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Wolfgang K. Härdle
Person information
- affiliation: Humboldt University of Berlin, Germany
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2020 – today
- 2024
- [i8]Xiaorui Zuo, Yao-Tsung Chen, Wolfgang Karl Härdle:
Emoji Driven Crypto Assets Market Reactions. CoRR abs/2402.10481 (2024) - 2023
- [j38]Jinwen Liang, Wolfgang Karl Härdle, Maozai Tian
:
Imputed quantile tensor regression for near-sited spatial-temporal data. Comput. Stat. Data Anal. 182: 107713 (2023) - [j37]Alona Zharova
Data-driven support for policy and decision-making in university research management: A case study from Germany. Eur. J. Oper. Res. 308(1): 353-368 (2023) - [j36]Xinmin Li, Haozhe Liang, Wolfgang K. Härdle, Hua Liang:
Use generalized linear models or generalized partially linear models? Stat. Comput. 33(5): 101 (2023) - [i7]Vincent Gurgul, Stefan Lessmann, Wolfgang Karl Härdle:
Forecasting Cryptocurrency Prices Using Deep Learning: Integrating Financial, Blockchain, and Text Data. CoRR abs/2311.14759 (2023) - 2022
- [j35]Bingling Wang, Yingxing Li
K-expectiles clustering. J. Multivar. Anal. 189: 104869 (2022) - [j34]Rui Ren
Financial Risk Meter FRM based on Expectiles. J. Multivar. Anal. 189: 104881 (2022) - [i6]Wei Li, Wolfgang Karl Härdle, Stefan Lessmann:
A Data-driven Case-based Reasoning in Bankruptcy Prediction. CoRR abs/2211.00921 (2022) - [i5]Raul Bag, Bruno Spilak, Julian Winkel, Wolfgang Karl Härdle:
Quantinar: a blockchain p2p ecosystem for honest scientific research. CoRR abs/2211.11525 (2022) - [i4]Ratmir Miftachov, Georg Keilbar, Wolfgang Karl Härdle:
Shapley Curves: A Smoothing Perspective. CoRR abs/2211.13289 (2022) - [i3]Wolfgang Karl Härdle, Yegor Klochkov, Alla Petukhina, Nikita Zhivotovskiy:
Robustifying Markowitz. CoRR abs/2212.13996 (2022) - 2020
- [j33]Desheng Dash Wu, Wolfgang Karl Härdle
Service data analytics and business intelligence 2017. Comput. Stat. 35(2): 423-426 (2020) - [j32]Shiyi Chen, Wolfgang K. Härdle
Estimation and determinants of Chinese banks' total factor efficiency: a new vision based on unbalanced development of Chinese banks and their overall risk. Comput. Stat. 35(2): 427-468 (2020) - [j31]Marius Lux, Wolfgang Karl Härdle
Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid. Comput. Stat. 35(3): 947-981 (2020) - [j30]Elizaveta Zinovyeva, Wolfgang Karl Härdle, Stefan Lessmann
Antisocial online behavior detection using deep learning. Decis. Support Syst. 138: 113362 (2020) - [j29]Ngoc Mai Tran, Petra Burdejová, Maria Osipenko, Wolfgang K. Härdle
Corrigendum to "Principal component analysis in an asymmetric norm" [J. Multivariate Anal. 171 (2019) 1-21]. J. Multivar. Anal. 177: 104564 (2020) - [i2]Alona Zharova, Janine Tellinger-Rice, Wolfgang Karl Härdle:
How to Measure the Performance of a Collaborative Research Center. CoRR abs/2009.07568 (2020) - [i1]Min-Bin Lin, Kainat Khowaja, Cathy Yi-Hsuan Chen, Wolfgang Karl Härdle:
Blockchain mechanism and distributional characteristics of cryptos. CoRR abs/2011.13240 (2020)
2010 – 2019
- 2019
- [j28]Petra Burdejová
Dynamic semi-parametric factor model for functional expectiles. Comput. Stat. 34(2): 489-502 (2019) - [j27]Yingxing Li, Chen Huang
Spatial functional principal component analysis with applications to brain image data. J. Multivar. Anal. 170: 263-274 (2019) - [j26]Ngoc Mai Tran, Petra Burdejová
Principal component analysis in an asymmetric norm. J. Multivar. Anal. 171: 1-21 (2019) - [j25]Lenka Zbonáková, Ricardo Pio Monti, Wolfgang Karl Härdle
Towards the interpretation of time-varying regularization parameters in streaming penalized regression models. Pattern Recognit. Lett. 125: 542-548 (2019) - 2018
- [j24]Shih-Kang Chao, Wolfgang K. Härdle
Multivariate factorizable expectile regression with application to fMRI data. Comput. Stat. Data Anal. 121: 1-19 (2018) - [j23]Lara Vomfell, Wolfgang Karl Härdle
