W. Härdle

Most-cited papers

Forex exchange rate forecasting using deep recurrent neural networks
Alexander Jakob Dautel, W. Härdle, S. Lessmann, H. Seow
2020Digital Finance94 citations Open access
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Antisocial online behavior detection using deep learning
E. Zinovyeva, W. Härdle, S. Lessmann
2020Decision Support Systems59 citations Open access
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Rise of the machines? Intraday high-frequency trading patterns of cryptocurrencies
Alla Petukhina, Raphael C. G. Reule, W. Härdle
2020European Journal of Finance58 citations Open access
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Deep learning and NLP in cryptocurrency forecasting: Integrating financial, blockchain, and social media data
Vincent Gurgul, Stefan Lessmann, W. Härdle
2023International Journal of Forecasting30 citations Open access
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Are cryptos becoming alternative assets?
D. Pele, Niels Wesselhöfft, W. Härdle, M. Kolossiatis +1 more
2021European Journal of Finance24 citations Open access
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Hedging cryptocurrency options
J. Matic, N. Packham, W. Härdle
2021Review of Derivatives Research22 citations Open access
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Financial Risk Meter for Emerging Markets
Souhir Ben Amor, Michael Althof, W. Härdle
2021Research In International Business and Finance22 citations
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Applied Multivariate Statistical Analysis
W. Härdle, L. Simar, Matthias R. Fengler
202419 citations
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A comprehensive comparison of goodness-of-fit tests for logistic regression models
Hui-Ling Liu, Xin-Min Li, Fei-Fei Chen, W. Härdle +1 more
2024Statistics and computing18 citations
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Financial Risk Meter FRM based on Expectiles
Rui Ren, Meng-Jou Lu, Ying-Xing Li, W. Härdle
2021Journal of Multivariate Analysis17 citations Open access
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Multivariate probabilistic forecasting of electricity prices with trading applications
Ilyas Agakishiev, W. Härdle, Miloš Kopa, Karel Kozmík +1 more
2024Energy Economics15 citations Open access
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In the beginning was the Word: LLM-VaR and LLM-ES
D. Pele, Vlad Bolovăneanu, Min-Bin Lin, Rui Ren +6 more
2025Expert systems with applications12 citations Open access
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The Energy Consumption of the Ethereum-Ecosystem
Patrick Woitschig, G. Uddin, Tao-Jun Xie, W. Härdle
2023Social Science Research Network11 citations Open access
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Surrogate Models for Optimization of Dynamical Systems
Kainat Khowaja, W. Härdle, M. Shcherbatyy
2021Social Science Research Network11 citations Open access
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Digital assets: risks, regulations, mitigation
Huei-Wen Teng, W. Härdle, Joerg Osterrieder, D. Pele +27 more
2026Financial Innovation10 citations Open access
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Smoothed quantile regression for partially functional linear models in high dimensions
Zhi-Hao Wang, Yong-Xin Bai, W. Härdle, M. Tian
2023Biometrical journal. Biometrische Zeitschrift10 citations
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Robustifying Markowitz
Alla Petukhina, Yegor Klochkov, W. Härdle, Nikita Zhivotovskiy
2023Journal of Econometrics10 citations
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K-expectiles clustering
Bing-Ling Wang, Ying-Xing Li, W. Härdle
2021Journal of Multivariate Analysis10 citations Open access
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Forecasting Cryptocurrency Prices Using Deep Learning: Integrating Financial, Blockchain, and Text Data
Vincent Gurgul, Stefan Lessmann, W. Härdle
2023arXiv.org9 citations
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Hedging cryptos with Bitcoin futures
Francis Liu, N. Packham, Meng Lu, W. Härdle
2023Social Science Research Network9 citations Open access
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SONIC: SOcial Network analysis with Influencers and Communities
C. Y. Chen, W. Härdle, Yegor Klochkov
2021Journal of Econometrics9 citations Open access
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Regime switching forecasting for cryptocurrencies
Ilyas Agakishiev, W. Härdle, D. Becker, Xiao-Rui Zuo
2025Digital Finance8 citations Open access
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Cooling Measures and Housing Wealth: Evidence from Singapore
W. Härdle, Rainer Schulz, Tao-Jun Xie
2021Social Science Research Network8 citations Open access
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Tail-Risk Protection: Machine Learning Meets Modern Econometrics
Bruno Spilak, W. Härdle
2020Social Science Research Network8 citations Open access
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Mitigating Digital Asset Risks
Huei-Wen Teng, W. Härdle, Joerg Osterrieder, L. Baals +27 more
2023Social Science Research Network7 citations Open access
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Imputed quantile tensor regression for near-sited spatial-temporal data
Jinwen Liang, W. Härdle, M. Tian
