New Candidate Fellow: Anastasija Tetereva
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.