Economics, Finance and Business

Theme Overview

This theme is concerned with the application of statistical, econometric and machine learning methods to problems arising in economics, finance and business.

Theme Members

• Niloufar Abourashchi
• Gianluca Baio
• Alex Beskos
• Petros Dellaportas
• Jim Griffin (Theme Lead)
• Nuru Giritli
• Serge Guillas
• Sebastian Maier
• Ioanna Manolopoulou
• Giampiero Marra

Current and Recent Externally Funded Projects

• Bayesian computations for Value of Information measures using Gaussian processes, INLA and Moment Matching, PI: Baio
• Bayesian non-parametric modelling to understand product competition, PI: Manolopoulou
• Detecting Anomalies in Networks: The Case of VAT (Turing HSBC Economic Data Science Project), PI: Dellaportas
• Forecasting with Large Macroeconomic and Financial datasets in the Presence of Structural change (Turing HSBC Economic Data Science Project, PI: Dellaportas
• Hawkes processes to model slow-moving goods, PI: Manolopoulou
• Health economic evaluation of HPV vaccination, PI: Baio
• The regression discontinuity design in epidemiology, PI: Baio
• Topic models for market baskets, PI: Manolopoulou