IDA Institute of Digital Assets

Mini Track Chair:

  • Wolfgang Karl HAERDLE, Humboldt University, Germany
  • Dan Pele, Bucharest University of Economic Studies, Romania

The main topics covered by the hereby call for papers are related to:

  • TBD

Prof. Wolfgang Karl HÄRDLE
did 1982 his Dr.rer. nat. in Mathematics at Universität Heidelberg and took his Habilitation at Universität Bonn in 1988. He is Ladislaus von Bortkieviecz chair professor of statistics, Humboldt-Universität zu Berlin. Moreover, he is director of the Sino German International Research Training Group IRTG1792 „High dimensional non stationary time series analysis“ (WISE, Xiamen University).

His research focuses on dimension reduction techniques, computational statistics and quantitative finance. He has published over 30 books and more than 300 papers in top statistical, econometrics and finance journals, being one of the 1% most ranked researchers on Google Scholar, REPEC and SSRN.

He has professional experience in financial engineering, smart data analytics, machine learning and cryptocurrency markets.

Innovation: Prof. Hardle has created a financial risk meter FRMand a cryptocurrency index CRIX hu.berlin/frm and a cryptocurrency index CRIX hu.berlin/crix. His web page is: hu.berlin/wkh.

Daniel Traian Pele
graduated Mathematics at University of Bucharest (2000) and got his Ph.D. in Statistics (2007) at Bucharest University of Economic Studies. He currently serves as an Associate Professor at Department of Statistics and Econometrics, Bucharest University of Economic Studies, Romania, teaching Statistics of Financial Markets and Time Series. He is an author of more than 20 scientific publications in internationally refereed journals. The corresponding research profile is that of a data scientist, focused on statistical modelling of financial markets. He was a postdoctoral researcher at ICMA Centre, Reading University, United Kingdom (2011) and a Guest Researcher at Research Data Center from Department of Statistics, Humboldt University from Berlin (2014). He is the co-founder of SAS Centre of Excellence in Bucharest University of Economic Studies (2009), aiming to use SAS as a platform for analytics with applications in economy and finance. He was also a World Bank consultant in Romania and he taught courses of Statistics, Econometrics and SAS for the employees of the Romanian National Bank (BNR), National Statistical Institute (INS) and other financial institutions.

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