Charisios Grivas
I am currently a Visiting Professor in the Department of Economics at Universidad Carlos III de Madrid, and a data scientist working at the intersection of econometrics and risk modeling. Prior to that, I was an Assistant Professor of Mathematical Economics in the Department of Mathematical Sciences at Aalborg University.
My research lies in econometrics and statistics, with emphasis on resampling methods for hypothesis testing and high-dimensional model selection.
I am broadly interested in nonparametric methods, data-driven tuning techniques, and the application of statistically rigorous, computationally practical tools to financial and macroeconomic data.
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My Research
I work on problems in econometrics at the interface of statistics, finance, and macroeconomics. A recurring theme in my research is the use of resampling methods to develop rigorous, computationally practical tools for hypothesis testing and model selection.
My work includes high-dimensional model selection, data-driven tuning of nonparametric methods, as well as questions related to financial and macro-financial risk and climate econometrics.
More details can be found in my CV.
Contact
Department of Economics
Universidad Carlos III de Madrid
Spain
Email: charisios [dot] grivas [at] gmail [dot] com