伟德国际_伟德国际1946$娱乐app游戏

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Wirtschaftswissenschaftliche Fakult?t

  1. Universit?t
  2. Fakult?ten
  3. Wirtschaftswissenschaftliche Fakult?t
  4. Cluster & Professuren
  5. Institut für Statistik und Mathematische Wirtschaftstheorie
  6. Statistik und Data Science
  7. Team | Lehrstuhl für Statistik und Data Science
  8. Dr. Rui Ren

Dr. Rui Ren

wissenschaftliche Mitarbeiterin
Prof. Dr. Yarema Okhrin: Statistik und Data Science
Telefon: +49 821 598 - 4027
E-Mail:
Raum: 2319 (J)
Sprechzeiten: nach Vereinbarung
Adresse: Universit?tsstra?e 16, 86159 Augsburg

Lebenslauf

01/2025 - present???? Scientific Researcher, Chair of Statistics and Data Science, 伟德国际_伟德国际1946$娱乐app游戏 of Augsburg

06/2024 - 12/2024????Experienced Researcher, IDA Institute Digital Assets

03/2023 - 08/2023 ?? Scientific Researcher, Chair of Statistics and Data Science, 伟德国际_伟德国际1946$娱乐app游戏 of Augsburg

11/2019 -12/2022 ??? Postdoctoral researcher, School of Business and Economics,Humboldt 伟德国际_伟德国际1946$娱乐app游戏 of Berlin (Marie-Sk?odowska-Curie Individual Fellowship 2021-2022)

07/2019????????????????????Ph.D. in Management Science, 伟德国际_伟德国际1946$娱乐app游戏 of Chinese Academy of Sciences

06/2018 - 03/2019??? Visiting Ph.D. student in Statistics, Humboldt 伟德国际_伟德国际1946$娱乐app游戏 of Berlin

07/2013??????????????????? B.Sc. in Mathematics, Minzu 伟德国际_伟德国际1946$娱乐app游戏 of China

Forschungsschwerpunkte

  • Risk Analytics
  • Financial Econometrics
  • Statistics

Publikationen

Invited Talks

17/05/2024??? A Network View on Portfolio Risk, Workshop AI, Digital Assets and the future of Energy Finance, The Bucharest 伟德国际_伟德国际1946$娱乐app游戏 of Economic Studies,
??????????????????? ? Bucharest, Romania
06/10/2022??? 'Buy on Rumor, Sell on News’: the effect of news arrivals and investor sentiment on the distribution of excess returns, Statistics of Machine Learning,
????????????????????? Prague, Czech Republic
25/03/2022??? Peer Effects and Club Selections of a Unique Online Fishing Game, ML approaches Finance and Management, Berlin, Germany
10/06/2021??? Financial Risk Meter on Expectiles, COST FinAI - Fintech and AI in Finance, Berlin, Germany (Online)
07/06/2021??? Financial Risk Meter (FRM), EU Fin-Tech Horizon 2021 Suptech Workshop, Madrid, Spain (Online)
23/10/2020??? Financial Risk Meter (FRM), EU Fin-Tech Horizon 2020 Regtech Workshop Operational Risk in Blockchain, Madrid, Spain (Online)
10/02/2020??? Advanced Analytic Methods, Deutsche Bundesbank, Frankfurt, Germany
09/07/2017??? Forecasting SSE Composite Index Using 伟德国际_伟德国际1946$娱乐app游戏ia News, 2017 IEEE Symposium on Analytics and Risk, Shanghai, China?

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Published Papers

  1. Wang YF, Lu W, Lin MB, Ren R, H?rdle WK (2024). Cross-exchange Crypto Risk: A High-frequency Dynamic Network Perspective. International Review of Financial Analysis. DOI: 10.1016/j.irfa.2024.103246
  2. Ren R, Lu MJ, Li YX, H?rdle WK (2022). Financial Risk Meter based on Expectiles [J]. Journal of Multivariate Analysis, 2022, 189. DOI: 10.1016/ j.jmva.2021.104881
  3. Ren R, Althof M, H?rdle WK (2022). Financial Risk Meter for Cryptocurrencies and Tail-Risk Network Based Portfolio Construction. The Singapore Economic Review, DOI: 10.1142/S0217590822480010
  4. Ren R, Wu D (2020). An Innovative Sentiment Analysis to Measure Herd Behaviour [J]. IEEE Transactions on Systems, Man, and Cybernetics: Systems, 2020, 50(10): 3841 - 3851. DOI: 10.1109/TSMC.2018.2864942.
  5. Ren R, Wu D (2019). Forecasting Stock Market Movement Direction Using Sentiment Analysis and Support Vector Machine [J]. IEEE Systems Journal, 2019, 13(1): 760-770. DOI: 10.1109/JSYST.2018.2794462. Selected as one of the most frequently accessed publications in the journal from March 2019 to April 2020??????? 260+ Google citations
  6. Ren R, Wu D (2017). Forecasting SSE Composite Index Using 伟德国际_伟德国际1946$娱乐app游戏ia News [C]. Proceedings of 2017 Service System Engineering Conference & 2017 IEEE Symposium on Analytics and Risk (ISBN 978-1-926642-17-8), 2017. Best Paper Award at the conference
  7. Ren R, Zhang L, Cui L, et al (2015). Personalized Financial News Recommendation Algorithm Based on Ontology [J]. Procedia Computer Science, 2015, 55:843-851. DOI: https://doi.org/10.1016/j.procs.2015.07.151

Work in Progress / Under Review

  1. Ren R, De Vericourt F, Wang WN, Qian Y (2022). Peer Effects and Club Selections of a Unique Online Fishing Game.
  2. Osipenko M, Ren R (2023). Investor Opinion Formation and the Distribution of Stock Returns. (Minor revisions in the Journal of Behavioral Finance)
  3. H?rdle WK, Ren R, Wang ZJ, Wu WB (2024). A Network View on Portfolio Risk. Under revision in the Journal of Business & Economic Statistics. (Major revisions and resubmitted to the Journal of Business & Economic Statistics)
  4. Ren R, Wang YF, Hu WT, Wu WB (2024). Asymptotics for Expectile Estimators of Stationary Processes. Major revision and resubmitted in the Management Science. (Major revisions and resubmitted to the Management Science)

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