BIO
I am an econometrician specializing in Financial Econometrics, Forecasting and High-Dimensional
Statistics. My research exploits the recent developments in statistics and machine learning to
develop theoretical, empirical and methodological contributions to the areas of asset management,
macroeconomic forecasting and statistical learning.
Research area
Econometric Theory
Financial Econometrics
Graphical Models
Portfolio Optimization
Machine Learning
Forecasting