Wolfgang Karl Härdle
Status Adjunct
Name Wolfgang Karl Härdle
Personal Website https://www.wiwi.hu-berlin.de/de/forschung/irtg/lvb/members/personalpages/wh
Research expertise Digital Finance, Financial Econometrics, Smart Data Analytics, Ultra High Dimensional Modelling, Deep Learning, Resampling Techniques, AI in Digital Economy
Title Visiting Professor and YuShan Scholar
Education Doctorate (Dr. rer. nat.) in Mathematics, University Heidelberg; Habilitation in Statistics and Econometrics, Bonn University
Personal site https://www.wiwi.hu-berlin.de/de/forschung/irtg/lvb/members/personalpages/wh
Email haerdle@hu-berlin.de
Year Paper Title
2023 Understanding Smart Contracts: Hype or Hope? “FinTech Research and Applications: Challenges and Opportunities“, Transformations in Banking, Finance and Regulation series, World Scientific, 2023
2023 CHANG YC, TENG HW, Härdle WK, Stochastic volatility dynamic hedging for the inverse BTC option, Journal of Futures and Options, 2023
2023 Model Checking For Generalized Partially Linear Models, TEST, 2023
2023 MA SP, YU KM, TANG ML, PAN JX, Härdle WK, TIAN MZ, A Bayesian multi-stage spatio-temporally dependent model for spatial clustering and variable selection, Statistics in Medicine, 2023
2023 XIONG W, Härdle WK, WANG JR, YU KM, TIAN MZ, Mode-Based Classifier: A Robust and flexible discriminant analysis for high dimensional data, Statistics Sinica, 2023
2023 WANG R, Althof M, Härdle WK, A Financial Risk Meter for China, Emerging Markets Review, 2023
2023 WANG ZH, BAI YX, Härdle WK, TIAN MZ, Smoothed quantile regression for partially functional linear models in high dimensions, Biometrical Journal, 2023
2023 Winkel J, Härdle WK, Pricing Kernels and Risk Premia implied in Bitcoin Options, SI "Data Analysis and Financial Risk Management in Financial Markets, 2023
2023 LI E, Härdle WK, DAI XW, TIAN MZ, Weighted Competing Risks Quantile Regression Models and Variable Selection, Mathematics, 2023
2023 LIU F, Packham N, LU MJ, Härdle WK, Hedging Cryptos with Bitcoin Futures, Quantitative Finance, 2023
2023 LIA XM, LIANG HZ, Härdle WK, LIANG H, Use generalized linear models or generalized partially linear models?, Statistics and Computing, 2023
2023 REN R, Althof, M, Härdle WK, Financial Risk Meter for Cryptocurrencies and Tail Risk Network-Based Portfolio Construction, Singapore Economic Review, 2023
2023 Matic JL, Packham N, Härdle WK, Hedging Cryptocurrency Options, Review of Derivatives Research, 2023
2023 Härdle WK, Klochkov Y, Petukhina A, Zhivotovskiy N, Robustifing Markowitz, J Econometrics, 2023
2023 LI G, Härdle WK, TAO Y, A Time-Varying Network for Cryptocurrencies, J Business & Economic Statistics, 2023
2022 Spilak B, Härdle WK, Tail-Risk Protection: Machine Learning Meets Modern Econometrics, Encyclopedia of Finance, 2022
2022 Zharova A, Härdle WK, Lessmann S, Data-driven support for policy and decision-making in university research management: A case study from Germany., European Journal of Operational Research, 2022
2022 Yu Z, Yu K, Härdle WK, Zhang XL, Wang K, Tian MZ ., Bayesian Spatiotemporal Modeling for Costs of Alcohol-related Hospital Discharges, J Royal Stat Society.Series A, 2022
2021 Khowaja k, Shcherbatyy M, Härdle WK, Surrogate Models for Optimization of Dynamical Systems, Springer Lecture Notes (E Mammen, M Reiss eds.) for the 60th birthday of V Spokoiny, 2021
2021 Lin MB, Khowaja K, Chen CYH,  Härdle WK, Blockchain mechanism and distributional characteristics of cryptos, Forthcoming in: Book Series: Advances in Quantitative Analysis of Finance & Accounting, 2021
2021 Ben Amor S, Althof M, Härdle WKH, FRM Financial Risk Meter for Emerging Markets, Economic Modelling, Research in International Business and Finance, 2021
