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IRTG 1792

Funded outputs count: 118
Funder award ID: IRTG 1792
OpenAlex ID: G732930293
DAI digital art index: a robust price index for heterogeneous digital assets
2026 · Min-Bin Lin, Bingling Wang, et al. · Journal of the Royal Statistical Society Series A (Statistics in Society)
A data-driven P-spline smoother and the P-Spline-GARCH models
2025 · Yuanhua Feng, Wolfgang Karl Härdle · Journal of nonparametric statistics · 2
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A machine learning based regulatory risk index for cryptocurrencies
2025 · Xinwen Ni, Taojun Xie, et al. · Computational Statistics · 5
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ETF construction on CRIX
2025 · Konstantin Häusler, Wolfgang Härdle · Financial Innovation
Regime switching forecasting for cryptocurrencies
2025 · Ilyas Agakishiev, Wolfgang Karl Härdle, et al. · Digital Finance · 9
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Scenario based merger & acquisition forecasting
2024 · Kainat Khowaja, Danial Saef, et al. · Management & Marketing
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Multivariate probabilistic forecasting of electricity prices with trading applications
2024 · Ilyas Agakishiev, Wolfgang Karl Härdle, et al. · Energy Economics · 18
Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data
2024 · Danial Saef, Odett Nagy, et al. · Digital Finance · 6
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Shapley Curves: A Smoothing Perspective
2024 · Ratmir Miftachov, Georg Keilbar, et al. · Journal of Business and Economic Statistics · 1
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Antisocial Online Behavior Detection using Deep Learning
2024 · Elizaveta Zinovyeva, Stefan Lessmann, et al.
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Improving uplift model evaluation on randomized controlled trial data
2023 · Björn Bokelmann, Stefan Lessmann · European Journal of Operational Research · 8
Pricing Kernels and Risk Premia implied in Bitcoin Options
2023 · Julian Winkel, Wolfgang Karl Härdle · Risks · 5
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Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing
2023 · Danial Saef, Yuanrong Wang, et al. · ACM Web Conference (WWW) · 3
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Robustifying Markowitz
2023 · Alla Petukhina, Yegor Klochkov, et al. · Journal of Econometrics · 16
Robustifying Markowitz
2022 · Härdle, Wolfgang Karl, Klochkov, Yegor, et al. · RePEc: Research Papers in Economics
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ETF construction on CRIX
2022 · Häusler, Konstantin · RePEc: Research Papers in Economics
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Shapley Curves: A Smoothing Perspective
2022 · Miftachov, Ratmir, Keilbar, Georg, et al. · arXiv (Cornell University)
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Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing
2022 · Danial Saef, Yuanrong Wang, et al. · Research Square
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A projection based approach for interactive fixed effects panel data models
2022 · Keilbar, Georg, Rodriguez-Poo, Juan M., et al. · Bristol Research (University of Bristol)
VCRIX — A volatility index for crypto-currencies
2021 · Alisa Kim, Simon Trimborn, et al. · International Review of Financial Analysis · 75
Variable Selection for Causal Inference via Outcome-Adaptive Random Forest
2021 · Jacob, Daniel · RePEc: Research Papers in Economics
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Cooling Measures and Housing Wealth: Evidence from Singapore
2021 · Wolfgang Karl H\"ardle, Rainer Schulz, et al. · RePEc: Research Papers in Economics
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Are cryptos becoming alternative assets?
2021 · Daniel Traian Pele, Niels Wesselhöfft, et al. · European Journal of Finance · 30
LASSO-driven inference in time and space
2021 · Victor Chernozhukov, Wolfgang Karl Härdle, et al. · The Annals of Statistics · 61
CATE meets ML
2021 · Daniel Jacob · Digital Finance · 45
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