Advanced Analytics
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Large-scale optimization for difficult and ill-conditioned real-life problems with emphasis on robustness under ambiguity.
Efficient Dynamic Programming and Recursive Learning, Robust Control and Bayesian Learning.
Creating and implementing new tailored solutions for your problems.
Machine learning as a philosophy, not just a set of tools. Creating innovative approaches that generalize well.
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Semi-structural and structural projection and simulation models, multi-country models, and near-term forecasting machine learning models.
Macro-financial models for valuation of equities and fixed income. Exploiting non-ergodicity, behavioral biases, and stochastic models
Residential and commercial house prices analysis and valuation.
