I am an Associate Professor of Financial Econometrics in the Department of Statistics and the Oxford-Man Institute of Quantitative Finance, and a Fellow of Reuben College. Before joining Oxford, I held a faculty position at the University of Essex. I obtained my PhD in Econometrics from King's College London.

I am an Associate Editor of the Journal of Time Series Analysis.

My research lies at the intersection of econometrics, statistics, machine learning and finance. I develop statistical and econometric methods for estimation, inference and forecasting, with a particular interest in high-dimensional settings and data exhibiting temporal dependence.

My research covers high-dimensional statistics and econometrics, time series, volatility modelling and machine learning. I am also interested in the use of modern machine-learning methods, including neural networks, for forecasting and risk measurement in economic and financial applications.