About me

As the title reads, a tiny bit about me (since you are here already..). I work as a quantitative analyst for a large pension fund.

I studied (study) Economics (BA), Applied Statistics (MSc) and Econometrics (Ph.D).

My interests: Applied Forecasting; Time Series Analysis; Dimension Reduction and Shrinkage Techniques; Statistics for high dimensional data (P-Values with many regressors); Factor Models; Forecasts Combination; more.

My favorite econometrician is Dick van Dijk followed by a close second Bruce Hansen. My favorite statistician is Bradley Efron followed by a close second Peter Bühlmann. My favorite open-source pioneer is Hadley Wickham followed by a close second Rob Hyndman. Finally, my favorite middle-shelf whiskey is Talisker 10, my favorite top-shelf whiskey is Macallan 18.