Associate professor in business analytics.
Previously postdoc in statistics, PhD in economics, MSc and BSc in statistics.
Work experience in finance.
Interests: time series analysis, forecasting, volatility modelling, risk management; casually also macroeconomics and economic policy.
Member for 4 years, 3 months
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Last seen Nov 7 '18 at 9:56
Top Network Posts
- 35 Is 50% 100% higher than 25% or is it 25% higher than 25%?
- 29 Is an overfitted model necessarily useless?
- 27 Testing for autocorrelation: Ljung-Box versus Breusch-Godfrey
- 23 Properties of PCA for dependent observations
- 21 Correlation between OLS estimators for intercept and slope
- 18 Interpretation of mean absolute scaled error (MASE)
- 18 Paradox in model selection (AIC, BIC, to explain or to predict?)
- View more network posts →
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