Hoang NguyenTjänstetitel: Postdoktor Organisation: Handelshögskolan vid Örebro universitet
Telefon: 019 303853
Om Hoang Nguyen
Hoang is a postdoctoral researcher at the School of Business, Örebro University. He obtained Ph.D. in Business and Quantitative methods at Universidad Carlos III de Madrid. He is interested in Bayesian inference algorithms such as Variational Bayes (VB), ABC, Sequential Monte Carlo (SMC). His research contributions lie primarily in developing econometric models to analyze high dimensional dependence structure. He proposes different specifications of factor copula models as a solution for the curse of dimensionality.