Welcome!

I am the Director of the Dataism Laboratory for Quantitative Finance (DLQF) and an Assistant Professor in the Department of Economics and the Computational Modeling and Data Analytics program at the College of Science, Virginia Tech.

My research lies at the intersection of statistical machine learning and big data econometrics, with a particular focus on high-dimensional nonlinear time-series analysis and its applications in macroeconomic and financial forecasting, quantitative finance, and the analysis of large financial networks. I earned my Ph.D. in Statistics in 2017 from the London School of Economics and Political Science.

In addition to my academic work, I occasionally consult for financial firms and governmental organizations on quantitative modeling, forecasting, and machine-learning applications. I have also worked in industry for several years as a trader and portfolio strategist, where I developed algorithmic trading strategies and financial analytics.

Research Interests:

Big Data EconometricsStatistical and Causal Machine LearningDeep and Reinforcement LearningNonlinear Time Series AnalysisForecastingComputational FinanceFinancial Networks & Systemic RiskMarket MicrostructurePortfolio and Execution ModelsQuantum Machine Learning for Finance

Recent Highlights:

2026
Quantum Reservoir Computing for Realized Volatility Forecasting
Published in Physical Review Research. Article
2026
Trading on Emotion: Behavioral and Predictive Determinants of Algorithmic Trading Adoption
Published in the Journal of Behavioral Finance. Article
2026
StochLOB: Heavy-Tailed Score Matching for Robust Limit Order Book Trend Prediction
Accepted for oral presentation at the NeurIPS 2026 Workshop on AI for Stochastic Dynamics (STODY). Workshop
2024
ADIA Lab Best Paper Award
Top-five finalist for “Modeling Systemic Risk: A Time-Varying Nonparametric Causal Inference Framework.”

Academic Positions

  • 2024 - present Director

    Dataism Laboratory for Quantitative Finance (DLQF)

  • 2018 - present Assistant Professor

    Department of Economics &
    Computational Modeling and Data Analytics
    Virginia Tech

  • 2012-2017 Instructor

    Department of Statistics
    London School of Economics

LSE  Virginia Tech Ali Habibnia