Improving crime count forecasts using Twitter and taxi data. Decis. Support Syst. 113: 73-85 (2018) - [j22]Alona Zharova
How to measure the performance of a Collaborative Research Center. Scientometrics 117(2): 1023-1040 (2018) - 2017
- [j21]Rong Liu
Statistical inference for generalized additive partially linear models. J. Multivar. Anal. 162: 1-15 (2017) - 2016
- [j20]Barbara Choros-Tomczyk, Wolfgang Karl Härdle
A semiparametric factor model for CDO surfaces dynamics. J. Multivar. Anal. 146: 151-163 (2016) - 2015
- [j19]Shiyi Chen, Kiho Jeong, Wolfgang K. Härdle
Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns. Comput. Stat. 30(3): 821-843 (2015) - [j18]Cathy Yi-Hsuan Chen, Wolfgang Karl Härdle
Common factors in credit defaults swap markets. Comput. Stat. 30(3): 845-863 (2015) - [j17]Shiyi Chen, Wolfgang K. Härdle
Erratum to: Dynamic activity analysis model-based win-win development forecasting under environment regulations in China. Comput. Stat. 30(4): 1279 (2015) - [j16]Wolfgang K. Härdle
Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models. J. Multivar. Anal. 134: 129-145 (2015) - [j15]Mengmeng Guo, Lan Zhou, Jianhua Z. Huang, Wolfgang Karl Härdle
Functional data analysis of generalized regression quantiles. Stat. Comput. 25(2): 189-202 (2015) - [j14]Ray-Bing Chen
COPICA - independent component analysis via copula techniques. Stat. Comput. 25(2): 273-288 (2015) - 2014
- [j13]Ray-Bing Chen
TVICA - Time varying independent component analysis and its application to financial data. Comput. Stat. Data Anal. 74: 95-109 (2014) - [j12]Shiyi Chen, Wolfgang K. Härdle
Dynamic activity analysis model-based win-win development forecasting under environment regulations in China. Comput. Stat. 29(6): 1543-1570 (2014) - 2013
- [j11]Taleb Ahmad, Wolfgang K. Härdle
Using wiki to build an e-learning system in statistics in the Arabic language. Comput. Stat. 28(2): 481-491 (2013) - 2012
- [j10]Esra Akdeniz Duran
Difference based ridge and Liu type estimators in semiparametric regression models. J. Multivar. Anal. 105(1): 164-175 (2012) - [j9]Song Song, Yaacov Ritov, Wolfgang K. Härdle
Bootstrap confidence bands and partial linear quantile regression. J. Multivar. Anal. 107: 244-262 (2012) - [c1]Weining Wang, Ostap Okhrin, Wolfgang K. Härdle
HMM and HAC. SMPS 2012: 341-348 - 2010
- [j8]Junni L. Zhang, Wolfgang K. Härdle
The Bayesian Additive Classification Tree applied to credit risk modelling. Comput. Stat. Data Anal. 54(5): 1197-1205 (2010)
2000 – 2009
- 2008
- [j7]Pavel Cízek, J. Tamine, Wolfgang K. Härdle
Smoothed L-estimation of regression function. Comput. Stat. Data Anal. 52(12): 5154-5162 (2008) - 2007
- [j6]M. Benko, Matthias Fengler
On extracting information implied in options. Comput. Stat. 22(4): 543-553 (2007) - 2006
- [j5]Pavel Cízek, Wolfgang K. Härdle
Robust estimation of dimension reduction space. Comput. Stat. Data Anal. 51(2): 545-555 (2006) - 2002
- [j4]Gökhan Aydinli, Wolfgang K. Härdle
MD*ReX: Linking XploRe to Standard Spreadsheet Applications. Comput. Stat. 17(3): 329-341 (2002) - [e1]Wolfgang K. Härdle
COMPSTAT 2002, Proceedings in Computational Statistics, 15th Symposium, Berlin, Germany, August 24-28, 2002. Springer 2002, ISBN 978-3-7908-1517-7 [contents] - 2000
- [j3]Wolfgang K. Härdle, Christian M. Hafner:
Discrete time option pricing with flexible volatility estimation. Finance Stochastics 4(2): 189-207 (2000)
1980 – 1989
- 1987
- [j2]Wolfgang K. Härdle, Rainer Nixdorf:
Nonparametric sequential estimation of zeros and extrema of regression functions. IEEE Trans. Inf. Theory 33(3): 367-372 (1987) - 1986
- [j1]Wolfgang K. Härdle:
A note on jackknifing kernel regression function estimators. IEEE Trans. Inf. Theory 32(2): 298-300 (1986)
Coauthor Index
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