Simon Trimborn

University of Amsterdam - Amsterdam School of Economics (ASE)

Roetersstraat 11

Amsterdam, North Holland 1018 WB

Netherlands

University of Amsterdam - CeNDEF

Roetersstraat 11

Amsterdam, NL-1018WB

Netherlands

  • University of Amsterdam - Amsterdam School of Economics (ASE)

  • University of Amsterdam - CeNDEF

SCHOLARLY PAPERS

14

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7,639

TOTAL CITATIONS
Rank 13,221

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Top 13,221

in Total Papers Citations

109

Scholarly Papers (14)

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1.

Investing with Cryptocurrencies – evaluating their potential for portfolio allocation strategies

Quantitative Finance (2021): 1-29.
Number of pages: 64 Posted: 07 Nov 2018 Last Revised: 28 Sep 2021
Alla Petukhina, Simon Trimborn, Wolfgang Karl Härdle and Hermann Elendner
University of Applied Sciences for Engineering and Economics (HTW Berlin), School of Computing, Communication and Business, University of Amsterdam - Amsterdam School of Economics (ASE), Blockchain Research Center Humboldt-Universität zu Berlin and Austrian Blockchain Center (ABC Research)
Downloads 1,737 (21,893)
Citation 34

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Cryptocurrency, CRIX, Investments, Portfolio Management, Asset Classes, Blockchain, Bitcoin, Altcoins, DLT

2.

Investing with Cryptocurrencies - A Liquidity Constrained Investment Approach

Published version: Trimborn, S., Li, M. and W. K. Härdle (2019) "Investing with Cryptocurrencies—a Liquidity Constrained Investment Approach" Journal of Financial Econometrics, doi.org/10.1093/jjfinec/nbz016
Number of pages: 37 Posted: 19 Jul 2017 Last Revised: 12 Jul 2019
Simon Trimborn, Mingyang Li and Wolfgang Karl Härdle
University of Amsterdam - Amsterdam School of Economics (ASE), Sun Yat-sen University (SYSU) - International School of Business and Finance (ISBE) and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 1,468 (28,240)
Citation 14

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Crypto-Currency, CRIX, Portfolio Investment, Asset Classes, Blockchain

3.

VCRIX - A Volatility Index for Crypto-Currencies

Number of pages: 39 Posted: 13 Nov 2019 Last Revised: 27 Aug 2021
Alisa Kim, Simon Trimborn and Wolfgang Karl Härdle
Humboldt University of Berlin, University of Amsterdam - Amsterdam School of Economics (ASE) and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 1,028 (47,384)
Citation 22

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index construction, volatility, crypto-currency, VCRIX

4.

CRIX an Index for Blockchain Based Currencies

Permanent Discussion paper. Revised and Published version: Trimborn, S. and W.K. Härdle (2018) "CRIX an Index for Cryptocurrencies" Journal of Empirical Finance, Volume 49, 2018, Pages 107-122, ISSN 0927-5398, Doi.org/10.1016/j.jempfin.2018.08.004.
Number of pages: 27 Posted: 27 Jun 2016 Last Revised: 10 Jul 2019
Simon Trimborn and Wolfgang Karl Härdle
University of Amsterdam - Amsterdam School of Economics (ASE) and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 938 (53,849)
Citation 26

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Index construction, model selection, AIC, bitcoin, cryptocurrency, CRIX

5.

Discover Regional and Size Effects in Global Bitcoin Blockchain via Sparse-Group Network AutoRegressive Modeling

Number of pages: 38 Posted: 26 Sep 2018 Last Revised: 16 Feb 2021
Simon Trimborn, Ying Chen and Jiejie Zhang
University of Amsterdam - Amsterdam School of Economics (ASE), National University of Singapore and National University of Singapore (NUS) - Department of Statistics and Applied Probability
Downloads 419 (150,302)
Citation 4

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Bitcoin Blockchain, Network Dynamics, Two-Layer Sparsity

6.

gofCopula: Goodness-of-Fit Tests for Copulae

Number of pages: 43 Posted: 20 Apr 2020 Last Revised: 28 Apr 2021
Ostap Okhrin, Simon Trimborn and Martin Waltz
Humboldt University of Berlin - School of Business and Economics, University of Amsterdam - Amsterdam School of Economics (ASE) and Dresden University of Technology
Downloads 375 (170,145)

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Goodness-of-Fit tests, copula, R-package

7.

