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.