Ekaterina (Katja) Smetanina
Assistant Professor of Econometrics and Statistics and Asness Junior Faculty Fellow
How to Pick a Forecasting Model
Research reveals a technique for estimating how well models perform under general conditions.
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Biography
Ekaterina Smetanina works in the fields of econometrics, financial economics, empirical finance, and forecasting. Her main research looks to develop new econometric models to analyze different aspects of financial markets, in particular with focus on the topic of forecasting. She also works on the development of robust forecast evaluation methodologies, which are designed to be applicable in a wide variety of real-world situations. Her research has been published in the Journal of Financial Econometrics, Journal of Empirical Finance, Journal of Time Series Analysis and Econometrics Journal.
Smetanina earned a PhD in economics from the University of Cambridge, UK in 2018. During her studies, she was a visiting PhD student at Duke University. Additionally, she holds an MSc in economics from the University of Bonn, Germany and a BSc in engineering from Bauman Moscow State Technical University, Moscow, Russia.
2023 - 2024 Course Schedule
| Number | Course Title | Quarter |
|---|---|---|
| 41600 | Econometrics and Statistics Colloquium | 2024 (Spring) |
Get Insights from Ekaterina (Katja) Smetanina in Chicago Booth Review
How to Assess Which Model Will Make the Best Forecast
Researchers have put together a framework for analyzing how forecasting models perform as conditions change.
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