教授简介：
Wolfgang Karl Härdle是德国汉堡大学经济管理学院教授，计量与统计研究所所长，著名计量经济学家和统计学家，研究领域为半参数和非参数计量经济学（Semi parametric and nonparametric econometrics）、金融市场统计建模（statistical modelling in financial markets）、计算机辅助统计（computer-aided statistics）等。现任Journal of the American Statistical Association, Econometric Theory等期刊编委，在Econometrics, Journal of Econometrics, Journal of the American Statistical Association, Econometric Theory, Journal of the Royal Statistical Society, Financial Econometrics, Journal of Time Series Analysis等学术期刊发表大量学术论文。
采访问题：
Q1：You have focused your research ondiscrete choice models, statistical modelling of financial markets and computer-aided statistics, how did you choose your research direction? Why would you be interested in that?
提问1：您致力于研究离散选择模型，金融市场统计模型和计算机辅助统计，请问您是如何选定自己的研究方向的？
Wolfgang：Research directions are often a question of the necessity of the society and your own skills and of course also on the bachelor taking environment which you are educated which you are working，and you mentioneddiscrete choice models, which I think is remarkable. Discrete choice models are models in economic like do I take a certain bus line, do I take a certain job,
Do I take a certain refrigerator. These are questions are called discrete choice models. In fact，being a mathematic training，I find it very exciting that things I called discrete choice models in biology or biology statistics I called the respond models .in mathematics statistic，they are called exactly the same mathematic cord, the research directions come by the proper foundation in mathematic that allows them to apply different fields of applications. Of course, in doing so, you
Need to have similar connection between applicability and theory. And the same connection that you mentioned guaranteed by computer-aid statistic, it can be anything that narrows the gap between pure theory and data analysis. And how do I find those such directions, people come to my office and say they have that problem and or bankers come and say can you help us with data that way, I think about it and it is interesting. Tomorrow I will be going to SuZhou, “SuDa” ,and I will be giving a talk in the afternoon on prizing green financial product. You know China is on the way to become a green country. And the talk I give tomorrow is about prizing energy. This came from the necessity of renewable energy statistics、renewable energy data analysis，which is an economical problem，a statistic problem，and of course also a computer problem. So I think the rule of this solid proved training in my case mathematic and different fields of applications that are interesting enough.
Wolfgang教授：研究方向通常取决于社会需求问题和自己的能力，当然本科的环境也是很重要的，还有你受过的教育还有你的工作。你提到的离散选择模型,我认为值得关注。离散选择模型是一种经济模型，比如我如何乘公交线路，我是否接受某项工作，我如何选择一个冰箱。这些问题被称为离散选择模型。事实上,作为一个数学训练,我发现它是一件非常激动人心的事情。我称为离散选择模型在生物或生物统计我叫响应模型。在数学统计上,他们的称呼完全相同,让他们应用不同领域的应用。当然，你是这样做的话需要在适用性和理论之间建立联系。你提到的与计算机辅助统计数据相同的联系，它可以是任何缩小纯理论和数据分析之间差距的东西。我如何找到这些方向，人们来到我的办公室，说他们有这个问题，或者银行家来，说你能帮我们处理数据吗，我想，这将会是很有趣的。明天我将去苏州，苏大，我将在下午做一个关于绿色金融产品的讲座。你知道中国正在成为一个绿色的国家。我明天要讲的是评估能量。这个源自于可再生能源统计的必要性,可再生能源数据分析,这是一个经济问题,一个统计的问题,当然也是一个计算机问题。所以我认为这一事实证明了在我的案例数学和不同的应用领域的训练是非常有趣的。
Q2：We’ve learnt that you have worked on the modelling of implied volatilities and the statistical analysis of financial risk, so far how’s the research going?
