Publications (49)
A Data-driven Case-based Reasoning in Bankruptcy Prediction
Wei Li, Wolfgang Karl Härdle, Stefan Lessmann
Blockchain mechanism and distributional characteristics of cryptos
Min-Bin Lin, Kainat Khowaja, Cathy Yi-Hsuan Chen +1
FRM Financial Risk Meter for Emerging Markets
Souhir Ben Amor, Michael Althof, Wolfgang Karl Härdle
Risk budget portfolios with convex Non-negative Matrix Factorization
Bruno Spilak, Wolfgang Karl Härdle
Understanding jumps in high frequency digital asset markets
Danial Saef, Odett Nagy, Sergej Sizov +1
Cryptocurrency Dynamics: Rodeo or Ascot?
Konstantin Häusler, Wolfgang Karl Härdle
Editorial: Understanding Cryptocurrencies
Wolfgang Karl Härdle, Campbell R. Harvey, Raphael C. G. Reule
Deep Learning and NLP in Cryptocurrency Forecasting: Integrating Financial, Blockchain, and Social Media Data
Vincent Gurgul, Stefan Lessmann, Wolfgang Karl Härdle
Tail-risk protection: Machine Learning meets modern Econometrics
Bruno Spilak, Wolfgang Karl Härdle
lCARE -- localizing Conditional AutoRegressive Expectiles
Xiu Xu, Andrija Mihoci, Wolfgang Karl Härdle
Towards the interpretation of time-varying regularization parameters in streaming penalized regression models
Lenka ZboÅáková, Ricardo Pio Monti, Wolfgang Karl Härdle
A data-driven P-spline smoother and the P-Spline-GARCH-models
Yuanhua Feng, Wolfgang Karl Härdle
CRIX an index for cryptocurrencies
Simon Trimborn, Wolfgang Karl Härdle
Robustifying Markowitz
Wolfgang Karl Härdle, Yegor Klochkov, Alla Petukhina +1
K-expectiles clustering
Bingling Wang, Yinxing Li, Wolfgang Karl Härdle
Regularization Approach for Network Modeling of German Power Derivative Market
Shi Chen, Wolfgang Karl Härdle, Brenda López Cabrera
Copula-Based Factor Model for Credit Risk Analysis
Meng-Jou Lu, Cathy Yi-Hsuan Chen, Wolfgang Karl Härdle
A first econometric analysis of the CRIX family
Shi Chen, Cathy Yi-Hsuan Chen, Wolfgang Karl Härdle
Distillation of News Flow into Analysis of Stock Reactions
Junni L. Zhang, Wolfgang Karl Härdle, Cathy Y. Chen +1
How to Measure the Performance of a Collaborative Research Center
Alona Zharova, Janine Tellinger-Rice, Wolfgang Karl Härdle
Surrogate Models for Optimization of Dynamical Systems
Kainat Khowaja, Mykhaylo Shcherbatyy, Wolfgang Karl Härdle
Networks of News and Cross-Sectional Returns
Junjie Hu, Wolfgang Karl Härdle
An AI approach to measuring financial risk
Lining Yu, Wolfgang Karl Härdle, Lukas Borke +1
Model-driven statistical arbitrage on LETF option markets
Sergey Nasekin, Wolfgang Karl Härdle
Risk of Bitcoin Market: Volatility, Jumps, and Forecasts
Junjie Hu, Wolfgang Karl Härdle, Weiyu Kuo
Emoji Driven Crypto Assets Market Reactions
Xiaorui Zuo, Yao-Tsung Chen, Wolfgang Karl Härdle
Improving Crime Count Forecasts Using Twitter and Taxi Data
Lara Vomfell, Wolfgang Karl Härdle, Stefan Lessmann
Cooling Measures and Housing Wealth: Evidence from Singapore
Wolfgang Karl Härdle, Rainer Schulz, Taojun Sie
A Time-Varying Network for Cryptocurrencies
Li Guo, Wolfgang Karl Härdle, Yubo Tao
Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models
Wolfgang Karl Härdle, Li-Shan Huang
Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid
Marius Lux, Wolfgang Karl Härdle, Stefan Lessmann
SONIC: SOcial Network with Influencers and Communities
Cathy Yi-Hsuan Chen, Wolfgang Karl Härdle, Yegor Klochkov
A Time-Varying Network for Cryptocurrencies
Li Guo, Wolfgang Karl Härdle, Yubo Tao
Investing with Cryptocurrencies -- evaluating their potential for portfolio allocation strategies
Alla Petukhina, Simon Trimborn, Wolfgang Karl Härdle +1
Hedging Cryptocurrency Options
Jovanka Lili Matic, Natalie Packham, Wolfgang Karl Härdle
Understanding Smart Contracts: Hype or Hope?
Elizaveta Zinovyeva, Raphael C. G. Reule, Wolfgang Karl Härdle
Factorisable Multitask Quantile Regression
Shih-Kang Chao, Wolfgang Karl Härdle, Ming Yuan
A Machine Learning Based Regulatory Risk Index for Cryptocurrencies
Xinwen Ni, Wolfgang Karl Härdle, Taojun Xie
Pricing Cryptocurrency Options
Ai Jun Hou, Weining Wang, Cathy Y. H. Chen +1
A novel statistical framework for the analysis of the degree of technology adoption
Vahidin Jeleskovic, David Alexander Behrens, Wolfgang Karl Härdle
Local Quantile Regression
Vladimir Spokoiny, Weining Wang, Wolfgang Karl Härdle
Data Analytics Driven Controlling: bridging statistical modeling and managerial intuition
Kainat Khowaja, Danial Saef, Sergej Sizov +1
Shapley Curves: A Smoothing Perspective
Ratmir Miftachov, Georg Keilbar, Wolfgang Karl Härdle
The EFM approach for single-index models
Xia Cui, Wolfgang Karl Härdle, Lixing Zhu
Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies
Alla A. Petukhina, Raphael C. G. Reule, Wolfgang Karl Härdle
Implied Basket Correlation Dynamics
Wolfgang Karl Härdle, Elena Silyakova
A note on the impact of news on US household inflation expectations
Ben Zhe Wang, Jeffrey Sheen, Stefan Trück +2
Statistical Inference for Generalized Additive Partially Linear Model
Rong Liu, Wolfgang Karl Härdle
Quantinar: a blockchain p2p ecosystem for honest scientific research
Raul Bag, Bruno Spilak, Julian Winkel +1