For up to date information, please visit: https://www.simontrimborn.de/

I am an Assistant Professor of Econometrics and Data Science at the Amsterdam School of Economics, University of Amsterdam. Before joining the UvA, I was an Assistant Professor at the Department of Management Sciences at College of Business, City University of Hong Kong and an Affiliate Assistant Professor at the School of Data Science and Department of Biostatistics. I conducted my PhD studies under the supervision of Prof. Wolfgang Karl Härdle at the Humboldt-University at Berlin (Humboldt-Universität zu Berlin) and after my PhD studies I was employed as Research Fellow for 2 years at National University of Singapore in the group of Assoc. Prof. Ying Chen. I defended my PhD thesis with the title "Statistics of Digital Finance" in 2018 and was awarded my doctorate with summa cum laude.

Research: My work focuses on high dimensional data analysis for time series data with which I tackle 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. My publications and ongoing work span:

• Network Models & Complex Systems Analysis

• Investment Methodologies & Market Index Construction

• Text Mining & Dimension Reduction techniques

• Cryptocurrency & Blockchain Analysis.

For more details, please see Research.

Editorial Boards: I serve as Associate Editor for the journals Digital Finance and Annual Review of FinTech. If you have a paper which fits the scope of these journals, please consider them as an outlet for your work!

From whiteboard to product: Two of my research projects, CRIX an Index for cryptocurrencies and VCRIX - A volatility index for crypto-currencies, led to the construction of the CRIX and VCRIX indices which were acquired in 2021 by Royalton Partners. The Royalton CRIX Index is calculated by S&P Global and I am glad to continue to be a part of the CRIX journey as a member of the Scientific Board for the index.

I believe research should be reproducible and easy to access for researchers and practitioners. Hence I publish the codes underlying my research on my GitHub page, https://github.com/SimonTrimborn, and when possible also the underlying data, see Data. To support easy access to research, I also write R-packages to make my work easier utilizable in others research. This led so far to the 2 R-packages "gofCopula" and "IndexConstruction", both accessible via CRAN.

Conference organization: Owing to the huge interdisciplinary interest in FinTech, we organized in 2022 a FinTech conference in Hong Kong. The keynotes by Stefan Nagel, Kay Giesecke and Will Cong, as well as all delivered talks and discussions, are available on the conference website: https://cityuhkfintech.com/. Prior to joining CityUHK, we organized a seminar series at NUS, called CBS, which is supported by Singapore Management University and Singapore University of Social Sciences as well as the IBM Blockchain Research Center.

Teaching: I teach courses at all levels spanning topics such as

• Econometrics of Networks, Economic and Financial Network Analysis
• Time Series Analysis
• Financial Econometrics / Economics
• Applied Linear Models in Business
• Introduction to Statistics, Probability Theory

For the course Economic and Financial Network Analysis a dedicated course page is available, please see here. 

Many of the courses I teach benefit from open source datasets and projects such as the Alpha Vantage API, which has over 700 open-source libraries on GitHub, as well as the CoinGecko API.