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.
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