Nationalität Belgian and French
Campus Léman
Beginn Doktorandenprogramm

2016

Telefon +41786357155

Given my knowledge of machine learning for finance, I am interested in a position in quantitative research or as a machine learning researcher.

Verfügbarkeitsdatum

01.08.2021

Betreuer der Diplomarbeit

Pierre Collin-Dufresne/ Julien Hugonnier as Co-Director

Research Interests

Asset Pricing and Machine Learning

Forschungsarbeiten

Marchal, A. (2021). Risk & returns around FOMC press conferences: a novel perspective from computer vision. Retrieved from https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3747172.

Bashchenko, O. & Marchal, A. (2019). Deep Learning, Jumps, and Volatility Bursts. Retrieved from https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3452933.

Bashchenko, O. & Marchal, A. (2019). Deep Learning for asset bubbles detection. Retrieved from https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3531154.

Marchal, A. (2019). An equilibrium model of decentralized & Walrasian markets. Working paper.

Sprachen

English, French

Current Publications:

Nº 21-18: Risk & Returns around Fomc Press Conferences: A Novel Perspective from Computer Vision

Nº 20-10: Deep Learning, Jumps, and Volatility Bursts

Nº 20-08: Deep Learning for Asset Bubbles Detection

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