2021 Chen CYH, Fengler MR, Härdle WK, Liu Y, Media-expressed tone, Option Characteristics, and Stock Return Predictability, J Economic Dynamics and Control, 2021
2021 Ren R, Li YX, Härdle WK , Financial Risk Meter Based on Expectiles, Journal of Multivariate Analysis, 2021
2021 Wang BL, Li YX, Härdle WK , K-expectiles clustering, Journal of Multivariate Analysis, 2021
2021 Kim A, Trimborn S, Härdle WK, VCRIX - a volatility index for crypto-currencies, International Review of Financial Analysis, 2021
2021 Pele DT, Wesselhöft N, Härdle WK, Kolossiatis M, Yatracos Y, A statistical Classification of Cryptocurrencies, European Journal of Finance, 2021
2021 Härdle WK, Lopez Cabrera B, Melzer, Pricing Wind Power Futures, The Journal of the Royal Statistical Series C 2021;00:1–20., 2021
2021 Chen CYH, Härdle WK, Klochkov E , SONIC: SOcial Networks with Influencers and Communities, Journal of Econometrics, 2021
2021 Petukhina A, Trimborn S, Härdle WK, Elendner H, Investing with cryptocurrencies - evaluating the potential of portfolio allocation strategies, Quantitative Finance, 2021
2021 Kim KH, Chao SK, Härdle WKH, Simultaneous Inference of the Partially Linear Model with a Multivariate Unknown Function, Journal of Statistical Planning and Inference, 213, 93-105 , 2021
2021 Chen S, Härdle WK, Wang W, The common and specific components of inflation expectations across European countries, Empirical Economics, 2021
2021 Chernozhukov V, Härdle WK, Huang C, Wang W , LASSO-Driven Inference in Time and Space, Annals of Statistics, 2021
2020 Zinovyeva E, Härdle WK, Lessmann S, Antisocial Online Behavior Detection Using Deep Learning, Decision Support Systems, 2020
2020 Petukhina A, Reule RCG, Härdle WK , Rise of the Machines? Intraday High-Frequency Trading Patterns of Cryptocurrencies, The European Journal of Finance , 2020
2020 An AI approach to Measuring Financial Risk, Singapore Economic Review, 2020
2019 Forecasting Limit Order Book Liquidity Supply-Demand Curves with Functional AutoRegressive Dynamics, Quantitative Finance, vol. 19, 9, pp. 1473-1489, 2019
2019 Network Quantile Autoregression, Journal of Econometrics, vol. 212, 1, pp. 345-358, 2019
2019 Dynamic credit default swaps curves in a network topology, Quantitative Finance, vol. 19, 10, pp. 1705-1726, 2019
2019 Dynamic semi-parametric factor model for functional expectiles , Computational Statistics, vol. 34, 2, pp. 489-502, 2019
2019 Investing with cryptocurrencies -A liquidity constrained investment approach., Journal Of Financial Econometrics, vol. 19, 11, pp. 1817-1837, 2019
2019 Model-driven statistical arbitrage on LETF option markets, Quantitative Finance, 2019
2019 Towards the interpretation of time-varying regularization parameters in streaming penalized regression models, Pattern Recognition Letters, vol. 125, 1, pp. 542-548, 2019
2019 Forecasting in Blockchain-based Local Energy Markets, Energies , vol. 12, 14, pp. 2718-, 2019
2019 Modelling Industry Interdependency Dynamics in a Network Context, Studies in Economics and Finance, Studies in Economics and Finance, Studies in Economics and Finance, 2019
2019 Risk-Constrained Kelly Portfolio under alpha stable laws, Computational Economics, pp. 1-26, 2019
2019 Data Driven Value-at-Risk Forecasting using a SVR-GARCH-KDE Hybrid, CompStat Data Analysis, vol. 2018, 001, 2019
Year Book Title
2020 Applied Multivariate Statistical Analysis, 5th ed., Springer Verlag, Heidelberg, ISBN 978-3-030-26006-4 (Print) , 2020
2020 Statistics of Financial Markets, An Introduction. 5th Ed. Springer Verlag, Heidelberg. eBook, ISBN 978-3-030-13751-9 (print) 978-3-030-13750-2 (softcover), 2020