Locally Linear Embeddings
Locally Linear Embeddings
Wolfgang Karl 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.com (with U Zürich). He is guest professor at WISE, Xiamen U, SMU, Singapore, NYCU, Hsinchu TW, Charles U, Prague CZ.
His research focuses on data sciences, dimension reduction and quantitative finance. He has published over 30 books and more than 300 papers in top statistical, econometrics and finance journals. He is highly ranked and cited on Google Scholar, REPEC and SSRN. He has professional experience in financial engineering, SMART (Specific, Measurable, Achievable, Relevant, Timely) data analytics, machine learning and cryptocurrency markets. He has created the www.quantlet.com platform, a financial risk meter, FRM hu.berlin/frm, a cryptocurrency index, CRIX www.royalton-crix.com and organises regularly blockchainnights.com . He is 玉山学者 (Yushan Scholar), web page hu.berlin/wkh