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 the 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 business 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 I developed 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:

• I will present  “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 present  “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