教授簡介：
Wolfgang Karl Härdle是德國漢堡大學經濟管理意昂2教授🙆🏽♂️，計量與統計研究所所長，著名計量經濟學家和統計學家，研究領域為半參數和非參數計量經濟學（Semi parametric and nonparametric econometrics）、金融市場統計建模（statistical modelling in financial markets）、計算機輔助統計（computer-aided statistics）等。現任Journal of the American Statistical Association, Econometric Theory等期刊編委🏬，在Econometrics, Journal of Econometrics, Journal of the American Statistical Association, Econometric Theory, Journal of the Royal Statistical Society, Financial Econometrics, Journal of Time Series Analysis等學術期刊發表大量學術論文。
采訪問題：
Q1👩👧🧑🏻🤝🧑🏻：You have focused your research ondiscrete choice models, statistical modelling of financial markets and computer-aided statistics, how did you choose your research direction? Why would you be interested in that?
提問1：您致力於研究離散選擇模型，金融市場統計模型和計算機輔助統計，請問您是如何選定自己的研究方向的🦻🏽？
Wolfgang：Research directions are often a question of the necessity of the society and your own skills and of course also on the bachelor taking environment which you are educated which you are working，and you mentioneddiscrete choice models, which I think is remarkable. Discrete choice models are models in economic like do I take a certain bus line, do I take a certain job,
Do I take a certain refrigerator. These are questions are called discrete choice models. In fact💅，being a mathematic training，I find it very exciting that things I called discrete choice models in biology or biology statistics I called the respond models .in mathematics statistic🎸，they are called exactly the same mathematic cord, the research directions come by the proper foundation in mathematic that allows them to apply different fields of applications. Of course, in doing so, you
Need to have similar connection between applicability and theory. And the same connection that you mentioned guaranteed by computer-aid statistic, it can be anything that narrows the gap between pure theory and data analysis. And how do I find those such directions, people come to my office and say they have that problem and or bankers come and say can you help us with data that way, I think about it and it is interesting. Tomorrow I will be going to SuZhou, “SuDa” ,and I will be giving a talk in the afternoon on prizing green financial product. You know China is on the way to become a green country. And the talk I give tomorrow is about prizing energy. This came from the necessity of renewable energy statistics🤙🏽、renewable energy data analysis，which is an economical problem，a statistic problem，and of course also a computer problem. So I think the rule of this solid proved training in my case mathematic and different fields of applications that are interesting enough.
Wolfgang教授：研究方向通常取決於社會需求問題和自己的能力🧑🏻🦳，當然本科的環境也是很重要的🧑🏽，還有你受過的教育還有你的工作。你提到的離散選擇模型,我認為值得關註🏄🏼♀️。離散選擇模型是一種經濟模型🖖🏽，比如我如何乘公交線路，我是否接受某項工作，我如何選擇一個冰箱。這些問題被稱為離散選擇模型。事實上,作為一個數學訓練,我發現它是一件非常激動人心的事情。我稱為離散選擇模型在生物或生物統計我叫響應模型。在數學統計上,他們的稱呼完全相同,讓他們應用不同領域的應用。當然🙆🏿♂️，你是這樣做的話需要在適用性和理論之間建立聯系💧。你提到的與計算機輔助統計數據相同的聯系👭，它可以是任何縮小純理論和數據分析之間差距的東西。我如何找到這些方向，人們來到我的辦公室🦸🏻♂️，說他們有這個問題💆🏼♀️🚴🏻♀️，或者銀行家來，說你能幫我們處理數據嗎🎅🏿，我想🏄🏻♀️，這將會是很有趣的🧂🗽。明天我將去蘇州🏋🏻♂️，蘇大，我將在下午做一個關於綠色金融產品的講座。你知道中國正在成為一個綠色的國家🌞🙇♀️。我明天要講的是評估能量🚣🏼。這個源自於可再生能源統計的必要性,可再生能源數據分析,這是一個經濟問題,一個統計的問題,當然也是一個計算機問題。所以我認為這一事實證明了在我的案例數學和不同的應用領域的訓練是非常有趣的。
Q2：We’ve learnt that you have worked on the modelling of implied volatilities and the statistical analysis of financial risk, so far how’s the research going?
