• Financial Risk Management
• Sentiment Analysis
• Time Series Forecasting

Invited Talks

17/05/2024    A Network View on Portfolio Risk, Workshop AI, Digital Assets and the future of Energy Finance, The Bucharest University of Economic Studies,

                      Bucharest, Romania
06/10/2022    'Buy on Rumor, Sell on News’: the effect of news arrivals and investor sentiment on the distribution of excess returns, Statistics of Machine Learning,

                      Prague, Czech Republic
25/03/2022    Peer Effects and Club Selections of a Unique Online Fishing Game, ML approaches Finance and Management, Berlin, Germany
10/06/2021    Financial Risk Meter on Expectiles, COST FinAI - Fintech and AI in Finance, Berlin, Germany (Online)
07/06/2021    Financial Risk Meter (FRM), EU Fin-Tech Horizon 2021 Suptech Workshop, Madrid, Spain (Online)
23/10/2020    Financial Risk Meter (FRM), EU Fin-Tech Horizon 2020 Regtech Workshop Operational Risk in Blockchain, Madrid, Spain (Online)
10/02/2020    Advanced Analytic Methods, Deutsche Bundesbank, Frankfurt, Germany
09/07/2017    Forecasting SSE Composite Index Using Media News, 2017 IEEE Symposium on Analytics and Risk, Shanghai, China

Published Papers

1. Wang YF, Lu W, Lin MB, Ren R, Härdle WK (2024). Cross-exchange Crypto Risk: A High-frequency Dynamic Network Perspective. International Review of Financial Analysis. DOI: 10.1016/j.irfa.2024.103246
2. Ren R, Lu MJ, Li YX, Härdle WK (2022). Financial Risk Meter based on Expectiles [J]. Journal of Multivariate Analysis, 2022, 189. DOI: 10.1016/ j.jmva.2021.104881
3. Ren R, Althof M, Härdle WK (2022). Financial Risk Meter for Cryptocurrencies and Tail-Risk Network Based Portfolio Construction. The Singapore Economic Review, DOI: 10.1142/S0217590822480010
4. Ren R, Wu D (2020). An Innovative Sentiment Analysis to Measure Herd Behaviour [J]. IEEE Transactions on Systems, Man, and Cybernetics: Systems, 2020, 50(10): 3841 - 3851. DOI: 10.1109/TSMC.2018.2864942.
5. Ren R, Wu D (2019). Forecasting Stock Market Movement Direction Using Sentiment Analysis and Support Vector Machine [J]. IEEE Systems Journal, 2019, 13(1): 760-770. DOI: 10.1109/JSYST.2018.2794462. Selected as one of the most frequently accessed publications in the journal from March 2019 to April 2020        260+ Google citations
6. Ren R, Wu D (2017). Forecasting SSE Composite Index Using Media News [C]. Proceedings of 2017 Service System Engineering Conference & 2017 IEEE Symposium on Analytics and Risk (ISBN 978-1-926642-17-8), 2017. Best Paper Award at the conference
7. Ren R, Zhang L, Cui L, et al (2015). Personalized Financial News Recommendation Algorithm Based on Ontology [J]. Procedia Computer Science, 2015, 55:843-851. DOI: https://doi.org/10.1016/j.procs.2015.07.151

Work in Progress / Under Review

1. Ren R, De Vericourt F, Wang WN, Qian Y (2022). Peer Effects and Club Selections of a Unique Online Fishing Game.
2. Osipenko M, Ren R (2023). Investor Opinion Formation and the Distribution of Stock Returns.
3. Härdle WK, Ren R, Wang ZJ, Wu WB (2024). A Network View on Portfolio Risk. Under revision in the Journal of Business & Economic Statistics
4. Ren R, Wang YF, Hu WT, Wu WB (2024). Asymptotics for Expectile Estimators of Stationary Processes. Major revision and resubmitted in the Management Science