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Wolfgang Härdle (1953-)

Statistiker

Name	Wolfgang Härdle
Zeit	1953- (Lebensdaten)
Ort	Darmstadt (Geburtsort) Deutschland
Geschlecht	männlich
Akademischer Grad bzw. Titel	Prof. Dr.
Beruf	Statistiker (charakteristischer Beruf) Mathematiker
Variante	Wolfgang K. Härdle Wolfgang K. Hardle Wolfgang Karl Härdle W. Härdle
Beziehung	Academia de Studii Economice din Bucureşti Singapore Management University Univerzita Karlova Jiao tong da xue (Schanghai) Xia men da xue Guoli-Jiaotong-Daxue (Hsinchu) Univerzita Karlova. Matematicko-fyzikální fakulta Humboldt-Universität zu Berlin. Institut für Statistik und Ökonometrie (Prof. für Statistik am Ladislaus von Bortkiewicz Lehrstuhl für Statistik) (1992-) Université catholique de Louvain. Center for Operations Research and Econometrics (1989-1992) Rheinische Friedrich-Wilhelms-Universität Bonn (1985-1989) Goethe-Universität Frankfurt am Main (1983-1985)
Weitere Angaben	Department of Information Management and Finance, National Chiao Tung University, Taiwan
Quelle	LCAuth
Datensatztyp	Person
GND-Nummer	110357116
Datensatz-ID	110357116
Beteiligt an alle anzeigen Quantinar: a blockchain peer-to-peer ecosystem for modern data analytics Applied Multivariate Statistical Analysis Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies Hedging cryptocurrency options A consistent nonparametric test for causality in quantile Bootstrap inference in semiparametric generalized additive models Estimation in an additive model when the components are linked parametrically Pricing Kernels and Risk Premia implied in Bitcoin Options The common and specific components of inflation expectations across European countries A Note on the Impact of News on US Household Inflation Expectations Adaptive weights clustering of research papers Forex exchange rate forecasting using deep recurrent neural networks Forex exchange rate forecasting using deep recurrent neural networks Adaptive weights clustering of research papers Hedging strategies under jump-induced market incompleteness Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws Dynamic semi-parametric factor model for functional expectiles A leveraged investment strategy using Deep Reinforcement Learning An Empirical Application of Interactive Fixed Effect Model on Asset Pricing Comparing applicability of prevalent Clustering Algorithms for Document Clustering Cryptocurrency returns: short-term forecast using Google Trends Evaluation of Multi-Asset Investment Strategies with Digital Assets Modelling Financial and Social Networks Optimaler Beobachtungszeitraum in der Historischen Simulation Searching for a Unicorn: A Machine Learning Approach Towards Startup Success Prediction Tail event driven networks of SIFIs A comparison of supervised learning algorithms Applied Quantitative Finance Cryptocurrency Market, A Bubble? - A Unit Root Approach Deep Neural Networks for Cryptocurrencies Price prediction Econometric Measures of Financial Risk in High Dimensions Introduction to Statistics : Using Interactive MM*Stat Elements Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets A Dynamic Programming Approach for Pricing Weather Derivatives under Issuer Default Risk Adaptive weights clustering of research papers Applied Quantitative Finance Applied Quantitative Finance Basic Elements of Computational Statistics Computing Machines Data science & digital society Dynamic semi-parametric factor model for functional expectiles Dynamic Valuation of Weather Derivatives under Default Risk Ein generischer Ansatz zurImplementation benutzerdefinierterStatistik-Applikationen FRM: a Financial Risk Meter based on penalizing tail events occurrence GitHub API based QuantNet Mining infrastructure in R Industry Interdependency Dynamics in a Network Context Is Scientific Performance a Function of Funds? Penalized Adaptive Method in Forecasting with Large Information Set and Structure Change Pricing Green Financial Products Tail event driven networks of SIFIs Tail Event Driven Networks of SIFIs The impact of news on US household inflation expectations A first econometric analysis of the CRIX family Beta-boosted ensemble for big credit scoring data Credit Rating Score Analysis Direct Estimation of Low Dimensional Components in Additive Models Dynamic credit default swaps curves in a network topology Dynamic Topic Modelling for Cryptocurrency Community Forums Factorisable Multi-Task Quantile Regression

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Katalog der Deutschen Nationalbibliothek

Wolfgang Härdle (1953-)

Quantinar: a blockchain peer-to-peer ecosystem for modern data analytics

Applied Multivariate Statistical Analysis

Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies

Hedging cryptocurrency options

A consistent nonparametric test for causality in quantile

Bootstrap inference in semiparametric generalized additive models

Estimation in an additive model when the components are linked parametrically

Pricing Kernels and Risk Premia implied in Bitcoin Options

The common and specific components of inflation expectations across European countries

A Note on the Impact of News on US Household Inflation Expectations

Adaptive weights clustering of research papers

Forex exchange rate forecasting using deep recurrent neural networks

Forex exchange rate forecasting using deep recurrent neural networks

Adaptive weights clustering of research papers

Hedging strategies under jump-induced market incompleteness

Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid

Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws

Dynamic semi-parametric factor model for functional expectiles

A leveraged investment strategy using Deep Reinforcement Learning

An Empirical Application of Interactive Fixed Effect Model on Asset Pricing

Comparing applicability of prevalent Clustering Algorithms for Document Clustering

Cryptocurrency returns: short-term forecast using Google Trends

Evaluation of Multi-Asset Investment Strategies with Digital Assets

Modelling Financial and Social Networks

Optimaler Beobachtungszeitraum in der Historischen Simulation

Searching for a Unicorn: A Machine Learning Approach Towards Startup Success Prediction

Tail event driven networks of SIFIs

A comparison of supervised learning algorithms

Applied Quantitative Finance

Cryptocurrency Market, A Bubble? - A Unit Root Approach

Deep Neural Networks for Cryptocurrencies Price prediction

Econometric Measures of Financial Risk in High Dimensions

Introduction to Statistics : Using Interactive MM*Stat Elements

Tail Event Driven ASset allocation: evidence from equity and mutual funds’ markets

A Dynamic Programming Approach for Pricing Weather Derivatives under Issuer Default Risk

Adaptive weights clustering of research papers

Applied Quantitative Finance

Applied Quantitative Finance

Basic Elements of Computational Statistics

Computing Machines

Data science & digital society

Dynamic semi-parametric factor model for functional expectiles

Dynamic Valuation of Weather Derivatives under Default Risk

Ein generischer Ansatz zurImplementation benutzerdefinierterStatistik-Applikationen

FRM: a Financial Risk Meter based on penalizing tail events occurrence

GitHub API based QuantNet Mining infrastructure in R

Industry Interdependency Dynamics in a Network Context

Is Scientific Performance a Function of Funds?

Penalized Adaptive Method in Forecasting with Large Information Set and Structure Change

Pricing Green Financial Products

Tail event driven networks of SIFIs

Tail Event Driven Networks of SIFIs

The impact of news on US household inflation expectations

A first econometric analysis of the CRIX family

Beta-boosted ensemble for big credit scoring data

Credit Rating Score Analysis

Direct Estimation of Low Dimensional Components in Additive Models

Dynamic credit default swaps curves in a network topology

Dynamic Topic Modelling for Cryptocurrency Community Forums

Factorisable Multi-Task Quantile Regression