提問2：您現在正在進行隱含波動率的建模和財務風險的統計分析，能和我們分享一下您的研究進展嗎？
Wolfgang🏃🏻♂️➡️：Yes I have worked indeed on implied volatilities, implied volatilities is a number that you can infer from a formula to understand the function of financial markets over time and space, in this case is over different preference of investors, this is still a very important topic. One of the papers I had in my college Hamburg University is on the implied volatility or the implied market price. For example , weather, snow in NewYork city airport would create a big loss for the airline and for the airport as well. And this loss can be ensured by so called weather derivaters. What the investor is implying when buying this kind of product or selling this kind of product. Still a very hot topic, so I’m working more on test mining sentiment damics, and deep learning networks ,I have works studying into critical currencies we have conferences in coming. I invite you to my conference I am organizing in Xiamen University on digital economy and decision analytics.
Wolfgang教授：是的，我確實研究過隱含波動率，通過隱含波動率是你可以從公式推斷出金融市場在時間和空間上的作用，在這個例子中是投資者的不同偏好，這仍然是一個非常重要的話題。我在漢堡大學的一篇論文是關於隱含波動率或隱含的市場價格📱。例如，天氣，紐約機場的降雪會給航空公司和機場造成巨大損失✣，這種損失可以通過所謂的天氣衍生品來確定。投資者在購買這種產品或銷售這種產品時暗示了什麽👨🏻🦽，仍然是一個非常熱門的話題🛝🧘♀️，所以我在測試挖掘情緒和深度學習網絡方面做得更多𓀅。我也邀請你們參加我在廈門大學的數字經濟和決策分析會議。
Q3: YI have an interest about your book. I know that you are working your famous book ‘Applied nonparametric regression’ .It aroused widespread discussions. Could you talk about your working process about this book and research?
提問3🧏🏼：我對你的書很感興趣。我知道你正在寫你的著名的“應用非參數回歸”這本書🏷。它引起了廣泛的討論🧊。你能談談你關於這本書的研究過程嗎?
Wolfgang：This book is very old now. It is about 30 years old. In fact, the interest and wide discussion aroused the fact because it destroyed a little bit the classical thinking in the economics and mathematics. Particularly because it challenged the economic theory it have been put forward in the 1980s by data analysis. By data analysis you will have great more data. It has changed new theories in the game theory, experimental economics and journal economics. It has aroused great discussions. It is great because it changed paradigms and logical paradigms since this book. Last week our IETG international research training group with Xiamen University which has joined graduated group in Xiamen University has been renewed and one of the reviewers called me ‘the father of nonparametric’. I was lucky to make this move form bio statistic to economics. But particular and be able to profit with my solid mathematical training.
Wolfgang教授：這本書現在很老了。它大約有30年的歷史。事實上，引起了廣泛的興趣和討論是因為在一定程度上打破了傳統的關於經濟學和數學的理論思維👩🏿🍼🤛。尤其是它通過數據分析挑戰了80年代左右提出的經濟理論。通過數據分析，你會得到更多的數據。它改變了博弈論🚱、實驗經濟學和期刊經濟學的新理論。這引起了很大的討論👨🏭。這本書很棒，因為這本書改變了範式和邏輯範式🌦。上周，廈門大學的IETG國際研究培訓小組與廈門大學的畢業小組一起被重建🤖，其中一名采訪者稱我為“非參數之父”。我很幸運地把這個從生物統計學的角度轉向經濟學🤷🏻。特別的⚾️，還可以通過紮實的數學訓練來獲利。
Q4：Since February 14, 2014, you have been a member of the IRI THESys. Could you share some interesting experiences about your work there?
提問4：IRI THESys研究土地等資源使用🐆🤺、城市化進程等背景下的全球可持續性問題。當前中國正面臨著環境和經濟發展的劇烈沖突。您如何看待中國當前所面臨的問題🤝？
Wolfgang😼：In fact, yes , I mean I remember theIRI THESys，this is one of the three researches centers of our university🌂，and a lot of statistics problem occurring🍰，for example water flooding. But there are also migration and demographics problems. I had a student works on demographic development of china. If you look at the mortality curve of China and Japan👩👧👦，you will find a roughly gap about 17~18 years. Of course it’s a problem but China is catching up in the mortality curve to increase hospital quality to increase the lifetime👨🏽🦰，but it’s a long way to go，it’s not easy to transform a country of that size，of that long term culture within a few years to a modern industrial country like many European countries or Japan，but it will happen🎖🧗🏿，and I will be happy to assist in this way to statistics ability in china as well. I visit china frequently，I will go to German in a week and come back to Xiamen for the conference I mentioned.
