I am a Professor of Financial Econometrics at Brandeis School of Business and Economics. My research spans time-series econometrics, Bayesian methods, and machine learning, with applications to macroeconomic forecasting, asset allocation, and financial markets. Recent work explores large language models and deep learning for economic prediction, high-frequency firm-level data for monitoring macroeconomic risk, and novel Bayesian frameworks for count and mixed-frequency time series.

My work has been published in leading journals including the Journal of Finance, the Journal of Financial Economics, Management Science, Review of Economic Studies, and the Journal of Econometrics.

At Brandeis, I teach econometrics across undergraduate, master’s, and PhD programs, where I emphasize empirical applications and computational methods. I also serve as an Associate Editor for the Journal of Financial Econometrics.

Prior to joining Brandeis, I worked in the antitrust practice of the litigation consulting firm Bates White LLC in San Diego, CA. I earned my Ph.D. in Economics from Bocconi University.

Contact information:

Brandeis University
School of Business and Economics
415 South Street, Mailstop 032
Waltham, MA 02453-2728
Phone: +1 (781) 736 2834
Fax: +1 (781) 736 2269

Email, Google-Scholar, IDEAS, SRRN, and Linkedin pages are available through the links in top right of this page.

My full CV is available here.