Charisios Grivas
I am an Assistant Professor of Mathematical Economics at the Department of Mathematical Sciences, Aalborg University, and a data scientist working at the intersection of econometrics and risk modeling.
My research is in financial and climate econometrics, 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.Google Scholar | ORCID | LinkedIn | GitHub
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 Mathematical Sciences
Aalborg University
Denmark
Email: charisios [dot] grivas [at] gmail [dot] com