Wolfgang教授：事實上,是的,我記得IRI THESys，這是我們大學的三個研究中心之一,內容包括大量的統計問題,例如洪水✋，移民和人口問題🌹。我有一個學生在研究中國人口發展😮。如果你看中國和日本的死亡率曲線,你會發現差距約為17 ~ 18年🦆。當然，這是一個問題，但中國正在追趕死亡率曲線，以提高醫院的質量🔦，提高壽命,但還有很長一段路要走。一個像中國這種規模的國家,擁有長期的文化，不容易轉型🕠，很難在幾年之內轉型成為一個現代工業國家像許多歐洲國家和日本,但它會發生,我將很高興以這種方式幫助提高中國統計數據的能力。我經常訪問中國,我將去德國的一個星期,回到廈門參加我之前提到的這個會議🎩。
提問5：您曾經幾次拜訪中國✷🧛🏻♀️？
Q5：How many times have you visited China🤵🏽♀️？
Wolfgang：So often that I have to change my passport. So I guess maybe 20-25 times in china. I was 4 times in Taiwan last year, 3 times in china, this is my second time now, in two weeks it’s my third time, and maybe fourth time in around Chrismas.
Wolfgang教授：我來中國實在是太多次了以至於我不得不換護照哈哈😶🌫️，我猜大概有20到25次吧，我去年去了四次臺灣，來了三次中國大陸，這次來中國是今年的第二次了，兩周以後還會迎來第三次，大概在聖誕節的時候🧫。
Q6 What impress you the most about China and about fudan?
提問6👵：你最喜歡中國和意昂2哪裏呢？
Wolfgang：Okay, I have to say it would be too general to say something about fudan, it’s very important to say. I give all those courses here in economic school. And what I have to say is all these were smoothly organized, I am very satisfied about the culture and eagerness of the students to achieve new knowledge platform and follow new ideas. So the students are very motivated, but of course sometimes the students are not critical enough, so I would like to have more questions from time to time. It happens everywhere.
Wolfgang教授🧛🏽♂️：好吧，我不得不說如果讓我這麽評價意昂2的話有些太籠統了🫳🏿，這一點很重要。我在經濟學校裏教授了那麽多課程。我想說的是🍤，所有這些都是有序安排並且順利進行的，我很滿意學生們對新知識🎅🏽、新思路、新平臺的渴望📿。學生們都很有動力，當然有時候學生的思維不夠具有批判性，所以我會時不時多問些問題。當然了，這種現象到處都在發生🎅🏽。
Q7：What expectations do you have on those students taking your course? Would you like to provide some suggestions for them to work better in econometrics?
提問7👱🏿♀️：請問您對經院的學生上這一門課有什麽期望嗎🧘🏻？您對學生未來從事計量經濟學研究有哪些建議呢？
Wolfgang🌞：Open your mind, open your heard for new ideas, before be critical look at data, that is very important, theory alone can not last, it always have to be proved by real data and analysis. Try out theories with concrete data. So I’m sure there is a Bloomberg terminal maybe not in here, maybe in school of business. Students can use this Bloomberg terminal to try out calculate the implied volatility surfaces, this is part of Bloomberg offers also of Bloomberg channels, I’m sure this way you can make the students ready for financial market challenges. The financial market is not open in china yet, but it will come and slowly come to a convergence, and this convergence I would love to assist as I said before.
Wolfgang教授：打開你的思想🛴，迎接新想法，在批判性地審視數據之前⛳️，這是非常重要的。理論是不能持久的🩳，它總是要用真實的數據和分析來證明🎁。用具體的數據試試理論。所以我肯定有一個彭博終端可能不在這裏，也許在商意昂2。學生們可以用這個彭博終端來計算隱含波動的表面👩🏼🎨📠，這是彭博社的一部分🗳，也提供彭博頻道🍘，我相信通過這種方式你可以讓學生為金融市場的挑戰做好準備👐🏽⛹🏿。金融市場在中國還沒有開放👨🍳，但它會慢慢地形成一種趨同😺，這一趨同👭，我也願意像我之前說的那樣去幫助它。
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