Jonas Striaukas

Assistant Professor Of Statistics And Finance

Copenhagen, Capital Region of Denmark
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Summary

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Jonas 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.
code10 years of coding experience
job3 years of employment as a software developer
bookMaster's degree, Quantitative Economics and Finance, Master's degree, Quantitative Economics and Finance at University of St.Gallen
bookPhD in Economics, Econometrics, PhD in Economics, Econometrics at UCLouvain - Université catholique de Louvain
bookBachelor of Science (BSc), Mathematics, Statistics and Financial Economics, Bachelor of Science (BSc), Mathematics, Statistics and Financial Economics at Queen Mary, U. of London
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1answer
4questions
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Github Skills (29)

dedicated10
forecasting-models10
time-series10
sampling10
predictive10
machine-learning9
python8
matlab8
r-package8
shiny7
mex6
gdelt6
d3js6
combinations6
3d6

Programming languages (3)

RHTMLFortran

Github contributions (5)

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jstriaukas/midasml_mat

Nov 2021 - Dec 2022

midasml implementation for MATLAB
Contributions:2 reviews, 32 commits, 2 PRs in 1 year
matlab
Contributions:109 pushes in 3 years 6 months
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