Biography
Carl transferred to King's College London in September 2022 having studied while teaching undergraduate and masters courses in areas such as Finance, Economics and Statistics. Carl’s research focuses on Bayesian shrinkage methods used on predictive regressions in financial time-series. In particular, he is interested in global-local shrinkage in both the static and dynamic settings.
Research interests
- Bayesian shrinkage/regularisation
- Predictive regressions
- Financial econometrics
- Time-series forecasting
Thesis title
Bayesian Shrinkage Priors for Financial Time Series Analysis
PhD supervision
Principal Supervisor: Dr Maria Kalli
Research
Statistics
The group has research strengths in the design and analysis of experiments, time series and Markov chain Monte Carlo and sequential Monte Carlo methods.
Research
Statistics
The group has research strengths in the design and analysis of experiments, time series and Markov chain Monte Carlo and sequential Monte Carlo methods.