I am an experienced applied economist and data scientist. I enjoy solving challenging problems using data visualization, statistical analysis, machine learning, optimization, and prediction methods. I have an interdisciplinary background and have worked in education, technical support and financial service fields.
Responsibilities include:
Implements model averaging to improve the performance total credit gap as a predictor of financial crises. The model uses quarterly panel data of 50 years across 40 countries. The methods used are Bayesian model average, partial Area under the ROC curve (pAUC), index synthesizing, n-fold cross-validation, and policy function optimization.