Research
EM algorithm for high-dimensional dynamic matrix factor models, with Matteo Barigozzi.
Work in progress
Tail index random forest, with Marco Bee and Emanuele Taufer.
Work in progress
EM algorithm for high-dimensional dynamic matrix factor models, with Matteo Barigozzi.
Work in progress
Tail index random forest, with Marco Bee and Emanuele Taufer.
Work in progress