About
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, financial network, machine learning, time series, empirical Bayes, and panel data.
I am on the 2026/2027 job market.
Job Market Paper
Mixed Membership Estimation in Two-Path Partial Correlation Network [Paper]
Abstract: We propose a methodology for estimating mixed-membership structure in large panels of time series. Unlike pure-membership models, in which each unit belongs exclusively to one group, mixed-membership models allow each unit to have partial affiliations with multiple latent groups. We develop a two-path partial-correlation network model in which the sparsity pattern and interaction intensity are governed separately by mixed membership and node-specific sociability. These latent structures are integrated into a unified probabilistic system through a Bayesian network and enter the panel model through the innovation process. We then propose a spectral algorithm to estimate the latent mixed-membership structure.