I will be visiting Prof. Wolfgang Karl Härdle from Humboltd University and Dr. Alla Petukhina from Hochschule für Technik und Wirtschaft Berlin in Berlin from 10-10-2022 to 10-31-2022.
I met Prof. Härdle several times during conferences like STAT of ML 2020 or 2021 and he invited me to Berlin for a research stay. We want to combine mine and my supervisor’s (doc. Miloš Kopa) knowledge of stochastic optimization with the knowledge about cryptocurrencies and risk indices that Prof. Härdle and Dr. Petukhina study. I am also interested in using modern machine learning methods like XGBoost or deep learning in optimization, which is the topic of my PhD thesis.