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:

Statistical and Causal Machine LearningHigh-Dimensional and Nonlinear EconometricsTime-Series ForecastingFinancial Networks and Systemic RiskLLMs and Agentic AIQuantum Machine Learning

Selected Research

2026
Double Machine Learning for Panel Data: Identification, Specification, and a Bank Regulation Effect
How do modeling choices affect estimates of the effects of U.S. bank deregulation? Read paper
2026
Learning Nonlinear Factor Models with Unknown Monotone Links from Incomplete and Noisy Data
Can we recover latent factors when observations are missing or noisy and the link function is unknown? Read paper
2026
RiskReason: A Benchmark for Verifiable Financial Risk Reasoning
Can language models track changing financial conditions and use their calculations to make sound risk decisions? Read paper
2026
Quantum Reservoir Computing for Realized Volatility Forecasting
How does quantum reservoir computing compare with econometric and machine learning models for forecasting realized volatility? Physical Review Research. Read article
2026
Trading on Emotion: Behavioral and Predictive Determinants of Algorithmic Trading Adoption
How do anxiety, joy, and trading experience relate to retail traders’ willingness to use algorithmic trading bots? Journal of Behavioral Finance. Read article

View all research

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