Rastin Martin


Analyst
Financial Stability
Field of Interest: Statistical Modeling, Quantitative Finance
rma@nationalbanken.dk

Professional Experience
Analyst, Systemic Risk - Policy and Analysis, Danmarks Nationalbank, 2018 -

Education
Ph.D., Physics, University of Copenhagen, 2017
M.Sc., Physics, University of Copenhagen, 2013
B.Sc., Physics, University of Copenhagen, 2010

Refereed Publications
'Coherent Structure in Turbulent Square Duct Flow', International Journal of Heat and Fluid Flow, Vol. 74, 2018, pp. 144-153

'Finite Element Lattice Boltzmann Simulations of Contact Line Dynamics', Physical Review E, Vol. 97(1), 2018

'Evaluation of the Finite Element Lattice Boltzmann Method for Binary Fluid Flows', Computers & Mathematics with Applications, Vol. 74(2), 2017, pp. 281-291

Working Papers
'Can Machine Learning Models Capture Correlations in Corporate Distresses?' with Benjamin Christoffersen and Pia Mølgaard. Danmarks Nationalbank Working Paper No. 128, 2018

​'Predicting distress using deep learning of text segments in annual reports' with Casper Hansen, Christian Hansen and Pia Mølgaard. Danmarks Nationalbank Working Paper No. 130, 2018 

Work in Progress
'Macroprudential policy in an agent-based model of the Danish housing market' with Graeme Stuart Cokayne