Wolfgang Karl Härdle
Wolfgang Karl Härdle completed his Dr. rer. nat. in Mathematics at Heidelberg University and received his habilitation in Economics at Bonn University. He was the founder and Director of Collaborative Research Center CRC 373 “Quantification and Simulation of Economic Processes” (1994 - 2003), Director of CRC 649 “Economic Risk” (2005 - 2016) and also of C.A.S.E. (Center for Applied Statistics and Economics) (2001 - 2014). He is currently heading the Sino-German Graduate School (洪堡大学 + 厦门大学) IRTG1792 on “High dimensional non stationary time series analysis”. He is the Ladislaus von Bortkiewicz Professor at Humboldt-Universität zu Berlin and director of the BRC the joint Blockchain Research Centre with Zurich U.
His current research focuses on modern machine learning techniques, smart data analytics and the cryptocurrency eco system. He has published more than 40 books and more than 350 papers in top statistical, econometrics and finance journals. He is highly cited, and among the top scientist registered at REPEC and has similar top notch rankings in other scales, such as the Handelsblatt ranking.
He has professional experience in financial engineering, structured product design and credit risk analysis. His recent research extends nonparametric paradigms into machine learning, decision analytics and data science for the digital economy. He is the Editor in Chief of the Springer Journal „Digital Finance“. He supervised more than 60 PhD students and has long-term research relations to research partners in the USA, Singapore, Prague, Warsaw, Paris, Cambridge, Beijing, Xiamen, Taipei among others.
Web-pages:
Web-page HU Berlin: WKH
Financial Risk Meter: FRM
International Research Training Group 1792 "High Dimensional Nonstationary Time Series":IRTG1792
Cryptocurrency Index: CRIX
Blockchain Research Center: BRC
Digital Finance:DFIN
Quantnet: QN