WG1 Research Articles

Khowaja, K., Saef, D., Sizov, S., & Härdle, W. K. (2020). Data Analytics Driven Controlling: bridging statistical modeling and managerial intuition. Available at arXiv: arXiv:2012.06577
Ben Amor, S., Althof, M., & Härdle, W. K. (2021). FRM Financial Risk Meter for Emerging Markets. Available at arXiv: https://arxiv.org/abs/2102.05398
Ren, R., Lu, M., Li Y., & Härdle, W. K. (2021). Financial Risk Meter Based on Expectiles. Available at SSRN: http://dx.doi.org/10.2139/ssrn.3809329;
Eccles, P., Grout, P., Siciliani, P., & Zalewska, A. A. (2021). The impact of machine learning and big data on credit markets. Available at SSRN: 3890364
Paraschiv, F., Schmid, M., & Wahlstrøm, R. R. (2021). Bankruptcy Prediction of Privately Held SMEs Using Feature Selection Methods. Available at SSRN 3911490.
Wahlstrøm, Ranik Raaen, Florentina Paraschiv, and Michael Schürle (2021) "A Comparative Analysis of Parsimonious Yield Curve Models with Focus on the Nelson-Siegel, Svensson and Bliss Versions." Computational Economics: 1-38. https://link.springer.com/article/10.1007/s10614-021-10113-w
Jalan, A., Matkovskyya, R., Potì, V. (2021) Shall the winning last? A study of recent bubbles and persistence. https://doi.org/10.1016/j.frl.2021.102162
Klochkov Y, Härdle WK, Petukhina A, Zhivotovskiy N, (2021) Robustifying Markowitz, IRTG 1792 Discussion Paper 2021-018. https://www.wiwi.hu-berlin.de/de/forschung/irtg/results/discussion-papers/discussion-papers-2017-1/irtg1792dp2021-018/view
M.Azzone, E.Barucci, G.Giuffra Moncayo, D.Marazzina (2022), A machine learning model for lapse prediction in life insurance contracts, Expert Systems with Application, Vol. 191: 116261. https://doi.org/10.1016/j.eswa.2021.116261.