Investor Beliefs and Market Frictions

2022: Chicago Booth Brownbag Seminar

Global Factor Structure of Exchange Rates

2021: 2nd Frontiers of Factor Investing Conference, Lancaster, England (Virtual)

2021: Midwest Finance Association Annual Meeting (Virtual)

2021: Society for Economic Dynamics Annual Meeting, Minneapolis, USA (Virtual)

2020: NBER International Finance and Macroeconomics Meeting

2020: Econometric Society World Congress, Milan, Italy (Virtual)

2020: Paris December Finance Meeting, France (Virtual)

2020: 7th Asset Pricing workshop Centre for Applied Macro-Finance, York, England (Virtual)

2020: SFI Research days, Gherzensee, Switzerland (Virtual)

2020: University of Geneva (Virtual)

Smart Stochastic Discount Factors

2020: University of Geneva (Virtual)

2021: Econometric Research in Finance Workshop 2021, Warsaw, Poland (Virtual)

2021: 13th International Conference on Computational and Financial Econometrics, London, England (Virtual)

2020: XXI Workshop on Quantitative Finance, Naples, Italy

2019: Workshop on Big Data JRC, Ispra, Italy

2019: Annual Mathematical Finance Congress, Vienna, Austria

2019: OSE Lab, Chicago, USA

2019: SFI Research days Gherzensee, Switzerland

2019: Annual SoFiE conference Shanghai, China


2021: A Dynamic Semiparametric Characteristics-based Model for Optimal Portfolio Selection by G. Connor, S. Li and O. Linton @ ERFIN 2021

2020: A High-Dimensional Realized Covariance Dynamic Factor Model: Analysis, Estimation and Forecasting by G. Buccheri and S. J. Koopman @ QFW2020

2020: International Yield Co-Movements by G. Bekaert and A. Ermolov @ Paris Finance Meeting

2020: Deep Learning for Asset Bubbles Detection by O. Bashchenko and A. Marshal @ SFI research days

2019: Deep equilibrium nets by M. Azinovic, L. Gaegauf, S. Scheidegger @ SFI research days