Posts

During the spring semester 2021 I designed a new course Advanced Empirical Finance: Topics and Data Science for the master students at KU. The course aims at providing a unified coding framework in R to tackle many (probably too many) common issues in empirical finance:

We are pleased to announce that the “Vienna–Copenhagen Conference on Financial Econometrics (VieCo)” takes place June 2-4, 2022 in Copenhagen. It is jointly organized by the Department of Economics of the University of Copenhagen and the Department of Statistics and Operations Research of the University of Vienna.

I regularly supervise empirical bachelor projects or master thesis in Finance on the following topics: Machine Learning Applications in Asset Pricing, Optimal Portfolio Choice problems or Microstructure of Decentralized Exchanges.

Bellman Equation outside of Finance. A short report on my first Kaggle Competition

A short series of posts on handling high-frequency data from Lobster and R

A short series of posts on handling high-frequency data from Lobster and R