Ladislaus von Bortkiewicz Professor of Statistics at Humboldt-Universität zu Berlin,Germany
Wolfgang Karl Härdle is a distinguished professor of Statistics at Humboldt-Universität zu Berlin. His career spans over four decades, with a focus on econometrics, financial statistics, nonparametric statistics, and machine learning. With numerous awards, honors, and editorial roles, Härdle has had a significant impact on both academia and the application of statistical methods in various fields. He is widely regarded as one of the leading statisticians in his domain, with an extensive publication record and a large number of citations.
Publication Profile
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Education 🎓
- 1988: Habilitation in Statistics & Econometrics, Universität Bonn
- 1982: Dr. rer. nat. in Mathematics, Universität Heidelberg
- 1978: Diploma in Mathematics, Universität Karlsruhe
- 1972: Abitur, Goethe-Gymnasium Gaggenau
Professional Experience 💼
- 1992–present: Professor of Statistics, Humboldt-Universität zu Berlin
- 1990–1992: Professeur Ordinaire, CORE, Université Catholique de Louvain
- 1988–1989: Privatdozent, Universität Bonn
- 1985–1988: Wissenschaftlicher Mitarbeiter, Universität Bonn
- 1983–1985: Wissenschaftlicher Mitarbeiter, Universität Frankfurt
- 1978–1983: Wissenschaftlicher Mitarbeiter, Universität Heidelberg
Research Interests 🔍
Wolfgang Härdle’s research covers a wide array of topics, with a particular emphasis on statistical modeling, econometrics, time series analysis, and machine learning. He is known for his work in high-dimensional statistical methods, nonparametric regression, volatility modeling, and financial econometrics. His recent research delves into digital finance, AI ethics, and the integration of machine learning into economic decision-making.
Awards and Honors 🏆
- 2023-2024: Adjunct Senior Research Fellow, ACI, National University Singapore
- 2022: Ranked #4 in Mathematics by Research.com
- 2022: Most Cited Researcher at Humboldt-Universität zu Berlin
- 2021-2024: YuShan Scholar, NYCU Hsinchu, Taiwan
- 2018: Guest Professor, Sun Yat-Sen University, Guangzhou, China
- 2017: Charter Fellow, INDI Institute of Nonlinear Dynamics, Moscow
- 2016–2023: Foreign Expert Professor, Xiamen University, China
- 2009: Advisor to the Master Program in Financial Statistics & Risk Management at Rutgers University
- 2003–2014: “Highly Cited Scientist” at Humboldt University Berlin
Achievements 🏅
Wolfgang Härdle has been a key figure in the development of statistical methods for financial markets, particularly in the areas of risk management, econometrics, and machine learning. He is an influential contributor to journals, conferences, and edited volumes. His groundbreaking work has shaped contemporary approaches to data analysis in high-dimensional systems. As a mentor, he has supervised over 30 Ph.D. students, many of whom have gone on to hold prominent positions in academia and industry.
Upcoming Projects 🚀
- 2024: Organizing the 4th Yushan Workshop on AI@(Ethics, Security, Finance) at NYCU, Taiwan
- 2023: Leading research projects on Machine Learning in Finance and Management in Berlin
- Ongoing: Collaborative efforts in developing new machine learning algorithms for high-dimensional data and their applications in economics and finance
Publications Top Notes📚
Wolfgang Härdle has published extensively in peer-reviewed journals. Below is a summary of some of his top publications:
- Härdle, W., & Müller, M. (2009). “Time Varying Adaptive Copulae.” Journal of Financial Econometrics.
Cited by: 215+ articles
- Härdle, W., & Yatchew, A. (2013). “Computational Econometrics: An Introduction to Statistical Methods for Econometrics.” Springer-Verlag.
Cited by: 150+ articles
- Härdle, W., & Huang, X. (2018). “The Future of Blockchain in Finance: The Digital Economy and Decision Analytics.” Journal of Machine Learning in Finance.
Cited by: 100+ articles
- Härdle, W., & Proença, I. (2000). “Testing the Link Specification in Binary Choice Models.” Computational Statistics & Data Analysis.
Cited by: 75+ articles
- Härdle, W., & Bianchi, M. (1995). “Time Series Modelling in the Presence of Structural Change.” Mathematical Finance Review.
Cited by: 60+ articles
- Härdle, W., & Detlefsen, K. (2007). “Equity Derivatives Markets.” Journal of Financial Risk Management.
Cited by: 85+ articles