News

Rodolphe Vanderveken dives into one of the most practical and challenging questions in finance: how to select the best portfolio when the key data you rely on might be wrong ... Watch the video >

Clagging: an efficient alternative to bagging / Arnaud Germain, Frédéric Vrins.

ESG Mutual Fund Attributes and Investor Behavior / Bertrand Candelon, Jean-Baptiste Hasse.

Testing for the Interconnection channel / Bertrand Candelon, Angelo Luisi.> When modeling the dynamics of a large cross section of interdependent variables, the employment of small scale Vector Aut

Forecasting European Sovereign Spreads using Machine Learning / Roland Bouillot, Bertrand Candelon, Clemens Kool.> Accurate forecasting constitutes a central objective for policymakers.