Mr. Haozhe Jiang presented at the SoFiE 2026

Supported by DFG, Mr. Haozhe Jiang from our chair, presented his research at the SoFiE conference: The Society for Financial Econometrics, 2026 in Macau. This project is a joint work with his supervisor, Prof. Ostap Okhrin, and Prof. Michael Rockinger from the Faculty of Business and Economics, University of Lausanne, Lausanne, Switzerland. The research topic is using convolutional neural networks to estimate low-frequency skewness from a high-frequency time series and establishing the unbiasedness by classical universal approximation results and Rademacher complexity arguments.