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.
- Bayesian shrinkage/regularisation
- Predictive regressions
- Financial econometrics
- Time-series forecasting
Bayesian Shrinkage Priors for Financial Time Series Analysis
Principal Supervisor: Dr Maria Kalli