Working papers & Talks

     Draft papers

• • General Spatio-temporal factor models for high-dimensional random fields on a lattice (with M.Barigozzi and H. Liu), working paper, 2023.

  • GLAMLE: inference for multiview network data in the presence of latent variables, with application to commodities trading (with C.Jiang and R.Rastelli), working paper, 2023.

  • Inference via robust optimal transportation: theory and methods (with Y. Ma, H. Liu and M. Lerasle), working paper, 2023.

  • On the use of the cumulant generating function for inference on time series (with A. Moor and E. Ronchetti), working paper, 2024

  • Semiparametric estimation for time series: a frequency domain approach based on optimal transportation theory (with M. Felix), draft paper, 2022.

 Slides form some of my talks

• • Limassol talk:  workshop in Statistics and Econometrics, Cyprus (Nov 2021)

  • CREST (Paris): seminar series in Financial Econometrics (June 2022)

  • COMPSTAT 2023 (London): Robust OT and its applications in Statistics and Machine Learning (Aug 2023)

  • CREST (Paris): GLAMLE for commodities trading, seminar series in Financial Econometrics (March 2024)

  • SMSA 2024 (Tu Delft): Robust OT theory & methods, workshop on Stochastic Models, Statistics and their Applications (March 2024)

  • ESSEC (Paris): Saddlepoint techniques for time series (March 2024)

  • Erasmus University (Rotterdam, The Nederland): Saddlepoint techniques for time series (June 2024)