryptocurrency Risk via Quantile Lasso, RegTech workshop "Risk in Blockchain and cryptocurrencies", Universidad Complutense Madrid, online 23.10.20
• FRM for cryptocurrency, COST FinAI - Fintech and AI in Finance, online 08.04.21
• Crypto Financial Risk Meter, 3rd FINTECH-HO2020 Suptech workshop, "Risk in Blockchain and Cryptocurrencies", Banco de España, online 08.06.21
• Crypto Financial Risk Meter, 3rd FINTECH-HO2020 Suptech workshop, "Cyber risk analysis, explainable AI and Crypto Financial Risk meter", Danish FSA, online 16.06.21
• Financial risk meter for cryptos, 3rd FINTECH-HO2020 Suptech workshop, Bundesbank, online 17.06.21
   

Presentations

Teaching

SFM Statistics of Financial Markets WS21/22

Miscellaneous

Head of the data pool of Blockchain Research Center 
blockchain-research-center.de