I am Bayes Fellow in Finance at Bayes Business School, University of London and obtained a PhD from the same institution. My research focuses on theoretical and applied econometrics, particularly high-dimensional factor models, forecasting, and high-frequency econometrics. I have worked extensively with large datasets, dimensionality reduction methods, linear and non-linear filtering techniques, as well as various other time-series methods.
PhD Financial Econometrics at Bayes Business School
Highlights
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Pinned Loading
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Factor-Selection
Factor-Selection PublicPython code to compute optimal number of factors for large datasets
Python
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SU_JBES
SU_JBES PublicFiles for Combining p-Values for Multivariate Predictive Ability Testing
MATLAB
41 contributions in the last year
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