I currently work for a large pension fund manager in The Netherlands.

I studied 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; and more. There is a lot of jargon going around regarding machine learning and data science, I personally think all of those terms fall under one category: modern statistics.

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. In my blog, you can read about topics I think I want to know more about, or topics I feel there is something to be said about, not easily found elsewhere.