Mentoring visit lecture – prof. Wolfganga Haerdle, Humboldt-Universität zu Berlin

25 01 2023

Prof. Wolfgang Haerdle’s lecture entitled. “Crypto volatility forecasting: ML vs GARCH” was held (on Monday) 23.01 at 15:00 at the Faculty of Economic Sciences of the UW in room A409.

Wolfgang Karl Härdle received his doctorate in mathematics from the University of Heidelberg and his habilitation in economics from the University of Bonn. He was founder and director of the Collaborative Research Centre CRC 373 “Quantification and Simulation of Economic Processes” (1994-2003), director of CRC 649 “Economic Risk” (2005-2016), and C.A.S.E. (Center for Applied Statistics and Economics) (2001-2014). He is a professor at Humboldt-Universität zu Berlin and director of the Blockchain Research Center (BRC).

His current research focuses on modern machine learning techniques, intelligent data analysis and the cryptocurrency ecosystem. He has published more than 40 books and more than 350 articles in leading statistical, econometric and financial journals. He is highly cited and is one of the leading researchers registered with REPEC. He has professional experience in financial engineering, structured product design and credit risk analysis. His recent research extends nonparametric paradigms to machine learning, decision analysis and data science for the digital economy. He is editor-in-chief of the Springer Journal “Digital Finance”. He has promoted more than 60 PhD students and has long-standing research relationships with academic partners in the US, Singapore, Prague, Warsaw, Paris, Cambridge, Beijing, Xiamen, Taipei, among others.