Sidgwick Avenue
Cambridge, CB3 9DD
United Kingdom
http://https://www.econ.cam.ac.uk/people/phd/kb686
University of Cambridge, Faculty of Economics
LIBOR manipulation scandal, market manipulation, LIBOR discontinuation, LIBOR futures, market microstructure, liquidity, volatility, market reform JEL Classification Codes: G13, G14, G18, G28
macroeconomic forecasting, stock returns, hypothesis testing, machine learning, regularisation, vector autoregressions, ridge regression, lasso, random forests, support vector regression, elastic net, principal component analysis, neural networks
