Banner Viadrina

Research Interests

  • Random matrix theory
  • High-dimensional statistics

  • Mathematical and statistical finance

  • Big Data

My research lies at the intersection of mathematical and statistical finance, high-dimensional
inference and random matrix theory. The analysis I’m providing is driven by the need for new
and modern statistical techniques and methodologies to overcome the problem raised in the high-
dimensional data analysis called the ”curse of dimensionality”.