Simon Trimborn
Biography
Simon Trimborn is an Assistant Professor of Econometrics and Data Science at the Amsterdam School of Economics, University of Amsterdam. Before joining the UvA, he held academic positions at City University of Hong Kong and National University of Singapore following his PhD studies at the Humboldt-University at Berlin (Humboldt-Universität zu Berlin), where he defended his PhD thesis on the topic of "Statistics of Digital Finance". His work focuses on high dimensional data analysis for time series data with which he tackles specific problems arising in social media, cryptocurrency, blockchain and finance. These studies appear in journals such as Journal of Financial Econometrics, Journal of Empirical Finance, R Journal, among others. Simon serves on the editorial board of the journals Digital Finance and Annual Review of FinTech, he is part of the Scientific Board of the CRIX index and a member of the AI4FinTech initiative at the UvA.
List of publications
Kim, A., Trimborn, S. and Härdle, W.K. (2021). VCRIX — A volatility index for crypto-currencies International Review of Financial Analysis, 78:.
Petukhina, A., Trimborn, S., Härdle, W.K. and Elendner, H. (2021). Investing with cryptocurrencies–evaluating their potential for portfolio allocation strategies Quantitative Finance, 21(11):1825--1853.
Trimborn, S., Li, M. and Härdle, W.K. (2020). Investing with Cryptocurrencies - A Liquidity Constrained Investment Approach Journal of Financial Econometrics, 18(2):280--306.
Trimborn, S. and Härdle, W.K. (2018). CRIX an Index for cryptocurrencies Journal of Empirical Finance, 49:107--122.