About me
Hello it’s me, Erik!
I am an Econometrics Ph.D. candidate in the Graduate Programme in Economics and Finance at the University of St. Gallen. Under the supervision of Prof. Dr. Francesco Audrino at the Chair of Statistics, I work on Applied Econometrics and Machine Learning in finance and economics.
I am enthusiastic about building modern Machine Learning tools for empirical finance and economics, and apply them to extract economically meaningful signals from new data sources.
Current projects
- Utility-optimal portfolio selection.
- Networks of retail investors. (SNF grant)
- Data-driven interpretable Machine Learning using Symbolic Regression. Short overview of model selection consistency of Symbolic regression: Conference paper.
- Working paper: “Read Them All at Once - Efficient Language Modeling for Very Long Financial Documents” (with Minh Tri Phan).
If you are interested in my work, get in touch and we can have a chat!