New Research Fellow: Yi He

He obtained his PhD at Tilburg University and worked at Monash University, Australia before joining the University of Amsterdam. His research focuses on high-dimensional econometrics, financial econometrics, extreme value analysis and machine learning. His works have been published in the Journal of the Royal Statistical Society Series B (Statistical Methodology), Journal of Business & Economic Statistics and Annals of Statistics. Yi is a researcher in the field of econometrics.