I am a (Machine Learning) Economist at the Federal Reserve Bank of Philadelphia. My primary field is econometrics.
Recent advances in machine learning and flexible estimation methods have created both new opportunities and new challenges for economists. Much of my current research focuses on the interplay between these advances and the estimation of economic models. For example:
- How can we leverage economic theory (or intuition) to discipline flexible statistical methods?
- How can we leverage advances in machine learning to answer economic questions of interest?
Here is a link to my CV, my research projects, and some packages and code you may find useful.
Disclaimer: The views expressed on this site are my own. They do not necessarily reflect the views of the Federal Reserve Bank of Philadelphia, the Federal Reserve System, or its Board of Governors.