Dr. Habibnia’s research focus is on the intersection of statistical machine learning and big data econometrics, with a particular interest in the high-dimensional nonlinear time-series analysis and their applications in macroeconomic/financial forecasting and estimation of big financial networks.

Dr. Habibnia works as a consultant for financial firms and governmental organizations for projects related to pattern recognition and knowledge discovery, especially computer modeling and forecasting. Before his academic career, he worked as a trader and portfolio strategist and developed different algorithmic trading strategies.

His research interests include: Big Data Econometrics, Statistical Machine Learning, Deep Learning, Nonlinear Econometric Analysis, Forecasting, Computational Finance, Network Analysis, Nonlinear Systems, Hyperparameter Optimization.

Dr. Habibnia received his Ph.D from the London School of Economics and Political Science, Department of Statistics.