HighlightsDaniel P. A. Preve is a Swedish econometrician and educator recognized for his contributions to econometric theory, financial econometrics, and data science education, with a strong record in research, teaching, and academic leadership.
Bridges methodological innovation in econometric modeling with practical applications in financial markets and data science; recognized for robust, interpretable, and computationally efficient approaches; significant influence on curriculum design and programme leadership in data science education; active in international collaborations and editorial service.
Focused research areas include Development and application of econometric and statistical models for financial markets, including time series analysis, volatility modeling, robust estimation and inference, model misspecification, and empirical finance; advancing methodologies for big data analytics and predictive modeling in economics and finance.
Bridges methodological innovation in econometric modeling with practical applications in financial markets and data science; recognized for robust, interpretable, and computationally efficient approaches; significant influence on curriculum design and programme leadership in data science education; active in international collaborations and editorial service.
Focused research areas include Development and application of econometric and statistical models for financial markets, including time series analysis, volatility modeling, robust estimation and inference, model misspecification, and empirical finance; advancing methodologies for big data analytics and predictive modeling in economics and finance.
Areas of Expertise
Econometric TheoryFinancial EconometricsEmpirical FinanceStatisticsData Science
Past Awarded Grant
- 2025 Singapore Management University, Co-PI: "Long-Term Equilibrium Forecasting Models for Housing Prices in Singapore" MOE Tier 1 Grant 24-SOE-SMU-043, SGD 149,150.
- 2022 Singapore Management University, PI: "Harvesting the HAR-X Volatility Model" MOE Tier 1 Grant 22-SOE-SMU-022, SGD 17,457.50.
- 2015 City University of Hong Kong, PI: "A Present-Value Approach for the Predictability of Bond Excess Returns" CityU Start-Up Grant 7200446, HKD 294,571.
- 2014 The Research Grants Council (RGC) of Hong Kong, PI: "Simple, Parametric and Non-Parametric, Model Misspecification Robust Tests for Unit Root" GRF Grant 9042144, HKD 167,789.
- 2013 The Research Grants Council (RGC) of Hong Kong, PI: "Linear Programming-Based Estimation & Inference" ECS Grant 9042007, HKD 136,500.
Latest Publications
Showing up to 6 latest publications from the past 5 years.
- A Clements, DPA PreveInternational Journal of Forecasting, 2025
- P Della Corte, C Gao, D Preve, G ValenteSwiss Finance Institute Research Paper, 2025
- PD Corte, C Gao, D Preve, G ValenteSwiss Finance Institute, 2025
- A Clements, D Preve, C TeeAvailable at SSRN 4733597, 2024
- M Meitz, D Preve, P SaikkonenCommunications in Statistics-Theory and Methods 52 (2), 499-515, 2023
This highlights are AI-generated content using the faculty's CV.
QUALIFICATIONS:
- PhD (Statistics), Uppsala University, 2008
- Master of Social Science (Statistics), Uppsala University, 2003
RESEARCH INTERESTS:
- Econometric Theory
- Financial Econometrics
- Empirical Finance
- Statistics
- Data Science