I am an Associate Professor at Department of Economics and Business Economics, Aarhus University. In addition, I am a Research Fellow at CREATES and Danish Finance Institute. My research interests are
(1) Financial econometrics, in particular realized measures using high frequency data.
(2) Machine learning in economics, in particular supervised machine learning and reinforcement learning.
(3) Microeconometrics, in particular treatment effects and their assignments.
(4) Finance, in particular continuous time finance, term structure models, and option pricing.
During my PhD studies, I worked within the research fields of mathematical finance and stochastic analysis.