Data Scientist | Economist | Statistician
I am a PhD student at the University of Cambridge and the The Alan Turing Institute, the UK’s national institute for data science and artificial intelligence. I am also a member of the Data and Statistics Group in the Statistics Department at the University of Warwick.
I work with:
- Vasco M. Carvalho (Economics, Cambridge; supervisor)
- Mingli Chen (Economics, Warwick; Turing advisor)
- Mirko Draca (Economics, Warwick).
- Chenlei Leng (Statistics, Warwick; Turing advisor)
- Andrew Preston (Economics, UCL)
- Christopher Rauh (Economics, Cambridge; advisor).
Before studying for my PhD, I obtained an MSc in Statistics from the London School of Economics and Political Science (LSE), an MSc in Economics from the University of Bonn and a BSc in Economics from the University of Muenster. During my studies, I spent one semester at Aix-Marseille University.
My research lies at the intersection of economics, machine learning, and statistics.
- “News Entropy” with Andrew Preston [SSRN] [INET].
- “Exploration and Exploitation in US Technological Change” with Vasco M. Carvalho and Mirko Draca [SSRN].
- “Endogenous Technology Space” [SSRN].
Work in Progress:
- “Kernel Quantile Graphical Models” with Mingli Chen and Wenkai Xu.
- “Endogenous Technology Space” at the Cambridge-UCL Applied Micro PhD Seminar, June 2021.
- “News Entropy” at the Economics and Data Science Seminar, University of Zurich, March 2021.
- “Exploration and Exploitation in US Corporate Research” at the Monash-Warwick-Zurich Text-as-Data Conference (Q&A Session), February 2021.
- “News Entropy” at the UCLA-Warwick Machine Learning Seminar, November 2020.
- “Exploration and Exploitation in US Corporate Research” at the Applied Micro Seminar at University of Cambridge, November 2020.
- “Exploration and Exploitation in US Corporate Research” at the Turing Research Showcase at The Alan Turing Institute 2020.
- “Exploration and Exploitation in US Corporate Science” at the Machine Learning for Economics workshop at the Barcelona Graduate School of Economics Summer Forum 2019 [pdf].
Links to some projects I have worked on in the past:
- Log-Transform Kernel Estimator Applied to Income Data
- Bandwidth Selection for Kernel Density Estimation
- Macroeconomic Effects of Financial Shocks
- Parallel Monte Carlo Cross Validation in Jupyter