Short Biography

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.

Research Interest:

Big Data Econometrics, Statistical Machine Learning, Deep Learning, Time Series Analysis, Forecasting, Financial Economics, Financial Network Analysis, Nonlinear Systems

News:

I am joining the Department of Economics at Virginia Tech as an Assistant Professor for the 2018/19 academic year.

 

Academic Positions

  • 2018 - present Assistant Professor

    Department of Economics
    Virginia Tech

  • 2012-2017 Graduate Teaching Assistant

    Department of Statistics
    London School of Economics