Economic and Social Science Research Council-ESRC (equivalent to US NSF), S/T013567/1: September 2020-August 2023
Machine Learning and Trade Provisions, with Holger Breinlich, Joao Santos Silva, and Tom Zylkin
Economic and Social Science Research Council-ESRC (equivalent to US NSF).
Grant RES-062-23-0311, March 2007-March 2009, on "Conditional Independence, Noncausality and International Market Links: A Realized Measure Approach", (with Walter Distaso, Imperial College and Marcelo Fernandes, Queen Mary). Rated: Outstanding
Economic and Social Science Research Council-ESRC (equivalent to US NSF). Grant RES-000-23-0006, December 2002-November 2004, on "Modelling, Testing and Prediction of Integrated Volatility via realized Volatility," (with Walter Distaso, co-applicant). Rated: Outstanding.
