Wolfgang K. Härdle

According to our database, Wolfgang K. Härdle authored at least 46 papers between 1986 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

Emoji Driven Crypto Assets Market Reactions.

Xiaorui Zuo, Yao-Tsung Chen, Wolfgang Karl Härdle

CoRR, 2024

2023

Use generalized linear models or generalized partially linear models?

Xinmin Li, Haozhe Liang, Wolfgang K. Härdle, Hua Liang

Stat. Comput., October, 2023

Data-driven support for policy and decision-making in university research management: A case study from Germany.

Alona Zharova, Wolfgang Karl Härdle, Stefan Lessmann

Eur. J. Oper. Res., July, 2023

Imputed quantile tensor regression for near-sited spatial-temporal data.

Jinwen Liang, Wolfgang Karl Härdle, Maozai Tian

Comput. Stat. Data Anal., June, 2023

Forecasting Cryptocurrency Prices Using Deep Learning: Integrating Financial, Blockchain, and Text Data.

Vincent Gurgul, Stefan Lessmann, Wolfgang Karl Härdle

CoRR, 2023

2022

K-expectiles clustering.

Bingling Wang, Yingxing Li, Wolfgang Karl Härdle

J. Multivar. Anal., 2022

Financial Risk Meter FRM based on Expectiles.

Rui Ren, Meng-Jou Lu, Yingxing Li, Wolfgang Karl Härdle

J. Multivar. Anal., 2022

Robustifying Markowitz.

Wolfgang Karl Härdle, Yegor Klochkov, Alla Petukhina, Nikita Zhivotovskiy

CoRR, 2022

Shapley Curves: A Smoothing Perspective.

Ratmir Miftachov, Georg Keilbar, Wolfgang Karl Härdle

CoRR, 2022

Quantinar: a blockchain p2p ecosystem for honest scientific research.

Raul Bag, Bruno Spilak, Julian Winkel, Wolfgang Karl Härdle

CoRR, 2022

A Data-driven Case-based Reasoning in Bankruptcy Prediction.

Wei Li, Wolfgang Karl Härdle, Stefan Lessmann

CoRR, 2022

2020

Corrigendum to "Principal component analysis in an asymmetric norm" [J. Multivariate Anal. 171 (2019) 1-21].

Ngoc Mai Tran, Petra Burdejová, Maria Osipenko, Wolfgang K. Härdle

J. Multivar. Anal., 2020

Antisocial online behavior detection using deep learning.

Elizaveta Zinovyeva, Wolfgang Karl Härdle, Stefan Lessmann

Decis. Support Syst., 2020

Service data analytics and business intelligence 2017.

Desheng Dash Wu, Wolfgang Karl Härdle

Comput. Stat., 2020

Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid.

Marius Lux, Wolfgang Karl Härdle, Stefan Lessmann

Comput. Stat., 2020

Estimation and determinants of Chinese banks' total factor efficiency: a new vision based on unbalanced development of Chinese banks and their overall risk.

Shiyi Chen, Wolfgang K. Härdle, Li Wang

Comput. Stat., 2020

Blockchain mechanism and distributional characteristics of cryptos.

Min-Bin Lin, Kainat Khowaja, Cathy Yi-Hsuan Chen, Wolfgang Karl Härdle

CoRR, 2020

2019

Towards the interpretation of time-varying regularization parameters in streaming penalized regression models.

Lenka Zbonáková, Ricardo Pio Monti, Wolfgang Karl Härdle

Pattern Recognit. Lett., 2019

Principal component analysis in an asymmetric norm.

Ngoc Mai Tran, Petra Burdejová, Maria Ospienko, Wolfgang K. Härdle

J. Multivar. Anal., 2019

Spatial functional principal component analysis with applications to brain image data.

Yingxing Li, Chen Huang, Wolfgang K. Härdle

J. Multivar. Anal., 2019

Dynamic semi-parametric factor model for functional expectiles.

Petra Burdejová, Wolfgang K. Härdle

Comput. Stat., 2019

2018

How to measure the performance of a Collaborative Research Center.

Alona Zharova, Janine Tellinger-Rice, Wolfgang Karl Härdle

Scientometrics, 2018

Improving crime count forecasts using Twitter and taxi data.