提问2：您现在正在进行隐含波动率的建模和财务风险的统计分析，能和我们分享一下您的研究进展吗？
Wolfgang：Yes I have worked indeed on implied volatilities, implied volatilities is a number that you can infer from a formula to understand the function of financial markets over time and space, in this case is over different preference of investors, this is still a very important topic. One of the papers I had in my college Hamburg University is on the implied volatility or the implied market price. For example , weather, snow in NewYork city airport would create a big loss for the airline and for the airport as well. And this loss can be ensured by so called weather derivaters. What the investor is implying when buying this kind of product or selling this kind of product. Still a very hot topic, so I’m working more on test mining sentiment damics, and deep learning networks ,I have works studying into critical currencies we have conferences in coming. I invite you to my conference I am organizing in Xiamen University on digital economy and decision analytics.
Wolfgang教授：是的，我确实研究过隐含波动率，通过隐含波动率是你可以从公式推断出金融市场在时间和空间上的作用，在这个例子中是投资者的不同偏好，这仍然是一个非常重要的话题。我在汉堡大学的一篇论文是关于隐含波动率或隐含的市场价格。例如，天气，纽约机场的降雪会给航空公司和机场造成巨大损失，这种损失可以通过所谓的天气衍生品来确定。投资者在购买这种产品或销售这种产品时暗示了什么，仍然是一个非常热门的话题，所以我在测试挖掘情绪和深度学习网络方面做得更多。我也邀请你们参加我在厦门大学的数字经济和决策分析会议。
Q3: YI have an interest about your book. I know that you are working your famous book ‘Applied nonparametric regression’ .It aroused widespread discussions. Could you talk about your working process about this book and research?
提问3：我对你的书很感兴趣。我知道你正在写你的著名的“应用非参数回归”这本书。它引起了广泛的讨论。你能谈谈你关于这本书的研究过程吗?
Wolfgang：This book is very old now. It is about 30 years old. In fact, the interest and wide discussion aroused the fact because it destroyed a little bit the classical thinking in the economics and mathematics. Particularly because it challenged the economic theory it have been put forward in the 1980s by data analysis. By data analysis you will have great more data. It has changed new theories in the game theory, experimental economics and journal economics. It has aroused great discussions. It is great because it changed paradigms and logical paradigms since this book. Last week our IETG international research training group with Xiamen University which has joined graduated group in Xiamen University has been renewed and one of the reviewers called me ‘the father of nonparametric’. I was lucky to make this move form bio statistic to economics. But particular and be able to profit with my solid mathematical training.
Wolfgang教授：这本书现在很老了。它大约有30年的历史。事实上，引起了广泛的兴趣和讨论是因为在一定程度上打破了传统的关于经济学和数学的理论思维。尤其是它通过数据分析挑战了80年代左右提出的经济理论。通过数据分析，你会得到更多的数据。它改变了博弈论、实验经济学和期刊经济学的新理论。这引起了很大的讨论。这本书很棒，因为这本书改变了范式和逻辑范式。上周，厦门大学的IETG国际研究培训小组与厦门大学的毕业小组一起被重建，其中一名采访者称我为“非参数之父”。我很幸运地把这个从生物统计学的角度转向经济学。特别的，还可以通过扎实的数学训练来获利。
Q4：Since February 14, 2014, you have been a member of the IRI THESys. Could you share some interesting experiences about your work there?
提问4：IRI THESys研究土地等资源使用、城市化进程等背景下的全球可持续性问题。当前中国正面临着环境和经济发展的剧烈冲突。您如何看待中国当前所面临的问题？
Wolfgang：In fact, yes , I mean I remember theIRI THESys，this is one of the three researches centers of our university，and a lot of statistics problem occurring，for example water flooding. But there are also migration and demographics problems. I had a student works on demographic development of china. If you look at the mortality curve of China and Japan，you will find a roughly gap about 17~18 years. Of course it’s a problem but China is catching up in the mortality curve to increase hospital quality to increase the lifetime，but it’s a long way to go，it’s not easy to transform a country of that size，of that long term culture within a few years to a modern industrial country like many European countries or Japan，but it will happen，and I will be happy to assist in this way to statistics ability in china as well. I visit china frequently，I will go to German in a week and come back to Xiamen for the conference I mentioned.
