Wolfgang Karl Härdle
姓名 Wolfgang Karl Härdle
個人網站 https://www.wiwi.hu-berlin.de/de/forschung/irtg/lvb/members/personalpages/wh
狀態 兼任師資
專長 數位金融、金融計量經濟、數據智慧化解析、超高維度建模、深度學習、抽樣方法、數位經濟與人工智慧
職稱 客座教授暨玉山學者
學歷 德國海德堡大學數學博士；德國波昂大學教授資格
年度 論文名稱
2020 An AI approach to Measuring Financial Risk, Singapore Economic Review
2019 Data Driven Value-at-Risk Forecasting using a SVR-GARCH-KDE Hybrid, CompStat Data Analysis,, 2018, 001
2019 Risk-Constrained Kelly Portfolio under alpha stable laws, Computational Economics, pp1-26
2019 Modelling Industry Interdependency Dynamics in a Network Context, Studies in Economics and Finance, Studies in Economics and Finance, Studies in Economics and Finance
2019 Forecasting in Blockchain-based Local Energy Markets, Energies , 12, 14, pp2718-
2019 Towards the interpretation of time-varying regularization parameters in streaming penalized regression models, Pattern Recognition Letters, 125, 1, pp542-548
2019 Model-driven statistical arbitrage on LETF option markets, Quantitative Finance
2019 Investing with cryptocurrencies -A liquidity constrained investment approach., Journal Of Financial Econometrics, 19, 11, pp1817-1837
2019 Dynamic semi-parametric factor model for functional expectiles , Computational Statistics, 34, 2, pp489-502
2019 Dynamic credit default swaps curves in a network topology, Quantitative Finance, 19, 10, pp1705-1726
2019 Network Quantile Autoregression, Journal of Econometrics, 212, 1, pp345-358
2019 Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional AutoRegressive Dynamics, Quantitative Finance, 19, 9, pp1473-1489
年度 書名
2020 Statistics of Financial Markets, An Introduction. 5th Ed. Springer Verlag, Heidelberg. eBook, ISBN 978-3-030-13751-9 (print) 978-3-030-13750-2 (softcover)
2020 Applied Multivariate Statistical Analysis, 5th ed., Springer Verlag, Heidelberg, ISBN 978-3-030-26006-4 (Print)