Patrick Altmeyer

Patrick does research on intersection of Trustworthy AI, Finance and Economics. He’s interested in probabilisitic machine learning, model interpretability and algorithmic recourse. Prior to his PhD, he worked as an economist at the Bank of England where he was primarily involved in research, policy briefing and market intelligence. He holds two masters degrees in Finance and Data Science from Barcelona School of Economics and an undergraduate degree in Economics from the University of Edinburgh. You can find out more on his website and blog.

Publications

• Deep vector autoregression for macroeconomic data - M Agustí, P Altmeyer, I Vidal-Quadras 2021
• Option pricing in the Heston stochastic volatility model: an empirical evaluation - P Altmeyer, JD Grapendal, M Pravosud, GD Quintana 2018
• Can misguided monetary policy explain the European housing bubble? - P Altmeyer 2017