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Prof. Wolfgang Haerdle, compared the effectiveness of GARCH models, machine learning and deep learning algorithms in risk modeling on the example of cryptocurrencies. Yifu Wang discussed the

Application of standard asset pricing models like CAPM on cryptocurrencies and testing of efficiency via Generalized Method of Moments (GMM).

Rui REN, Zijin WANG HU Berlin and Wei Baio WU, Chicago U, apply network theory to a stock market network. Network risk is decomposed into

Brief introduction on the mathematics behind the popular machine learning tool called Support Vector Machine (SVM): the Reproducing Kernel Hilbert Space.

Fraud Detection Reddit Sentiment BTC Returns Using Machine Learning to Predict The Price of Taiwan Top 50 Tracker Fund Tweet Analysis: Covid-19 in Switzerland Sentiment

Huei-Wen TENG Yung-Chi CHA and WK Härdle won a gold award on the futures and options conference 8.12.2022 price with the paper “Stochastic volatility dynamics