Gaetan Bakalli
Assistant Professor
Main contributions
Journal of Econometrics, Journal of Finance IEEE Transaction in Signal Processing, Scientific Reports
Discipline:
Data Science
Faculty:
Data Science, Economics & Finance
Expertise:
Statistical Learning, interpretable Machine Learning, Financial Econometrics and Asset Pricing
Bio
I am Assistant Professor of Data Science at EDHEC Business School and a research associate at the Center for Economic Research on Governance, Inequality and Conflict (CERGIC) at ENS de Lyon. My research is in econometrics and statistical learning, with a focus on high-dimensional and interpretable methods. Applications are mainly in asset pricing. Earlier work also covers signal processing and biomedical data.