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College of Liberal Arts & Sciences Department of Statistics

David Lundquist

Research Description

stochastic processes, time series econometrics, supervised learning, reinforcement learning, point forecasts, density and quantile forecasts, forecast combination, model averaging, econometric analysis of shocks, panel data, volatility modeling, recession forecasting using ML

College of Liberal Arts & Sciences Department of Statistics

Computing Applications Building, Room 156

605 E. Springfield Ave.

Champaign, IL 61820

(217) 333-2167

Email: stat-office@illinois.edu

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