MSCA IF Project
I am delighted to become a member of the Marie Skłodowska-Curie Individual Fellowships (MSCA IF) under the European Union’s Horizon 2020 research and innovation programme at the Humboldt University of Berlin from January 2021 to December 2022.
I present part of project activities and results in the following:
Conference: ML approaches Finance and Management
The conference “ML approaches Finance and Management" focuses on the intersection of machine learning and finance & management. It provides a platform for interdisciplinary discussion on
AI application in finance
ML in management
Statistics and explainable AI
Blended approaches in the FinTech domain
Scientific Publications
1. Ren R, Lu MJ, Li YX, Härdle WK (2022). Financial Risk Meter based on Expectiles [J]. Journal of Multivariate Analysis, 2022, 189: 104881. SSRN version
2. Ren R, Althof M, Härdle WK (2022). Financial Risk Meter for Cryptocurrencies and Tail-Risk Network Based Portfolio Construction [J]. The Singapore Economic Review, 2022, 1-27. SSRN version
3. Ren R, De Véricourt F, Wang WN (2022). Peer Effects and Club Selections of a Unique Online Fishing Game.
4. Wang YF, Lu W, Lin MB, Ren R, Härdle WK (2022). Cross-exchange Crypto Risk: A High-frequency Dynamic Network Perspective.
5. Osipenko M, Ren R (2023). Investor Opinion Formation and the Distribution of Stock Returns.
I visited the Maria Skiodowska-Curie Museum in Warsaw on August 25, 2022.