Work in progress
Forecasting WTI crude oil futures returns in high dimension: Penalized regressions, machine learning, and the role of uncertainty (with Charles A. and Bonnier JB.). SSRN 7571022. Submitted
Sparse random forests and dimension reduction (with Charles A.). Submitted
Nowcasting industrial production using variable selection methods: Evidence for the French economy (with Charles A.). Submitted
Working papers
The impact of screening strategies on the performance of ESG indices (with Charles A. and Fouilloux J.) download
Stock Return Predictability: Evaluation Based on Prediction Intervals (with Charles A. and Kim J.H.) download
Identifying and characterizing business and acceleration cycles of French jobseekers (with Charles A.) download
The sensitivity of Fama-French factors to economic uncertainty (with Charles A. and Moussa Z.) download