QuantLet: A open-source platform hosted on GitHub for demonstrating your research project
QuantLet was initiated by the original Ladislaus von Bortkiewicz Chair of Statistics and then inherited by IRTG1792-"High Dimensional Nonstationary Time Series" at Humboldt-Universität zu Berlin.
The goal of QuantLet is for advocating the "replicability and transparency" of scientific researches, hence providing an open-source platform for researchers to publish their program code and data.
Wolfgang Karl HÄRDLE attained his Dr. rer. nat. in Mathematics at Universität Heidelberg in 1982 and in 1988 his habilitation at Universität Bonn. He is Ladislaus von Bortkiewicz Professor of Statistics at Humboldt-Universität zu Berlin and the director of the Sino German Graduate School (洪堡大学 + 厦门大学) IRTG1792 on “High dimensional non stationary time series analysis”. He directs IDA Institute for Digital Assets,
University of Economic Studies, Bucharest, RO. His research focuses on data analytics, dimension reduction and quantitative finance. He has published over 30 books and more than 300 papers in top statistical, econometrics and finance journals. He is highly ranked and cited on Google Scholar, REPEC and SSRN. He has professional experience in financial engineering, S.M.A.R.T. (Specific, Measurable, Achievable, Relevant, Timely) data analytics, machine learning and cryptocurrency markets. He has created the www.quantlet.com platform, a cryptocurrency index, CRIX www.royalton-crix.com He is 玉山学者 (Yushan Scholar), web page hu.berlin/wkh