Informative Effects of Expert Sentiment on the Return Predictability of Cryptocurrency

Number of pages: 81 Posted: 28 Apr 2021 Last Revised: 04 Aug 2021
Simon Trimborn and Yang Li
University of Amsterdam - Amsterdam School of Economics (ASE) and affiliation not provided to SSRN
Downloads 319 (202,954)
Citation 3

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Cryptocurrency experts, sentiment analysis, topic modeling, sentiment based price discovery

8.

CRIX or Evaluating Blockchain Based Currencies

Oberwolfach Report No. 42/2015 „The Mathematics and Statistics of Quantitative Risk“ DOI: 10.4171/OWR/2015/42
Number of pages: 9 Posted: 05 Jan 2017 Last Revised: 18 Apr 2021
Simon Trimborn and Wolfgang Karl Härdle
University of Amsterdam - Amsterdam School of Economics (ASE) and Blockchain Research Center Humboldt-Universität zu Berlin
Downloads 260 (251,407)
Citation 5

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Index construction, CRIX, risk analysis, bitcoin, cryptocurrency

9.

Influential assets in Large-Scale Vector AutoRegressive Models

Number of pages: 78 Posted: 04 Dec 2023 Last Revised: 19 Dec 2024
Kexin Zhang and Simon Trimborn
City University of Hong Kong (CityU) and University of Amsterdam - Amsterdam School of Economics (ASE)
Downloads 243 (268,975)

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High-Dimensions, Forecasting, Dimension Reduction, Influencer Structure, Bellwether

10.

TriSNAR: A Three-Layer Sparse Estimator for Large-Scale Network AutoRegressive Models

Number of pages: 57 Posted: 06 May 2020
Simon Trimborn, Ying Chen and Ray-Bing Chen
University of Amsterdam - Amsterdam School of Economics (ASE), National University of Singapore and National Cheng Kung University
Downloads 226 (288,670)
Citation 1

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High-Dimensions, Dimension Reduction, Structure Detection, Network Analysis, Bitcoin Exchanges

11.

Influencers, Inefficiency and Fraud – The Bitcoin Price Discovery Network Under the Microscope

Number of pages: 65 Posted: 25 Apr 2022 Last Revised: 13 Jul 2023
Simon Trimborn, Ying Chen and Ray-Bing Chen
University of Amsterdam - Amsterdam School of Economics (ASE), National University of Singapore and National Cheng Kung University
Downloads 199 (325,565)

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Influencer Identification, Blockchain Network Analysis, Market Efficiency, Structure Detection, Bitcoin Exchanges

12.

Reddit Users Unleashed - Understanding User Behaviour and Their Impact on Meme Stocks

Number of pages: 36 Posted: 01 Aug 2024 Last Revised: 08 Apr 2025
Simon Trimborn and Inez Zwetsloot
University of Amsterdam - Amsterdam School of Economics (ASE) and affiliation not provided to SSRN
Downloads 151 (415,445)

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Social Network Market Impact, Social Network Modelling, Network dynamics, Wallstreetbets, Changepoint detection, meme stocks

13.

Blockchain Meets Network Analytics: A Tale of Heuristics, Location and Fraud Detection

Number of pages: 24 Posted: 05 May 2022 Last Revised: 09 Dec 2022
Simon Trimborn and Le Yu
University of Amsterdam - Amsterdam School of Economics (ASE) and affiliation not provided to SSRN
Downloads 148 (422,145)

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Network Analytics, Transaction Analysis, Location Identification, Price Investigation

14.

Influencer Detection meets Network AutoRegression – Influential Regions in the Bitcoin Blockchain

Number of pages: 75 Posted: 11 Oct 2022
Simon Trimborn, Hanqiu Peng and Ying Chen
University of Amsterdam - Amsterdam School of Economics (ASE), National University of Singapore (NUS) and National University of Singapore
Downloads 128 (474,305)

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Bitcoin Blockchain, Network Dynamics, Two-Layer sparsity