Simon Trimborn's Homepage

I am looking for PhD students, Research Assistants and Research Fellows. Please feel free to send me your CV if you are interested to work with me: simon.trimborn@cityu.edu.hk

I am 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. 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.

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.

My current work is supported by two grants, namely:

  1. Early Career Scheme (ECS) of UGC HK. Network Structure Identification in Large-Scale Financial Systems, Status: PI. Duration: 09/2021 – 08/2024. Funding: 581,658 HKD.

  2. CityU Start-Up Grant. Textual Analysis in Digital Markets, Status: PI. Duration: 12/2020 – 11/2022. Funding: 400,000 HKD.

For more details, please see Research.

Due to the high interdisciplinary interest in crypto currency and blockchain research, I co-organized a seminar series at NUS as one of the two main organizers, CBS, which is supported by Singapore Management University and Singapore University of Social Sciences as well as the IBM Blockchain Research Center.

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. Given one of my research projects, CRIX - A CRyptocurrency IndeX, reached huge interest from a broad audience, we developed a website on which the index is updated on a 5 minute basis, thecrix.de . The R-package "IndexConstruction" is the underlying engine for the website. The CRIX project is an ongoing cooperation with CoinGecko.