Short Research Description
I specialize in quantitative finance and the analysis and modeling of financial risk. I use advanced econometric methods and machine learning techniques to study the dynamics of financial markets and in designing and testing algorithmic investment strategies.Research Interests
Applied Econometrics
Bayesian Econometrics
Decision Making under Risk
Ecological Economics
Econometrics
Environmental and Resource Economics
Financial Economics
Financial Instruments
Financial Markets
Financial Risk
Financial Simulations
Forecasting
Forecasting Methods and Simulations
Longitudinal Data Modeling Methods
Machine Learning
Monte Carlo
Panel Data Models
Quantitative Finance
Risk Management
Risk Management Methods
Simulation Modeling
Software
SQL
Statistical Learning Methods
Time Series Models
Transaction Systems in Financial Markets
Keywords
Algorithmic Investment Strategies
Machine Learning
Quantitative Finance
Time Series Analysis
Volatility Modeling