Articles by Wolfgang Karl Härdle

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Wolfgang Karl Härdle

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Deep Learning and NLP in Cryptocurrency Forecasting: Integrating Financial, Blockchain, and Social Media Data

25 October 2024 by Vincent Gurgul and others at

Humboldt University Berlin

Statistical Finance, Machine Learning

Emoji Driven Crypto Assets Market Reactions

4 May 2024 by Xiaorui Zuo and others

Computational Finance, Artificial Intelligence

Shapley Curves: A Smoothing Perspective

3 April 2024 by Ratmir Miftachov and others

Machine Learning, Methodology

Risk budget portfolios with convex Non-negative Matrix Factorization

12 June 2023 by Bruno Spilak and Wolfgang Karl Härdle

Portfolio Management, Econometrics

Quantinar: a blockchain p2p ecosystem for honest scientific research

31 March 2023 by Raul Bag and others

Computers and Society

A novel statistical framework for the analysis of the degree of technology adoption

18 March 2023 by Vahidin Jeleskovic and others

Applications

Robustifying Markowitz

28 December 2022 by Wolfgang Karl Härdle and others

Econometrics, Machine Learning

A Time-Varying Network for Cryptocurrencies

17 November 2022 by Yubo Tao and others

Methodology, Econometrics

A Data-driven Case-based Reasoning in Bankruptcy Prediction

2 November 2022 by Wei Li and others

Risk Management, Machine Learning

Cryptocurrency Dynamics: Rodeo or Ascot?

6 January 2022 by Konstantin Häusler and Wolfgang Karl Härdle

Statistical Finance

Hedging Cryptocurrency Options

15 December 2021 by Jovanka Lili Matic and others

Pricing of Securities, Methodology

Understanding jumps in high frequency digital asset markets

18 October 2021 by Danial Saef and others

Trading and Market Microstructure, Applications

Networks of News and the Cross-Sectional Returns

29 August 2021 by Junjie Hu and Wolfgang Karl Härdle

Portfolio Management, Computation

Risk of Bitcoin Market: Volatility, Jumps, and Forecasts

29 August 2021 by Junjie Hu and others

Risk Management, Computational Finance

A Time-Varying Network for Cryptocurrencies

26 August 2021 by Li Guo and others

Statistical Finance

Cooling Measures and Housing Wealth: Evidence from Singapore

26 August 2021 by Wolfgang Karl Härdle and others

General Finance

A data-driven P-spline smoother and the P-Spline-GARCH-models

25 August 2021 by Yuanhua Feng and Wolfgang Karl Härdle

Applications

Blockchain mechanism and distributional characteristics of cryptos

24 August 2021 by Min-Bin Lin and others

Cryptography and Security, General Finance

Data Analytics Driven Controlling: bridging statistical modeling and managerial intuition

24 August 2021 by Kainat Khowaja and others

Applications

Surrogate Models for Optimization of Dynamical Systems

24 August 2021 by Kainat Khowaja and others

Optimization and Control, Machine Learning

K-expectiles clustering

16 March 2021 by Bingling Wang and others

Methodology, Machine Learning

Understanding Smart Contracts: Hype or Hope?

15 March 2021 by Elizaveta Zinovyeva and others

Computational Finance

FRM Financial Risk Meter for Emerging Markets

10 February 2021 by Souhir Ben Amor and others

Portfolio Management

SONIC: SOcial Network with Influencers and Communities

8 February 2021 by Cathy Yi-Hsuan Chen and others

Applications

Tail-risk protection: Machine Learning meets modern Econometrics

4 December 2020 by Bruno Spilak and Wolfgang Karl Härdle

Risk Management

A Machine Learning Based Regulatory Risk Index for Cryptocurrencies

23 October 2020 by Xinwen Ni and others

Risk Management

Copula-Based Factor Model for Credit Risk Analysis

6 October 2020 by Meng-Jou Lu and others

Risk Management, Statistical Finance

An AI approach to measuring financial risk

28 September 2020 by Lining Yu and others

Risk Management

lCARE -- localizing Conditional AutoRegressive Expectiles

28 September 2020 by Xiu Xu and others

Statistical Finance

A first econometric analysis of the CRIX family

25 September 2020 by Shi Chen and others

Statistical Finance, Risk Management

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Topics

Statistical Finance Machine Learning Applications Statistics Theory Risk Management Methodology Portfolio Management Computational Finance Econometrics General Finance Trading and Market Microstructure Computation Artificial Intelligence Computation and Language Computers and Society