Blog
LASSO Cannot Be Trusted for Variable Selection. Here Is the Geometry That Explains Why.
I have been spending the last two months creating econometrics and data science tasks to train AI models for OpenAI. The work is very interesting and a wonderful opportunity to dive deeper into certain methods and areas in the literature that I haven’t had as much opportunity to explore during my PhD. I have been especially interested in the intersection...
Read more →
How to Enhance Forecasts of the Scottish Economy with New Hire Wages and Machine Learning
1. The SFC’s Core Methodology: A Structural Foundation
Read more →