Together with DZNE and HITS we will develop novel Machine Learning methods that are robust and reliable for large networks and reach beyond simple predictions from 2020 to 2023. The project adresses data-intensive applications in Biomedicine and weather forecasts in particular.Link_more
Since May 2020 we have built up the German and Polish Covid-19 ForecastHub for transparent probabilistic real-time forecasts in the current pandemic. Many (inter)national research groups and the signaleteam of the RKI have already joint and actively supported the effort. See the pre-registered study for the systematic evaluation and statistical ensembles and the project website. Here is the preprint for the second wave.
Rebekka Buse won a FIRM Research Prize 2020 with her dissertation. Congratulations! The following article was published in the Börsenzeitung: [Article Börsenzeitung].
Chong Liang won the faculty dissertation award 2020 in economics and statistics with his thesis. Congratulations!
Christian Conrad and Melanie Schienle (2020) Testing for an Omitted Long-Term Component in Multiplicative GARCH Models, Journal of Business & Economic Statistics, Vol.38, No.2, 229-242; [doi.org/10.1080/07350015.2018.1482759 ]
Carsten Bormann and Melanie Schienle (2020) Detecting structural differences in tail dependence of financial time series, Journal of Business & Economic Statistics, Vol.38, No.2, 380-392;[doi:10.1080/07350015.2018.1506343]
Shi Chen, Wolfgang K Härdle and Brenda L Cabrera (2019) Regularization Approach for Network Modeling of German Power Derivative Market, Energy Economics, in press [doi:10.1016/j.eneco.2019.06.021]more publications
Prof. Melanie Schienle was invited to give a talk at the research seminar at Otto-von-Guericke-University Magdeburg on January 23rd, 2020.
Prof. Melanie Schienle was invited to give a talk at the research seminar at the Heidelberg Institute for Theoretical Studies (HITS) on January 20th, 2020.
Konstantin Görgen presented a research poster in the Causal Machine Learning Workshop at the University of Sankt Gallen on January 20th, 2020.
Konstantin Görgen gave a talk at the Statistical Week 2019 in Trier from September 10th to 13th, 2019.
more talks and conferences
The seventh HKMetrics workshop took place virtually at KIT on July 9th, 2020.
On March 4th, 2020, Prof. Wolfgang Härdle (HU Berlin) gave a talk on "Influencers and Communities in Social Networks".
The sixth HKMetrics workshop took place at the University of Mannheim on September 6th, 2019. Programme
The fifth HKMetrics workshop took place at the University of Heidelberg on October 4th, 2018. Programme
The fourth HKMetrics workshop took place at the KIT on January 25, 2018. Programmemore activities
Konstantin Görgen participated in the Datathon for Grand Challenges on Climate Change of the Helmholtz Information & Data Science Academy (HiDA). With his team weatherpeople, he won the challenge of the Helmholtz Centre Geesthast (HZG) which consisted of drought forecasting for mediterranean regions using temperature and pressure data of the North Atlantic. Congratulations!
The following seminars are offered:
"Advanced Topics in Econometrics" (Schienle)
"Big Data Mining in Finance" (Nazemi)