I am a PhD candidate in the Department of Economics at Rutgers University–New Brunswck place. I conduct empirical research in finance with emphasis on market microstructure using big data analytics. I am also greatly interested in applied econometrics with current focus on applications of machine learning for causal inference .
I am a big fan of R/Rcpp programming, which powers most of the quantitative analyses in my papers. I recently started to write R packages to make advanced econometrics more approachable for empirical researchers.
I am pleased to announce that I will join the Department of Finance at Aalto University School of Business placeas a postdoctoral researcher starting from fall 2021.
@Johnson Park, Piscataway, NJ place
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