2-day longest streak
I am an Associate Professor at the School of Economics and Finance, Queen Mary University of London. Previously, I was an Assistant Professor at the Warwick Business School, University of…
I am an Associate Professor at the School of Economics and Finance, Queen Mary University of London. Previously, I was an Assistant Professor at the Warwick Business School, University of Warwick (that I joined in the Fall of 2014). I was awarded a Ph.D. by the Department of Finance at Bocconi University in Spring 2014. I have been a visiting economist at the Research Division of the Sveriges Riksbank and a visiting scholar at the McCombs School of Business at UT Austin in Texas, at the University "Ca' Foscari" of Venice in Italy, and at the Nova School of Business and Economics in Lisbon. My research interests span empirical asset pricing, financial econometrics, machine learning, and cryptocurrency markets.
My research has been presented at conferences organized by the American Economic Association (AEA), the American Finance Association (AFA), National Bureau of Economic Research (NBER), the Econometric Society, the European Finance Association (EFA), the Royal Economic Society (RES), the European Economic Association (EEA), the Society for Economic Dynamics (SED), the Society for Financial Econometrics (SoFiE), and the Society for Financial Studies (SFS). My main publications include The Review of Financial Studies, the Journal of Econometrics, the Journal of Business and Economic Statistics and the Journal of Banking and Finance.
I hope you find the material posted here useful.
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BayesianModelSelection
No description.
MATLAB ★ 33 3y agoExplain → -
ECOM151_2020
Big Data Applications in Finance module (MSc level)
MATLAB ★ 16 4y agoExplain → -
FinML
Repository for my course on financial machine learning (open source)
TeX ★ 11 25d agoExplain → -
paper-companion-jfqa-ipca
No description.
Python ★ 3 1mo agoExplain → -
t81_558_deep_learning ⑂
Washington University (in St. Louis) Course T81-558: Applications of Deep Neural Networks
★ 3 5y agoExplain → -
ECOM215
Course Material for ECOM215 Blockchain Economics and Digital Assets
TeX ★ 2 3mo agoExplain → -
WhitesPhD
Config files for my GitHub profile.
★ 1 2y agoExplain → -
CoinMarketCap_data_fetch
Codes and functions you can use to fetch historical and latest data from CoinMarketCap, subject to have an API key
Python ★ 1 2y agoExplain → -
SubstackMaterial
Collection of the companion materials to my substack posts
Python ★ 0 3mo agoExplain → -
Boguth_Kuehn_2013
No description.
Python ★ 0 1y agoExplain → -
JBF2022_Funds
No description.
MATLAB ★ 0 4y agoExplain → -
JFEC2019
No description.
MATLAB ★ 0 4y agoExplain → -
JBES_2017
Replication code
MATLAB ★ 0 4y agoExplain → -
JFEC_2017
Replication code
MATLAB ★ 0 4y agoExplain →
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