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 

March 24 - March 25, 2022        Berlin, Germany        Website: here

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.