I am a Ph.D. in Statistics (Time Series and Statistical Learning) at London School of Economics. I am also a research member of LSE Systemic Risk Centre. My research focuses on the intersection of statistics, machine learning, and big data analytics, with a particular interest in the high-dimensional nonlinear time series analysis and their applications in financial forecasting and identifying risk in highly interconnected financial networks.
Big Data Econometrics
Statistical Machine Learning & Deep Learning
Risk Analysis and Forecasting
Financial Networks & Systemic Risk