Welcome to my academic homepage. My name is Andrew Perry, and I am an econometrician and data scientist based in the Finance department at the Haas School of Business, UC Berkeley. My research sits at the intersection of econometrics, data science, and empirical finance, with a particular focus on asset pricing and banking. At UC Berkeley, I am privileged to collaborate with a vibrant community of scholars and students, working to bridge the gap between theoretical statistics and practical applications in empirical finance.
My research interests center on statistical inference and high-dimensional data analysis, with a particular focus on the gap between asymptotic theory and finite-sample performance. This work draws on advanced training in econometrics, causal inference, stochastic processes, and information geometry.
Looking ahead, I am eager to bring this toolkit into a data science role in industry. My training combines rigorous statistical theory with hands-on experience building models and tools for real-world data, including FinToolsAP, a Python package I built for managing and querying large research datasets. Please feel free to explore my website to learn more about my research, teaching, and publications.
Publications
Calibrating the Scan Statistic: Finite Sample Performance Versus Asymptotics
Guenther Walther, Andrew Perry
Journal of the Royal Statistical Society Series B: Statistical Methodology, vol. 84, 2022 Nov, pp. 1608-1639