New Candidate Fellow: Anastasija Tetereva
Anastasija Tetereva is an Assistant Professor at Erasmus University Rotterdam.
Anastasija holds Diploma in Mathematics from the University of Latvia, Master’s Degree in Statistics from Humboldt University of Berlin, Germany, and a PhD in Economics and Finance from the University of St. Gallen, Switzerland. Prior to joining EUR, she had a postdoctoral appointment at the Swiss Institute for Empirical Economic research.
Her research interests are mainly in the field of Financial Econometrics with a focus on statistical tools for modeling high-dimensional and high-frequency time series. Her second area of interest is the incorporation of sentiment data into econometric models. Currently, Anastasija is working on projects related machine learning in finance.