Research

Supervised Mixed-Frequency Learning for Macro-Financial Forecasting When Factors are Weak, with Ulrich Hounyo, 2026. Submitted

Supervised Inference in Sparse Group Factor Models, with Ulrich Hounyo, 2026.

Forecasting Economic Time Series in Presence of Weak Factors: Multiple Supervised Learning-Based Approach, with Ulrich Hounyo, 2026, International Journal of Forecasting, 42(2), 414-433.

Supervised Factor Models for Quantile Prediction under Weak Factors: Mixed-Frequency Growth-at-Risk.

Wild Forests for Causal Inference in Asset Pricing under Heteroskedasticity, with Ulrich Hounyo.