Research Interests
Causal inference, Microeconometrics, Machine Learning, Factor Models. New methods to combine powerful machine learning methods with causal inference are at the heart of my research. Currently, I investigate econometric theory around the discovery of multiple causal relations in large data sets, using flexible factor extraction methods.
Teaching
F540 Asset Management Classes
Supervisory Team
Supervisor
Dr Melvyn Weeks
Advisor
Professor Alexey Onatskiy
