Research

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

Inference in Supervised Group Factor Models: Applications to Macro-Financial Panel Data, 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.