My primary research interests are in statistical price modelling, forecasting, and risk management in financial markets. I am also interested in business applications of Statistics and Machine Learning. Cristin contains a list of my research results and activities. Ungated versions of my publications and working papers are available on my personal website.
My work experience includes both private sector and academia; I have worked as a Financial Analyst of Oslo Stock Exchange, a Research Fellow and a Teaching Assistant at the Norwegian University of Life Sciences, and a Postdoctoral Researcher in Statistics at KU Leuven.
Statistics, Machine Learning, Forecasting, Time Series Analysis, Financial Econometrics, Volatility Modelling, Risk Management, Hedging, Futures Markets, Commodity Markets, Salmon Market
Publikasjoner og prosjekter