Jonas Striaukas

Jonas Striaukas is an Assistant Professor of Statistics and Finance at the Copenhagen Business School (CBS), Department of Finance, and a Marie Skłodowska-Curie Action fellow. His research focuses on econometrics, statistical/machine learning methods, and mixed frequency data modeling. He holds a PhD from Université Catholique de Louvain (2022), supervised by Professors Andrii Babii and Eric Ghysels. Prior to CBS, he was a research fellow at Fonds de la Recherche Scientifique—FNRS in Belgium.

Research Interests: High-dimensional econometric modeling, nowcasting techniques, factor-augmented regressions, and applications of machine learning to financial and macroeconomic data. His work emphasizes robust statistical methods for time series analysis and sparse/dense model comparisons.

Key Projects:

• Developed the 'midasml' and 'FAS' R packages for econometric analysis.
• Conducted a 2022 project at the National Bank of Belgium on machine learning-based nowcasting models.

Affiliations: Department of Finance, Center for Statistics, CBS. Member of the Marie Skłodowska-Curie fellowship program.