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I am the Senior Lecturer at the School of Mathematics at the Monash University and a member of Monash Centre for Quantitative Finance. Before, I was a Post-Doctoral researcher at the Swiss Finance Institute at EPFL, EPFL and the European Center for Advanced Research in Economics and Statistics (ECARES), Free University of Brussels, Belgium. 

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• March 2025: New paper Beyond Black-Box AI: A Theory of Interpretable Transformers for Asset Pricing [SSRN] 

• January 2025: New paper Scale-Insensitive Neural Network Significance Tests [ArXiV] | [SSRN]

• January 2025: An R package for adequacy tests: adequacy.test

• January 2025: New version A Semi-Analytic Approach for Specification Testing: Theory and Evidence  

• October 2024: An L-Moment Approach for Portfolio Choice under Non-Expected Utility, Forthcoming at the Journal of Financial Econometrics

• August 2024: Asymptotic Properties of ReLU FFN Sieve Estimators, Forthcoming at the Studies in Nonlinear Dynamics & Econometrics

• February 2024: New paper Semi-Analytic Asymptotic Distribution for Integrated Conditional Moment Tests

• August 2023: Asset Pricing with Neural Networks: Significance Tests, Forthcoming at the Journal of Econometrics 

• February 2023: New version Investor Disagreement: The Secret Fuel Behind Stock Price Jumps