Image
Prof. Dr. Wolfgang Karl Haerdle
Ladislaus von Bortkiewicz Professor of Statistics, Humboldt-Universität zu Berlin

Host(s)

Visiting from
-
Room number
55
Email
haerdle@hu-berlin.de
JI Research Theme
Research Interests

Smoothing methods, discrete choice models, statistical modelling of financial markets and computer-aided statistics

Biography

Wolfgang Karl Haerdle attained his Dr. rer. nat. in Mathematics at Universität Heidelberg in 1982 and in 1988 his habilitation at Universität Bonn.  He is Ladislaus von Bortkiewicz Professor of Statistics at Humboldt-Universität zu Berlin and the director of the Sino German Graduate School (洪堡大学 + 门大) IRTG1792 on “High dimensional non stationary time series analysis”.  He also serves as head of the joint BRC Blockchain Research Center (with U Zürich & U Bukarest).  He is guest professor at  SMU, ACI NUS, Singapore, NYCU, Hsinchu TW, Charles U, Prague CZ.

His research focuses on data sciences, dimension reduction and quantitative finance.  He has published over 30 books and more than 300 papers in top statistical, econometrics and finance journals.  He is highly ranked and cited on Google Scholar, REPEC and SSRN.  He has professional experience in financial engineering, SMART (Specific, Measurable, Achievable, Relevant, Timely) data analytics, machine learning and cryptocurrency markets.  He has created a financial risk meter, FRM  hu.berlin/frm, a cryptocurrency index, CRIX royalton-crix.com.  He invented the Q2 eco system quantlet.com & quantinar.com Together with the BRC blockchain-research-center.com he has created IDA Institute for Digital Assets, ASE, RO.