Lara Vomfell, Wolfgang Karl Härdle, Stefan Lessmann

Decis. Support Syst., 2018

Multivariate factorizable expectile regression with application to fMRI data.

Shih-Kang Chao, Wolfgang K. Härdle, Chen Huang

Comput. Stat. Data Anal., 2018

2017

Statistical inference for generalized additive partially linear models.

Rong Liu, Wolfgang K. Härdle, Guoyi Zhang

J. Multivar. Anal., 2017

2016

A semiparametric factor model for CDO surfaces dynamics.

Barbara Choros-Tomczyk, Wolfgang Karl Härdle, Ostap Okhrin

J. Multivar. Anal., 2016

2015

Functional data analysis of generalized regression quantiles.

Mengmeng Guo, Lan Zhou, Jianhua Z. Huang, Wolfgang Karl Härdle

Stat. Comput., 2015

COPICA - independent component analysis via copula techniques.

Ray-Bing Chen, Meihui Guo, Wolfgang K. Härdle, Shih-Feng Huang

Stat. Comput., 2015

Tie the straps: Uniform bootstrap confidence bands for semiparametric additive models.

Wolfgang K. Härdle, Yaacov Ritov, Weining Wang

J. Multivar. Anal., 2015

Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns.

Shiyi Chen, Kiho Jeong, Wolfgang K. Härdle

Comput. Stat., 2015

Erratum to: Dynamic activity analysis model-based win-win development forecasting under environment regulations in China.

Shiyi Chen, Wolfgang K. Härdle

Comput. Stat., 2015

Common factors in credit defaults swap markets.

Cathy Yi-Hsuan Chen, Wolfgang Karl Härdle

Comput. Stat., 2015

2014

Dynamic activity analysis model-based win-win development forecasting under environment regulations in China.

Shiyi Chen, Wolfgang K. Härdle

Comput. Stat., 2014

TVICA - Time varying independent component analysis and its application to financial data.

Ray-Bing Chen, Ying Chen, Wolfgang K. Härdle

Comput. Stat. Data Anal., 2014

2013

Using wiki to build an e-learning system in statistics in the Arabic language.

Taleb Ahmad, Wolfgang K. Härdle, Sigbert Klinke, Shafiqah A. Al-Awadhi

Comput. Stat., 2013

2012

Bootstrap confidence bands and partial linear quantile regression.

Song Song, Yaacov Ritov, Wolfgang K. Härdle

J. Multivar. Anal., 2012

Difference based ridge and Liu type estimators in semiparametric regression models.

Esra Akdeniz Duran, Wolfgang K. Härdle, Maria Osipenko

J. Multivar. Anal., 2012

HMM and HAC.

Weining Wang, Ostap Okhrin, Wolfgang K. Härdle

Proceedings of the Synergies of Soft Computing and Statistics for Intelligent Data Analysis, 2012

2010

The Bayesian Additive Classification Tree applied to credit risk modelling.

Junni L. Zhang, Wolfgang K. Härdle

Comput. Stat. Data Anal., 2010

2008

Smoothed L-estimation of regression function.

Pavel Cízek, J. Tamine, Wolfgang K. Härdle

Comput. Stat. Data Anal., 2008

2007

On extracting information implied in options.

M. Benko, Matthias Fengler, Wolfgang K. Härdle, Milos Kopa

Comput. Stat., 2007

2006

Robust estimation of dimension reduction space.

Pavel Cízek, Wolfgang K. Härdle

Comput. Stat. Data Anal., 2006

2002

MD*ReX: Linking XploRe to Standard Spreadsheet Applications.

Gökhan Aydinli, Wolfgang K. Härdle, Torsten Kleinow, Hizir Sofyan

Comput. Stat., 2002

2000

Discrete time option pricing with flexible volatility estimation.

Wolfgang K. Härdle, Christian M. Hafner

Finance Stochastics, 2000

1987

Nonparametric sequential estimation of zeros and extrema of regression functions.

Wolfgang K. Härdle, Rainer Nixdorf

IEEE Trans. Inf. Theory, 1987

1986

A note on jackknifing kernel regression function estimators.

Wolfgang K. Härdle

IEEE Trans. Inf. Theory, 1986