Alexis Marchal
Léman
Given my knowledge of machine learning for finance, I am interested in a position in quantitative research or as a machine learning researcher.
Verfügbarkeitsdatum
Directeur de thèse
Research Interests
Asset Pricing and Machine Learning
Articles de recherche
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.