To whom it may concern
I’m Hoang, a senior lecturer at Department of Management and Engineering, Linköping University. Linköping stays in the middle of Sweden. It is about 3 hours by bus to Stockholm and 5 hours to Oslo. We have great weather in the summer and a bit rainy in the autumn.
Before, I got my Ph.D. at Universidad Carlos III de Madrid under the supervision of Prof. M. Concepcion Ausin and Prof. Pedro Galeano. My research contributions lie primarily in developing econometric models to analyze high dimensional dependence structure. I propose factor copula models as a solution for the curse of dimensionality and apply parallel Bayesian inference or Variational inference to speed up the computation time. I spent four years at Örebro University as a postdoctoral researcher. I proposes a fat tail vector autoregression model and account for the interconnection between finance and macroeconomic variables through MIDAS Copulas. Please check out my CV as well as my latest working paper.
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Jag skulle vilja prata med svenska vänner för att förbättra min svenska dag för dag.