Lukas Andreas Borke

Personal Details

First Name:	Lukas
Middle Name:	Andreas
Last Name:	Borke
Suffix:
RePEc Short-ID:	pbo750
	[This author has chosen not to make the email address public]
	http://sfb649.wiwi.hu-berlin.de/staff/staff.php?id=026
Terminal Degree:	2017 Institut für Statistik und Ökonometrie (ISÖ); Wirtschaftswissenschaftliche Fakultät; Humboldt-Universität Berlin (from RePEc Genealogy)

Affiliation

(25%) Institut für Statistik und Ökonometrie (ISÖ)
Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin

Berlin, Germany
http://ise.wiwi.hu-berlin.de/
RePEc:edi:ishubde (more details at EDIRC)

(25%) Center for Applied Statistics and Econometrics (CASE)
Humboldt-Universität Berlin

Berlin, Germany
http://www.case.hu-berlin.de/
RePEc:edi:cahubde (more details at EDIRC)

(50%) Sonderforschungsbereich 649: Ökonomisches Risiko
Wirtschaftswissenschaftliche Fakultät
Humboldt-Universität Berlin

Berlin, Germany
http://sfb649.wiwi.hu-berlin.de/
RePEc:edi:sohubde (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

1. Yu, Lining & Härdle, Wolfgang Karl & Borke, Lukas & Benschop, Thijs, 2017. "FRM: A financial risk meter based on penalizing tail events occurrence," SFB 649 Discussion Papers 2017-003, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

   Cited by:

   1. Borke, Lukas, 2017. "RiskAnalytics: An R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methods," SFB 649 Discussion Papers 2017-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
   2. Mihoci, Andrija & Althof, Michael & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2019. "FRM Financial Risk Meter," IRTG 1792 Discussion Papers 2019-021, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
   3. Zbonakova, Lenka & Pio Monti, Ricardo & Härdle, Wolfgang Karl, 2018. "Towards the interpretation of time-varying regularization parameters in streaming penalized regression models," IRTG 1792 Discussion Papers 2018-059, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".

2. Borke, Lukas, 2017. "RiskAnalytics: An R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methods," SFB 649 Discussion Papers 2017-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

   Cited by:

   1. Yu, Lining & Härdle, Wolfgang Karl & Borke, Lukas & Benschop, Thijs, 2017. "FRM: A financial risk meter based on penalizing tail events occurrence," SFB 649 Discussion Papers 2017-003, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
   2. Lining Yu & Wolfgang Karl Hardle & Lukas Borke & Thijs Benschop, 2020. "An AI approach to measuring financial risk," Papers 2009.13222, arXiv.org.

3. Yu, Lining & Härdle, Wolfgang Karl & Borke, Lukas & Benschop, Thijs, 2017. "FRM: A financial risk meter based on penalizing tail events occurrence," SFB 649 Discussion Papers 2017-003, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

   Cited by:

   1. Borke, Lukas, 2017. "RiskAnalytics: An R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methods," SFB 649 Discussion Papers 2017-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
   2. Mihoci, Andrija & Althof, Michael & Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl, 2019. "FRM Financial Risk Meter," IRTG 1792 Discussion Papers 2019-021, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
   3. Zbonakova, Lenka & Pio Monti, Ricardo & Härdle, Wolfgang Karl, 2018. "Towards the interpretation of time-varying regularization parameters in streaming penalized regression models," IRTG 1792 Discussion Papers 2018-059, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".

4. Borke, Lukas & Härdle, Wolfgang Karl, 2017. "GitHub API based QuantNet Mining infrastructure in R," SFB 649 Discussion Papers 2017-008, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

   Cited by:

   1. Petra Burdejová & Wolfgang K. Härdle, 2019. "Dynamic semi-parametric factor model for functional expectiles," Computational Statistics, Springer, vol. 34(2), pages 489-502, June.
      • Burdejová, Petra & Härdle, Wolfgang Karl, 2017. "Dynamic semi-parametric factor model for functional expectiles," SFB 649 Discussion Papers 2017-027, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
   2. Lux, Marius & Härdle, Wolfgang Karl & Lessmann, Stefan, 2018. "Data Driven Value-at-Risk Forecasting using a SVR-GARCH-KDE Hybrid," IRTG 1792 Discussion Papers 2018-001, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
      • Marius Lux & Wolfgang Karl Härdle & Stefan Lessmann, 2020. "Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid," Computational Statistics, Springer, vol. 35(3), pages 947-981, September.
   3. Zharova, Alona & Härdle, Wolfgang Karl & Lessmann, Stefan, 2017. "Is scientific performance a function of funds?," SFB 649 Discussion Papers 2017-028, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
   4. Adamyan, Larisa & Efimov, Kirill & Spokoiny, Vladimir, 2019. "Adaptive Nonparametric Community Detection," IRTG 1792 Discussion Papers 2019-006, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
   5. Zharova, Alona & Härdle, Wolfgang Karl & Lessmann, Stefan, 2023. "Data-driven support for policy and decision-making in university research management: A case study from Germany," European Journal of Operational Research, Elsevier, vol. 308(1), pages 353-368.
   6. Li, Yingxing & Härdle, Wolfgang Karl & Huang, Chen, 2017. "Smooth principal component analysis for high dimensional data," SFB 649 Discussion Papers 2017-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
   7. Lining Yu & Wolfgang Karl Hardle & Lukas Borke & Thijs Benschop, 2020. "An AI approach to measuring financial risk," Papers 2009.13222, arXiv.org.

5. Borke, Lukas, 2017. "RiskAnalytics: An R package for real time processing of Nasdaq and Yahoo finance data and parallelized quantile lasso regression methods," SFB 649 Discussion Papers 2017-006, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

   Cited by:

   1. Yu, Lining & Härdle, Wolfgang Karl & Borke, Lukas & Benschop, Thijs, 2017. "FRM: A financial risk meter based on penalizing tail events occurrence," SFB 649 Discussion Papers 2017-003, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
   2. Lining Yu & Wolfgang Karl Hardle & Lukas Borke & Thijs Benschop, 2020. "An AI approach to measuring financial risk," Papers 2009.13222, arXiv.org.

6. Borke, Lukas & Härdle, Wolfgang Karl, 2017. "GitHub API based QuantNet Mining infrastructure in R," SFB 649 Discussion Papers 2017-008, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.

   Cited by:

   1. Petra Burdejová & Wolfgang K. Härdle, 2019. "Dynamic semi-parametric factor model for functional expectiles," Computational Statistics, Springer, vol. 34(2), pages 489-502, June.
      • Burdejová, Petra & Härdle, Wolfgang Karl, 2017. "Dynamic semi-parametric factor model for functional expectiles," SFB 649 Discussion Papers 2017-027, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
   2. Lux, Marius & Härdle, Wolfgang Karl & Lessmann, Stefan, 2018. "Data Driven Value-at-Risk Forecasting using a SVR-GARCH-KDE Hybrid," IRTG 1792 Discussion Papers 2018-001, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
      • Marius Lux & Wolfgang Karl Härdle & Stefan Lessmann, 2020. "Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid," Computational Statistics, Springer, vol. 35(3), pages 947-981, September.
   3. Zharova, Alona & Härdle, Wolfgang Karl & Lessmann, Stefan, 2017. "Is scientific performance a function of funds?," SFB 649 Discussion Papers 2017-028, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
   4. Adamyan, Larisa & Efimov, Kirill & Spokoiny, Vladimir, 2019. "Adaptive Nonparametric Community Detection," IRTG 1792 Discussion Papers 2019-006, Humboldt University of Berlin, International Research Training Group 1792 "High Dimensional Nonstationary Time Series".
   5. Zharova, Alona & Härdle, Wolfgang Karl & Lessmann, Stefan, 2023. "Data-driven support for policy and decision-making in university research management: A case study from Germany," European Journal of Operational Research, Elsevier, vol. 308(1), pages 353-368.
   6. Li, Yingxing & Härdle, Wolfgang Karl & Huang, Chen, 2017. "Smooth principal component analysis for high dimensional data," SFB 649 Discussion Papers 2017-024, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
   7. Lining Yu & Wolfgang Karl Hardle & Lukas Borke & Thijs Benschop, 2020. "An AI approach to measuring financial risk," Papers 2009.13222, arXiv.org.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.

1. NEP-CMP: Computational Economics (2) 2016-11-27 2017-03-12. Author is listed
2. NEP-ORE: Operations Research (2) 2017-02-26 2017-02-26. Author is listed
3. NEP-BAN: Banking (1) 2017-02-26. Author is listed
4. NEP-CFN: Corporate Finance (1) 2017-02-26. Author is listed
5. NEP-RMG: Risk Management (1) 2017-02-26. Author is listed

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