Bingling Wang

High Dimensional Nonstationary Time Series | Bingling Wang

E-mail:	bingling.wang [at] hu-berlin.de
Phone:	+49 30 2093-99596
Office: Office hours:	Dorotheenstr. 1, room 004 Upon agreement
Postal address:	IRTG 1792 "High Dimensional Nonstationary Time Series" School of Business and Economics Humboldt-Universität zu Berlin Unter den Linden 6 10099 Berlin, Germany

10/2019 - 02/2020	Visiting researcher, Xiamen University, China
2018 - present	PhD student in Statistics, Humboldt-Universität zu Berlin
2018	M.Sc. in Economics and Management Science, Humboldt-Universität zu Berlin

Research Interest Risk Models Machine Learning Text Mining NFTs, blockchain, Crypto Currencies Publications K-expectile clustering (with Wolfgang Karl Härdle and Yingxing Li) Tail Event Driven Factor Augmented Dynamic Model (with Weining Wang) Work in Progress The DAI - Digital Art Index (with Min-Bin Lin, bruno spilak, Artnet) Understanding NFTs (with Min-Bin Lin, bruno spilak, Artnet) Deep Reinforcement Learning in Portfolio Management Scientific Talks 2019 First Yushan Conference, NCTU, Hsinchu, Taiwan 2020 Stat of ML , Prague, Czech Republic Teaching Digital Economy & Decision Analytics / Blockchain and cryptocurrency seminar(SoSe 2020) Digital Economy & Decision Analytics / Blockchain and cryptocurrency seminar(SoSe 2021) Presentations K-expectile clustering Download the codes and view live talks: www.quantlet.de www.quantinar.com

Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series