Welcome!

I am an Assistant Professor in the Department of Economics and the Computational Modeling and Data Analytics, College of Science, Virginia Tech.  

My research focuses on the intersection of statistical machine learning and big data econometrics, with a particular interest in high-dimensional nonlinear time-series analysis and their applications in macroeconomic/financial forecasting and estimation of big financial networks.  I received my Ph.D. (2017) from the London School of Economics and Political Science, Department of Statistics.

I also work occasionally as a consultant for financial firms and governmental organizations for all businesses related to pattern recognition and knowledge discovery, especially computer modeling and forecasting. I have been in the industry for a few years, working as a trader and portfolio strategist and developing different algorithmic trading strategies.

Research Interest:

Big Data Econometrics, Statistical Machine Learning, Deep Learning, Nonlinear Econometric Analysis, Forecasting, Computational Finance, Network Analysis, Nonlinear Systems, Hyperparameter Optimization

News:

• 2022/05/03 – Ali Habibnia received the PPE Research Fellowship award from the Kellogg Center for Philosophy, Politics, and Economics for the History and New Trends of Measuring Dependence: From Bayes, Galton, and Pearson to the 21^st Century.
• 2021/04/26 – Ali Habibnia, Russell J. Hewett, and Dawson Miller (VT Mathematics) received an award from the Virginia Tech College of Science’s Lay Nam Chang Dean’s Discovery Fund for Deep Learning for Non-linear Common-factor Modeling and Forecasting in Economics.
• I will be presenting  “Adaptable and Automated Shrinkage Estimation of Neural Networks (AAShNet)” at Stanford Institute for Theoretical Economics – Asset Pricing Theory and Computation Summer Workshop, 18 August 2019 | USA
• I will be presenting  “Financial Time-Series Analysis: A Deep Learning Approach” at MATLAB Computational Finance Conference 2018, 24 May | London, UK
• Join us for the 2^nd Big Data Economics Summer School, 5-8 August 2018 | Tehran, Iran