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Publications

Scientific publications and working papers

Q3-D3-LSA, Handbook of Big data Analytics, Springer Verlag, ISBN 978-3-319-18284-1, Borke and Härdle (2017)
FRM: a Financial Risk Meter based on penalizing tail events occurrence, SFB 649 Discussion Paper, Humboldt University of Berlin, submitted in Statistics & Risk Modeling, Yu, Härdle, Borke and Benschop (2017)
RiskAnalytics: an R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methods, SFB 649 Discussion Paper, Humboldt University of Berlin, Borke (2017)
GitHub API based QuantNet Mining infrastructure in R, SFB 649 Discussion Paper, Humboldt University of Berlin, Borke and Härdle (2017)
Dynamic Clustering and Visualization of Smart Data via D3-3D-LSA, Doctoral thesis, Humboldt University of Berlin, Borke (2017)