Talks and presentations

Dynamic Nelson Siegel Model with Time-Varying Neural Factor Loadings

June 01, 2026

Conference Presentation, ECB Conference on Forecasting Techniques, Frankfurt, Germany

Presentation of joint work on dynamic Nelson-Siegel models with neural factor loadings at the ECB Conference on Forecasting Techniques. This presentation included a formal discussant.

Nonparametric Time-Varying Granger Causality

June 26, 2025

Conference Presentation, IAAE 2025 Conference in Applied Econometrics, Turin, Italy

Presentation of single-authored paper on nonparametric time-varying Granger causality at the International Association for Applied Econometrics conference at the University of Torino.

Econometric Game 2025 Finalist

April 01, 2025

Competition, Econometric Game 2025, Amsterdam, Netherlands

Finalist in the Econometric Game 2025 at the University of Amsterdam. Three-day competition project on grid congestion forecasting in Germany.

Nonparametric Time-Varying Granger Causality

December 01, 2024

Conference Presentation, CFE-CMS 2024 Conference in Financial Econometrics and Statistics, London, United Kingdom

Presentation of single-authored paper on nonparametric time-varying Granger causality at the CFE-CMS conference at King’s College London.

Multi-period Growth-at-Risk Forecasting with Recurrent Neural Network

September 01, 2023

Workshop Presentation, 11th SIdE-IEA Workshop for PhD Students in Econometrics and Empirical Economics, Bertinoro, Italy

Presentation of Growth-at-Risk forecasting paper at the Italian Econometrics Association workshop for PhD students. This presentation included a formal discussant.