Humboldt-Universität zu Berlin - High Dimensional Nonstationary Time Series

High Dimensional Nonstationary Time Series | Ilyas Agakishiev

Ilyas Agakishiev

E-mail:	agakishi [at] hu-berlin.de
Phone:	+49 178 532-5640
Office:	Dorotheenstr. 1, room 004
Postal address:	IRTG 1792 School of Business and Economics Humboldt-Universität zu Berlin Unter den Linden 6 10099 Berlin, Germany

2020 – present	PhD student in Statistics, Humboldt-Universität zu Berlin
2016 – 2019	M. Sc. in Finance, Humboldt-Universität zu Berlin
2012 – 2016	B. Sc. in Economics, MGIMO (U) MID Rossii, Russia
Projects METIS: Introduction to Reinforcement Learning (Quantinar link) METIS: P-hacking (Quantinar link) KDE and ill-posed problems (Quantinar link) Research Interests Deep Learning in finance High-frequency trading Option pricing models