Welcome! I am a PhD candidate in Economics at the Universität Mannheim, Germany.
I am fortunate to be advised by Carsten Trenkler.
My research interests include financial econometrics, network science, machine learning,
time series, empirical Bayes, and panel data.
I am on the 2026/2027 job market.
Job Market Paper
ML-Assisted Empirical Bayes Estimation for Group Regression on Network Data
[Available upon Request]
We introduce a network two-way fixed effect regression with group structure. We propose a group prior for
unobserved heterogeneity. While the OLS estimator exists under this model, it can perform poorly when the
bipaetite network is sparse and with group structure. We therefore develop a machine-learning-assisted
empirical Bayes estimation framework that combines a structural causal model with a Bayesian belief network.
This framework yields a class of empirical Bayes estimators designed specifically for the proposed
group-network two-way fixed effect regression.
