I am an Assistant Professor of Mathematical Economics at the Department of Mathematical Sciences, Aalborg University, and a data scientist working in econometrics and risk modeling. My research focuses on resampling methods for hypothesis testing, high-dimensional model selection, and data-driven tuning of nonparametric methods, with applications to financial and macroeconomic data. I also apply state-of-the-art econometric and machine learning techniques to the analysis of financial and macro-financial risk.
I hold a PhD in Econometrics from Birkbeck, University of London.