I am a Ph.D. in Statistics (Time Series and Statistical Learning) at London School of Economics. I am also a research member of LSE Systemic Risk Centre. My research focuses on the intersection of statistics, machine learning, and big data analytics, with a particular interest in the high-dimensional nonlinear time series analysis and their applications in financial forecasting and identifying risk in highly interconnected financial networks.
Big Data Econometrics, Statistical Machine Learning, Deep Learning, Time Series Analysis, Forecasting, Financial Economics, Financial Network Analysis, Nonlinear Systems
I am joining the Department of Economics at Virginia Tech as an Assistant Professor for the 2018/19 academic year.
2018 - present Assistant Professor
Department of Economics
2012-2017 Graduate Teaching Assistant
Department of Statistics
London School of Economics