Jonas Striaukas
Assistant Professor Of Statistics And Finance
Copenhagen, Capital Region of Denmark
Summary
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Senior🎓
Top SchoolJonas Striaukas is an Assistant Professor of Statistics and Finance at Copenhagen Business School with nine years of experience bridging econometrics, finance, and applied statistics. He developed his expertise through a PhD in Econometrics at UCLouvain and research fellowships—including an F.R.S.-FNRS project on real-time mixed-frequency econometrics and a Marie Skłodowska-Curie fellowship—bringing academic rigor to practical macrofinancial problems. Jonas has a background in central banking analytics from the Bank of Lithuania, giving him hands-on experience with risk reporting and macroprudential analysis alongside his academic work. His research focuses on real-time econometrics and mixed-frequency data methods, reflecting a rare blend of theoretical development and policy-relevant application. Based in Copenhagen, he maintains an active academic presence and shares his work publicly via his personal site and GitHub.
9 years of coding experience
3 years of employment as a software developer
Master's degree, Quantitative Economics and Finance, Master's degree, Quantitative Economics and Finance at University of St.GallenPhD in Economics, Econometrics, PhD in Economics, Econometrics at UCLouvain - Université catholique de LouvainBachelor of Science (BSc), Mathematics, Statistics and Financial Economics, Bachelor of Science (BSc), Mathematics, Statistics and Financial Economics at Queen Mary, U. of London
Stackoverflow
107reputation
440reached
1answer
4questions
Github Skills (38)
forecasting-models10
sampling10
predictive10
dedicated9
time-series9
machine-learning8
r-package8
htmlwidgets7
shiny7
matlab7
mex6
d3js6
combinations6
3d6
plotly6
Programming languages (3)
Github contributions (5)
jstriaukas/midasml
Jun 2020 - Sep 2022
midasml package is dedicated to run predictive high-dimensional mixed data sampling models
Contributions:118 commits, 1 PR, 95 pushes in 2 years 4 months
dedicatedforecasting-modelsmachine-learningdimensionaldata-sampling
jstriaukas/dynquant
Mar 2018 - Jan 2021
Contributions:39 commits, 22 pushes, 1 branch in 2 years 9 months
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