Upcoming Talks
TBA
Optimal Portfolio Research Group
Paper: "Adaptive Learning on Time Series: Method and Financial Applications" (2021)
Paper: "Adaptive Learning on Time Series: Method and Financial Applications" (2021)
Dr Zimmermann is currently an Assistant Professor in Economics at the University of Cologne; member of the Center for Financial Research Cologne and cluster member of ECONtribute.
Paper: "Open Source Cross-Sectional Asset Pricing" (2021)
Dr Moritz is an Executive Partner and part of the 2018 founding team of HQ Asset Management GmbH, which is a quantitative and scientific-driven asset management firm, based in Germany. He also holds a PhD in Statistics from Ludwig-Maximilians-University of Munich (LMU) where he focused on the application of machine learning to stock selection and textual analysis to asset allocation.
Papers: "Tree-Based Conditional Portfolio Sorts: The Relation between Past and Future Stock Returns" (2016)
and "Modern Asset Management" (2021)
Dr Joseph is a Research Economist at the Analytics Division of the Bank of England.
Paper: "Parametric Inference with universal function approximators" (2020)
Parley is a PhD student in the Mathematics of Information at the University of Cambridge.
Papers: "Using the yield curve to forecast economic growth (2020)" and "Forecasting high-frequency financial time series: an adaptive learning approach with the order book data (2021)"
Dr Coulombe has just finished his doctoral studies in Machine Learning Econometrics. He will be joining UQAM as Assistant Professor of Economics later this year.
Papers: "The Macroeconomy as a Random Forest " (2020) and "How is Machine Learning Useful for Macroeconomic Forecasting?" (2019)
