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 Francesco Audrino at the Chair of Statistics, I work on Applied Econometrics and Machine Learning in finance and economics. From March to August 2026, I am visiting the Department of Economics and Business Economics at Aarhus University, hosted by Bezirgen Veliyev.
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 forecasting for portfolio selection.
- Networks of retail investors. (SNF grant)
- Data-driven interpretable Machine Learning using Symbolic Regression. Conference paper discussing model selection consistency of Symbolic Regression.
- “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!