About me

I am a Research Fellow at the F.R.S.-FNRS (Belgian National Science Foundation), Université catholique de Louvain, and Louvain Finance (LFIN) research center.

Broadly, my research interests are financial econometrics and high-dimensional statistics, both from theoretical and applied perspectives. Specifically, I am interested in developing high-dimensional regression methods in the context of Mixed Data Sampling (MIDAS) models and applying developed techniques to financial data.

You can find my full CV here.