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 problems in Economics and Finance.
I am enthusiastic about enriching the Machine Learning toolbox for Economists, and I apply Machine Learning to extract economically relevant information from novel data sources.
Currently, I work on the following topics:
- Working paper: “LongFinBERT: A Language Model for Very Long Financial Documents” (joint with Minh Tri Phan)
- Financial Sentiment from Social Media Images
- Networks of Retail Investors
- Data-driven interpretable AI for Economics and Finance
If you are interested in me or my work, get in contact and we can have a chat!