Short Research Description
My research focuses on using advanced econometric and machine learning techniques for modeling business decisions and risk management. I am particularly interested in explainable machine learning, which allows for understanding and interpreting predictive models in a business context.JEL Codes
Research Interests
Applied Econometrics
Banking Sector
Bootstrap
Business Applications
Credit Risk of Enterprises
Discrete Choice Modeling
Econometrics
Forecasting
Machine Learning
Monte Carlo
Quantitative Finance
Risk Management
Risk Management Methods
Statistical Learning Methods
Time Series Models