2023Computational Statistics & Data Analysis7 citations
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Pricing wind power futures
W. Härdle, Brenda López Cabrera, Awdesch Melzer
2021Journal of the Royal Statistical Society, Series C: Applied Statistics7 citations Open access
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Multivariate Probabilistic Forecasting of Electricity Prices With Trading Applications
Ilyas Agakishiev, W. Härdle, Karel Kozmík, Miloš Kopa +1 more
2023Social Science Research Network6 citations Open access
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Data-driven support for policy and decision-making in university research management: A case study from Germany
Alona Zharova, W. Härdle, S. Lessmann
2022European Journal of Operational Research6 citations
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FRM Financial Risk Meter for Emerging Markets
Souhir Ben Amor, Michael Althof, W. Härdle
2021Social Science Research Network6 citations Open access
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Emoji driven crypto assets market reactions
Xiao-Rui Zuo, Yao Chen, W. Härdle
2024Management & Marketing5 citations Open access
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A Data-driven Case-based Reasoning in Bankruptcy Prediction
Wei Li, W. Härdle, S. Lessmann
2022Social Science Research Network5 citations Open access
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Simultaneous inference of the partially linear model with a multivariate unknown function
Kun Ho Kim, Shih-Kang Chao, W. Härdle
2021Journal of Statistical Planning and Inference5 citations Open access
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Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data
Danial Saef, Odett Nagy, Sergej Sizov, W. Härdle
2024Digital Finance4 citations Open access
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Cross-exchange crypto risk: A high-frequency dynamic network perspective
Yifu Wang, Wanbo Lu, Min-Bin Lin, Rui Ren +1 more
2024International Review of Financial Analysis4 citations Open access
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Financial Risk Meter Based on Expectiles
Rui Ren, Meng-Jou Lu, Ying-Xing Li, W. Härdle
2021Social Science Research Network4 citations Open access
Semantic Scholar
Understanding Smart Contracts: Hype or Hope?
E. Zinovyeva, Raphael C. G. Reule, W. Härdle
2021Social Science Research Network4 citations Open access
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Risk-Constrained Kelly Portfolios Under Alpha-Stable Laws
Niels Wesselhöfft, W. Härdle
2020Computational Economics4 citations
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Spectral risk for digital assets
Meng-Jou Lu, Matúš Horváth, Xingjian Wang, W. Härdle
2024Review of Quantitative Finance and Accounting3 citations Open access
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Assessing network risk with FRM: links with pricing kernel volatility and application to cryptocurrencies
Ruting Wang, Valerio Potì, W. Härdle
2024Quantitative finance (Print)3 citations Open access
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Pricing Kernels and Risk Premia implied in Bitcoin Options
J. Winkel, W. Härdle
2023Social Science Research Network3 citations Open access
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A Financial Risk Meter for China
Ruting Wang, Michael Althof, W. Härdle
2023Social Science Research Network3 citations Open access
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代 DAI Digital Art Index: A robust price index for heterogeneous digital assets
Min-Bin Lin, Bing-Ling Wang, Fabian Bocart, C. Hafner +1 more
2022Social Science Research Network3 citations Open access
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Shapley Curves: A Smoothing Perspective
Ratmir Miftachov, Georg Keilbar, W. Härdle
2022Social Science Research Network3 citations Open access
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Financial Analytics of Inverse BTC Options in a Stochastic Volatility World
Huei-Wen Teng, W. Härdle
2022Social Science Research Network3 citations Open access
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Media-expressed Tone, Option Characteristics, and Stock Return Predictability
C. Y. Chen, Matthias R. Fengler, W. Härdle, Yan-Chu Liu
2021Journal of Economic Dynamics and Control3 citations Open access
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Cryptos have rough volatility and correlated jumps
Lukas Krain, Xiao-Rui Zuo, W. Härdle
2025Digital Finance2 citations Open access
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On SGX's Voyage to corporate sustainability: Exploring emerging topics in multi-industry corpora
Xin-Wen Ni, Min-Bin Lin, Simon J. D. Schillebeeckx, W. Härdle
2025Management & Marketing2 citations Open access
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A censored quantile transformation model for Alzheimer’s Disease data with multiple functional covariates
Shao-Pei Ma, Man-Lai Tang, Ke-Ming Yu, W. Härdle +6 more
2024Journal of the Royal Statistical Society: Series A (Statistics in Society)2 citations Open access
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Portfolio Tail-Risk Protection With Non-linear Latent Factors
Bruno Spilak, W. Härdle
2023Social Science Research Network2 citations Open access
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