Recent Posts
2022 End-of-Project Report
All good things must come to an end. On August 31, 2022, the implementation period of my project “A new approach for testing the superior predictive efficiency of forecasting models (NEWSPE)”, project code PN-III-P1-1.1-PD-2019-0016, will end. Please find attached the complete scientific report (in Romanian) submitted to UEFISCDI just a few moments ago. There you…
ERMAS 2022
Happy to report that I have presented my paper “Testing for superior predictive ability in the age of data snooping” (coauthored with Francis X. Diebold) at the Annual Scientific Conference of Romanian Academic Economists from Abroad (ERMAS 2022), held in Cluj, Romania on July 27 – 29, 2022. Many thanks to the participants for the…
New paper published
I have just published a new paper titled ”No pain, no gain: You should always incorporate trading costs for a bias-free evaluation of trading rule overperformance” in Economics Letters. You can read/download the paper at https://doi.org/10.1016/j.econlet.2022.110584.
I have no special talent. I am only passionately curious.
Albert Einstein
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