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WhitesPhD/README.md

I am an Associate Professor at the School of Economics and Finance, Queen Mary University of London. Previously, I was an Assistant Professor at the Warwick Business School, University of Warwick (that I joined in the Fall of 2014). I was awarded a Ph.D. by the Department of Finance at Bocconi University in Spring 2014. I have been a visiting economist at the Research Division of the Sveriges Riksbank and a visiting scholar at the McCombs School of Business at UT Austin in Texas, at the University "Ca' Foscari" of Venice in Italy, and at the Nova School of Business and Economics in Lisbon. My research interests span empirical asset pricing, Bayesian econometrics, and machine learning. I also have a keen interest in cryptocurrency markets.

My research has been presented at conferences organized by the American Economic Association (AEA), the American Finance Association (AFA), National Bureau of Economic Research (NBER), the Econometric Society, the European Finance Association (EFA), the Royal Economic Society (RES), the European Economic Association (EEA), the Society for Economic Dynamics (SED), the Society for Financial Econometrics (SoFiE), and the Society for Financial Studies (SFS). My work has been published in the Review of Financial Studies, the Journal of Financial and Quantitative Analysis, the Review of Asset Pricing Studies, the Journal of Econometrics, and the Journal of Business and Economic Statistics.

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  1. BayesianModelSelection BayesianModelSelection Public

    MATLAB 33 8

  2. FinML FinML Public

    Repository for my course on financial machine learning (open source)

    TeX 13 7

  3. paper-companion-jfqa-ipca paper-companion-jfqa-ipca Public

    Python 3

  4. ECOM215 ECOM215 Public

    Course Material for ECOM215 Blockchain Economics and Digital Assets

    TeX 2

  5. momentum-crashes-replication momentum-crashes-replication Public

    MATLAB

  6. sovereign-credit-risk-replication sovereign-credit-risk-replication Public

    Python 1