Wolfgang Karl Härdle | DeepAI

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Featured Co-authors

Wei Li
286 publications
Junjie Hu
59 publications
Nikita Zhivotovskiy
25 publications
Stefan Lessmann
24 publications
Ricardo Pio Monti
13 publications
Rong Liu
9 publications
Sergej Sizov
7 publications
Yegor Klochkov
6 publications
Alona Zharova
6 publications
Yuanhua Feng
4 publications
Kainat Khowaja
3 publications

∙ 03/18/2023

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

Technology adoption research aims to determine the reasons why and how i...

0 Vahidin Jeleskovic, et al. ∙

∙ 12/28/2022

Robustifying Markowitz

Markowitz mean-variance portfolios with sample mean and covariance as in...

0 Wolfgang Karl Härdle, et al. ∙

∙ 11/23/2022

Shapley Curves: A Smoothing Perspective

Originating from cooperative game theory, Shapley values have become one...

0 Ratmir Miftachov, et al. ∙

∙ 11/13/2022

Quantinar: a blockchain p2p ecosystem for honest scientific research

Living in the Information Age, the power of data and correct statistical...

0 Raul Bag, et al. ∙

∙ 11/02/2022

A Data-driven Case-based Reasoning in Bankruptcy Prediction

There has been intensive research regarding machine learning models for ...

0 Wei Li, et al. ∙

∙ 04/06/2022

Does non-linear factorization of financial returns help build better and stabler portfolios?

A portfolio allocation method based on linear and non-linear latent cons...

16 Bruno Spilak, et al. ∙

∙ 11/23/2021

Hedging Cryptocurrency Options

The cryptocurrency (CC) market is volatile, non-stationary and non-conti...

0 Jovanka Lili Matic, et al. ∙

∙ 10/18/2021

Understanding jumps in high frequency digital asset markets

While attention is a predictor for digital asset prices, and jumps in Bi...

0 Danial Saef, et al. ∙

∙ 08/12/2021

Networks of News and Cross-Sectional Returns

We uncover networks from news articles to study cross-sectional stock re...

0 Junjie Hu, et al. ∙

∙ 03/16/2021

K-expectiles clustering

K-means clustering is one of the most widely-used partitioning algorithm...

0 Bingling Wang, et al. ∙

∙ 02/08/2021

SONIC: SOcial Network with Influencers and Communities

The integration of social media characteristics into an econometric fram...

0 Cathy Yi-Hsuan Chen, et al. ∙

∙ 01/22/2021

Surrogate Models for Optimization of Dynamical Systems

Driven by increased complexity of dynamical systems, the solution of sys...

0 Kainat Khowaja, et al. ∙

∙ 12/10/2020

Data Analytics Driven Controlling: bridging statistical modeling and managerial intuition

Strategic planning in a corporate environment is often based on experien...

0 Kainat Khowaja, et al. ∙

∙ 11/26/2020

Blockchain mechanism and distributional characteristics of cryptos

We investigate the relationship between underlying blockchain mechanism ...

0 Min-Bin Lin, et al. ∙

∙ 10/19/2020

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

Penalized spline smoothing of time series and its asymptotic properties ...

0 Yuanhua Feng, et al. ∙

∙ 09/25/2020

Towards the interpretation of time-varying regularization parameters in streaming penalized regression models

High-dimensional, streaming datasets are ubiquitous in modern applicatio...

0 Lenka Zboňáková, et al. ∙

∙ 09/16/2020

How to Measure the Performance of a Collaborative Research Center

New Public Management helps universities and research institutions to pe...

0 Alona Zharova, et al. ∙

∙ 09/10/2020

Statistical Inference for Generalized Additive Partially Linear Model

The Generalized Additive Model (GAM) is a powerful tool and has been wel...

0 Rong Liu, et al. ∙

∙ 09/09/2020

Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models

In this study, we develop nonparametric analysis of deviance tools for g...

0 Wolfgang Karl Härdle, et al. ∙

∙ 09/08/2020

Improving Crime Count Forecasts Using Twitter and Taxi Data

Crime prediction is crucial to criminal justice decision makers and effo...

0 Lara Vomfell, et al. ∙

∙ 11/07/2019

Group Average Treatment Effects for Observational Studies

The paper proposes an estimator to make inference on key features of het...

0 Daniel Jacob, et al. ∙

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