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Position Title/Affiliation
Assistant Professor (Education)/LSE
Position Being Sought 2023
EFaB Treasurer
Candidate Statement 2023
I am honoured to be nominated for the role of treasurer for the EFaB section. It would be a great opportunity for me to support and contribute to the ongoing work of the EFaB section and the ISBA.
I am currently an assistant professor (Education) in the Department of Statistics at the LSE, and I am passionate about research. My research interests lie in financial modelling and forecasting. More specifically, I use Bayesian non and semiparametric methods for the construction of time series models for financial data. My most recent research project is on jointly modelling a finite collection of quantiles over time via a nonparametric Bayesian transformation model. MCMC methods are employed to illustrate the usefulness of the model in fitting and forecasting samples of asset returns. I have been working 8 years for LSE and during this time I have taught courses on stochastic simulation, Bayesian inference and statistical modelling among others.
If elected, I would be keen on working towards expanding and strengthening the international EFaB research network. I also think that it is very important to actively secure an inclusive and supportive network that promotes diversity. Moreover, I would work towards promoting the Bayesian way of thinking not only on an academic, but also, on an industrial level.
I am currently an assistant professor (Education) in the Department of Statistics at the LSE, and I am passionate about research. My research interests lie in financial modelling and forecasting. More specifically, I use Bayesian non and semiparametric methods for the construction of time series models for financial data. My most recent research project is on jointly modelling a finite collection of quantiles over time via a nonparametric Bayesian transformation model. MCMC methods are employed to illustrate the usefulness of the model in fitting and forecasting samples of asset returns. I have been working 8 years for LSE and during this time I have taught courses on stochastic simulation, Bayesian inference and statistical modelling among others.
If elected, I would be keen on working towards expanding and strengthening the international EFaB research network. I also think that it is very important to actively secure an inclusive and supportive network that promotes diversity. Moreover, I would work towards promoting the Bayesian way of thinking not only on an academic, but also, on an industrial level.