I am an Associate Professor at the Faculty of Mathematics and Statistics of the University of St. Gallen, Switzerland, which I joined in September 2022.
I was an Associate Professor in the Department of Statistics at the University of Warwick since September 2021, where I remain an Honorary Associate Professor role. Previously, I have been an Assistant Professor at the Department of Mathematics and Statistics of the University of Konstanz, Germany.
I got my Ph.D. at the Taras Shevchenko National University of Kyiv, Ukraine. I spent my postdoctoral years in France at the Laboratoire de Mathématiques de Besançon, Université Bourgogne Franche-Comté, funded by a Faculty for the Future Schlumberger Award and by the Région de Franche-Comté.
I am interested in Reservoir Computing (RC) and state-space systems, statistical/machine learning of dynamic processes, learning theory for dynamical systems and dynamical systems for learning, time series analysis and forecasting, and financial econometrics.