I enjoy making things. Here are a selection of projects that I have worked on over the years.
When Forecast Accuracy Fails to Translate into Performance Financial forecasting models are typically evaluated using statistical metrics such as RMSE or out-of-sample R². However, investors ultimately care about economic performance — e.g., Sharpe ratios, portfolio efficiency, and risk-adjusted returns.
Developed an R-package and public Shiny app to optimize pension decisions for individuals in Liechtenstein's pension system, using large-scale optimization and machine learning.
Research data, plots and information for single and multi-country measures of Macro-Financial Uncertainty.
Research data, plots and information on political event portfolios, focusing on the 2020 US presidential election.
Erasmus+ Project sponsored by the European Union for the development of free online courses in the area of Life-Cycle Investments and Personal Financial Planning.
