Welcome!

I lead Finance Data Science & Strategy at Airbnb. My research focuses on Bayesian methods for compositional and hierarchical time series, and Bayesian decision theory—coherence by construction, empirical calibration, open code. Ph.D. in Statistics from UCLA.

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News+

Mar 2026New arXiv preprint: Coupled Supply and Demand Forecasting in Platform Accommodation Markets (link).

Feb 2026New arXiv preprint: Forecasting the Evolving Composition of Inbound Tourism Demand (link).

Mar 2026B-DARCH paper published in the International Journal of Forecasting (article, preprint).

Jan 2026New arXiv preprint: Directional-Shift Dirichlet ARMA Models for Compositional Time Series with Structural Break Intervention (link).

Jan 2026New arXiv preprint: Distributional Fitting and Tail Analysis of Lead-Time Compositions: Nights vs. Revenue on Airbnb (link).

Nov 2025New note on translating "Lead times in flux" into an R handbook with code (link).

Oct 2025Paper with Thomas Maierhofer on renewable energy mix published in Renewable Energy Forecasting (link).

Research+

Most of my work falls into four areas: compositional and hierarchical forecasting, delay-aware evaluation, platform accommodation markets, and Bayesian decision theory.

Compositional and Hierarchical Forecasting

Directional-Shift Dirichlet ARMA Models for Compositional Time Series with Structural Break Intervention

Under review, International Journal of Forecasting.

arXiv

A Bayesian Dirichlet Auto-Regressive Moving Average Model for Forecasting Lead Times

With Kai Brusch & Robert Weiss. International Journal of Forecasting, 2024.

Article arXiv Code

A Bayesian Dirichlet Auto-Regressive Conditional Heteroskedasticity Model for Forecasting Currency Shares

With Robert Weiss. International Journal of Forecasting, 2026.

Article arXiv Code

Centered MA Dirichlet ARMA for Financial Compositions

A minimal centering fix improves density forecasts on H.8 bank-asset shares. Under review, Journal of Forecasting.

arXiv Code

Sensitivity Analysis of Priors in the Bayesian Dirichlet Auto-Regressive Moving Average Model

With Liz Medina & Robert Weiss. MDPI: Forecasting, 2025.

Article arXiv Code

Forecasting the U.S. Renewable-Energy Mix with a Bayesian Dirichlet ARMA Model

With Thomas Maierhofer. Renewable Energy Forecasting: Innovations and Breakthroughs, 2025.

Article arXiv Code

Bayesian Shrinkage in High-Dimensional VAR Models: A Comparative Study

With Robert Weiss. International Journal of Statistics and Probability, 2025.

Article arXiv Code

Delay-Aware Evaluation

Distributional Fitting and Tail Analysis of Lead-Time Compositions: Nights vs. Revenue on Airbnb

With Jess Needleman & Liz Medina. Under review, Annals of Tourism Research: Empirical Insights.

arXiv

Two-Part Forecasting for Time-Shifted Metrics

With Erica Savage & Kai Brusch. Foresight: The International Journal of Applied Forecasting, 2025.

arXiv Code

Impact by Design: Translating "Lead Times in Flux" into an R Handbook

Monitors full lead-time distributions and turns them into a pickup-risk bound. Note, 2025.

arXiv Code

Platform Accommodation Markets

Coupled Supply and Demand Forecasting in Platform Accommodation Markets

Under review, Tourism Management.

arXiv

Forecasting the Evolving Composition of Inbound Tourism Demand: A Bayesian Compositional Time Series Approach Using Platform Booking Data

Under review, Tourism Economics.

arXiv

Lead Times in Flux: Analyzing Airbnb Booking Dynamics During Global Upheavals (2018–2022)

With Erica Savage & Peter Coles. Annals of Tourism Research: Empirical Insights, 2025.

Article

Slomads Rising: Structural Shifts in U.S. Airbnb Stay Lengths During and After the Pandemic (2019–2024)

With Erica Savage. MDPI: Tourism & Hospitality, 2025.

Article