Lecture: Spectral Risk Measures and Spectral Analysis
In this lecture, Prof Dr Wolfgang Haerdle will focus on spectral risk measures and spectral analysis.
Time & Location
11 Jun 2025, 11:00 – 13:00
Zoom
About the event
This lecture will focus on spectral risk measures and spectral analysis.
Attendees are required to have access to python. Please follow the hyperlinks to access the course materials in advance. All the DCs are highly encouraged to attend the lectures.
Link to participate: Join the meeting now
Speaker
Wolfgang K. Härdle attained his Dr. rer. nat. in Mathematics at Universität Heidelberg in 1982 and in 1988 his habilitation at Universität Bonn. He is Ladislaus von Bortkiewicz Professor of Statistics at Humboldt-Universität zu Berlin and the director of the Sino German Graduate School (洪堡大学 + 厦门大学) IRTG1792 on “High dimensional non stationary time series analysis”. He also serves as head of the joint BRC Blockchain Research Center (with U Zürich & U Bukarest). He is guest professor at SMU, ACI NUS, Singapore, NYCU, Hsinchu TW, Charles U, Prague CZ. His research focuses on data sciences, dimension reduction and quantitative finance.
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