Research interests
My research focuses on whether machine learning and new sources of data can improve financial forecasting and risk assessment. I am particularly interested in how alternative data sources affect financial markets and whether they provide additional insights beyond conventional financial indicators. I use machine learning, natural language processing and econometric methods to investigate these questions.
My current research centers on firm-specific news about AI and stock returns, ESG metrics and financial forecasting, and new indicators for assessing physical climate risks in European energy markets.
I am interested in research collaborations with academics, financial institutions, businesses, and other organizations working on financial forecasting, investment analysis, and machine learning and AI applications in finance. I also welcome opportunities for research discussions, seminars, and media enquiries related to these topics.
