I am Bayes Fellow in Finance at Bayes Business School, University of London and obtained a PhD from the same institution. My research focuses on theoretical and applied econometrics, particularly high-dimensional factor models, forecasting, and high-frequency econometrics. I have worked extensively with large datasets, dimensionality reduction methods, linear and non-linear filtering techniques, as well as various other time-series methods.
larsspreng Goto Github PK
Name: Lars Spreng
Type: User
Bio: PhD Financial Econometrics at Bayes Business School
Blog: larsspreng.github.io