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 My main research interests lie in the field of high dimensional modeling,  semi or non-parametric modeling,  factor analysis, and forecasting. I purpose and conduct a theoretical study of  Supervised Principal Component Analysis (SPCA), which extracts factors more accurately for the purpose of forecasting. I also compare various statistical and machine learning methods in forecasting bond risk premia and macro data.  

I am on the market this year and will be available for interviews.

Email: wl392@economics.rutgers.edu