Wolfgang教授：事实上,是的,我记得IRI THESys，这是我们大学的三个研究中心之一,内容包括大量的统计问题,例如洪水，移民和人口问题。我有一个学生在研究中国人口发展。如果你看中国和日本的死亡率曲线,你会发现差距约为17 ~ 18年。当然，这是一个问题，但中国正在追赶死亡率曲线，以提高医院的质量，提高寿命,但还有很长一段路要走。一个像中国这种规模的国家,拥有长期的文化，不容易转型，很难在几年之内转型成为一个现代工业国家像许多欧洲国家和日本,但它会发生,我将很高兴以这种方式帮助提高中国统计数据的能力。我经常访问中国,我将去德国的一个星期,回到厦门参加我之前提到的这个会议。
提问5：您曾经几次拜访中国？
Q5：How many times have you visited China？
Wolfgang：So often that I have to change my passport. So I guess maybe 20-25 times in china. I was 4 times in Taiwan last year, 3 times in china, this is my second time now, in two weeks it’s my third time, and maybe fourth time in around Chrismas.
Wolfgang教授：我来中国实在是太多次了以至于我不得不换护照哈哈，我猜大概有20到25次吧，我去年去了四次台湾，来了三次中国大陆，这次来中国是今年的第二次了，两周以后还会迎来第三次，大概在圣诞节的时候。
Q6 What impress you the most about China and about fudan?
提问6：你最喜欢中国和复旦哪里呢？
Wolfgang：Okay, I have to say it would be too general to say something about fudan, it’s very important to say. I give all those courses here in economic school. And what I have to say is all these were smoothly organized, I am very satisfied about the culture and eagerness of the students to achieve new knowledge platform and follow new ideas. So the students are very motivated, but of course sometimes the students are not critical enough, so I would like to have more questions from time to time. It happens everywhere.
Wolfgang教授：好吧，我不得不说如果让我这么评价复旦的话有些太笼统了，这一点很重要。我在经济学校里教授了那么多课程。我想说的是，所有这些都是有序安排并且顺利进行的，我很满意学生们对新知识、新思路、新平台的渴望。学生们都很有动力，当然有时候学生的思维不够具有批判性，所以我会时不时多问些问题。当然了，这种现象到处都在发生。
Q7：What expectations do you have on those students taking your course? Would you like to provide some suggestions for them to work better in econometrics?
提问7：请问您对经院的学生上这一门课有什么期望吗？您对学生未来从事计量经济学研究有哪些建议呢？
Wolfgang：Open your mind, open your heard for new ideas, before be critical look at data, that is very important, theory alone can not last, it always have to be proved by real data and analysis. Try out theories with concrete data. So I’m sure there is a Bloomberg terminal maybe not in here, maybe in school of business. Students can use this Bloomberg terminal to try out calculate the implied volatility surfaces, this is part of Bloomberg offers also of Bloomberg channels, I’m sure this way you can make the students ready for financial market challenges. The financial market is not open in china yet, but it will come and slowly come to a convergence, and this convergence I would love to assist as I said before.
Wolfgang教授：打开你的思想，迎接新想法，在批判性地审视数据之前，这是非常重要的。理论是不能持久的，它总是要用真实的数据和分析来证明。用具体的数据试试理论。所以我肯定有一个彭博终端可能不在这里，也许在商学院。学生们可以用这个彭博终端来计算隐含波动的表面，这是彭博社的一部分，也提供彭博频道，我相信通过这种方式你可以让学生为金融市场的挑战做好准备。金融市场在中国还没有开放，但它会慢慢地形成一种趋同，这一趋同，我也愿意像我之前说的那样去帮助它。
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