Dr. TRIMBORN Simon Department of Management Sciences
Assistant Professor

Address
7-269, Lau Ming Wai Academic Building, City University of Hong Kong

Phone
+852 34428587

Fax
+852 34420189

Email
strimbor@cityu.edu.hk

Personal Web
https://www.simontrimborn.de/
Public CV
View

SSRN Web
http://papers.ssrn.com/author=2565996



Research Areas Digital Finance
Financial Econometrics
Network Analysis
Machine Learning
Textual Analysis


Qualifications PhD - Economics and Management Science (Humboldt-University at Berlin)
MSc - Statistics (Humboldt-University at Berlin)
BSc. - Business Administration (Hamburg University)


Biography I am looking for PhD students, Research Assistants and Research Fellows. Please feel free to send me your CV if you are interested in working with me: simon.trimborn@cityu.edu.hk
Simon Trimborn is an Assistant Professor of Business Statistics at City University of Hong Kong. He conducted his PhD studies under the supervision of Prof. Wolfgang Karl Härdle at the Humboldt-University at Berlin (Humboldt-Universität zu Berlin) and after his PhD studies he was employed as Research Fellow for 2 years at National University of Singapore in the group of Assoc. Prof. Ying Chen. He defended his PhD thesis with the title "Statistics of Digital Finance" in 2018 and was awarded his doctorate with summa cum laude.
His work focuses on high dimensional data analysis for time series data with which he tackles specific problems of the cryptocurrency market and the blockchain from an econometric and statistical point of view. The studies are targeted at developing methods and methodologies to provide economically meaningful insights. His publications and ongoing works span:
Network Models & Complex Systems Analysis
FinTech & Investment Methodologies
Text Mining & Dimension Reduction techniques
Cryptocurrency & Blockchain Analysis.


Research Grants PI: "Network Structure Identification in Large-Scale Financial Systems
Textual Analysis in Digital Markets
https://www.researchgate.net/profile/Simon_Trimborn" target="_blank">ResearchGate


Google Scholar Google Scholar


GitHub GitHub




Publications Journal Publications and Reviews Kim, Alisa; Trimborn, Simon; H?rdle, Wolfgang Karl / VCRIX — A volatility index for crypto-currencies. November 2021; In: International Review of Financial Analysis. Vol. 78

Okhrin, Ostap; Trimborn, Simon; Waltz, Matrin / gofCopula: Goodness-of-Fit Tests for Copulae. June 2021; In: R Journal. Vol. 13, No. 1, pp. 467-498

Petukhina, Alla; Trimborn, Simon; H?rdle, Wolfgang Karl; Elendner, Hermann / Investing with cryptocurrencies – evaluating their potential for portfolio allocation strategies. April 2021; In: Quantitative Finance. Vol. 21, No. 11, pp. 1825-1853

Chen, Ying; Giudici, Paolo; Misheva, Branka Hadji; Trimborn, Simon / Lead Behaviour in Bitcoin Markets. March 2020; In: Risks. Vol. 8, No. 1

Trimborn, Simon; Li, Mingyang; H?rdle, Wolfgang Karl / Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach. 2020; In: Journal of Financial Econometrics. Vol. 18, No. 2, pp. 280-306

Trimborn, Simon; H?rdle, Wolfgang Karl / CRIX an Index for cryptocurrencies. December 2018; In: Journal of Empirical Finance. Vol. 49, pp. 107-122


Chapters, Conference Papers, Creative and Literary Works Elendner, Hermann; Trimborn, Simon; Ong, Bobby; Lee, Teik Ming / The Cross-Section of Crypto-Currencies as Financial Assets: Investing in Crypto-Currencies Beyond Bitcoin. August 2017; Handbook of Blockchain, Digital Finance, and Inclusion, Volume 1: Cryptocurrency, FinTech, InsurTech, and Regulation. pp. 145-173



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