I am a Postdoctoral Researcher in the Department of Computer Science under Prof. Aki Vehtari at Aalto University. I have finished my PhD recently at Heriot-Watt University where my thesis has been nominated for the MacFarlane prize and voted best thesis within Social Sciences. My research focuses on developing novel econometric and statistical methods for safe modelling of big data in macroeconomics and finance. In particular, I combine modelling techniques from the machine learning and Bayesian statistics literature for interpretable and scalable time-series and quantile regression analysis. My work has been published in the International Journal of Forecasting, the Journal of the Royal Statistical Society and the Studies of Computational Intelligence as well as in working paper series of policy institutions such as the Bank of England and the National Institute of Economic and Social Research.
My research interests cover broadly Bayesian Statistics and their application in social science research. I’ve had the opportunity of applying my work as a PhD researcher at the Bank of England (Current Economic Conditions Division).
I am a reviewer for several journals including International Journal of Forecasting, Electronic Journal of Statistics and Statistica Sinica, among many more.