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. I received my PhD in Statistics from the Geneva School of Economics and Management, University of Geneva.
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.
Research
Working papers
SWAG: A Wrapper Method for Sparse LearningR. Molinari, G. Bakalli, S. Guerrier, C. Miglioli, S. Orso, O. Scaillet
Nonstandard ErrorsA. J. Menkveld, A. Dreber, F. Holzmeister, J. Huber, M. Johannesson, M. Kirchler, M. Razen, U. Weitzel, …, G. Bakalli, et al. (crowdsourced project, 342 coauthors)Journal of Finance, 79(3), 2339–2390, 2024
A Penalized Two-Pass Regression to Predict Stock Returns with Time-Varying Risk PremiaG. Bakalli, S. Guerrier, O. ScailletJournal of Econometrics, 237(2), 105375, 2023
Multi-Signal Approaches for Repeated Sampling Schemes in Inertial Sensor CalibrationG. Bakalli, D. A. Cucci, A. Radi, N. El-Sheimy, R. Molinari, O. Scaillet, S. GuerrierIEEE Transactions on Signal Processing, 71, 1103–1114, 2023
Platform Combining Statistical Modeling and Patient-Derived Organoids to Facilitate Personalized Treatment of Colorectal CarcinomaG. M. Ramzy, M. Norkin, T. Koessler, L. Voirol, M. Tihy, D. Hany, T. McKee, F. Ris, N. Buchs, M. Docquier, C. Toso, L. Rubbia-Brandt, G. Bakalli, S. Guerrier, J. Huelsken, P. Nowak-SliwinskaJournal of Experimental & Clinical Cancer Research, 42(1), 79, 2023
Evidence of Antagonistic Predictive Effects of miRNAs in Breast Cancer Cohorts Through Data-Driven NetworksC. Miglioli, G. Bakalli, S. Guerrier, S. Orso, R. Molinari, M. Karemera, N. MiliScientific Reports, 12, 5166, 2022
Non Applicability of Validated Predictive Models for Intensive Care Admission and Death of COVID-19 Patients in a Secondary Care Hospital in BelgiumN. Parisi, A. Janier-Dubry, E. Ponzetto, C. Pavlopoulos, G. Bakalli, R. Molinari, S. Guerrier, N. MiliJournal of Emergency and Critical Care Medicine, 5, 22, 2021
Wavelet-Based Moment-Matching Techniques for Inertial Sensor CalibrationS. Guerrier, J. Jurado, M. Khaghani, G. Bakalli, M. Karemera, R. Molinari, S. Orso, J. Raquet, C. Schubert Kabban, J. Skaloud, H. Xu, Y. ZhangIEEE Transactions on Instrumentation and Measurement, 69(10), 7542–7551, 2020
A Multisignal Wavelet Variance-Based Framework for Inertial Sensor Stochastic Error ModelingA. Radi, G. Bakalli, S. Guerrier, N. El-Sheimy, A. B. Sesay, R. MolinariIEEE Transactions on Instrumentation and Measurement, 68(12), 4924–4936, 2019
A Two-Step Computationally Efficient Procedure for IMU Classification and CalibrationG. Bakalli, A. Radi, S. Nassar, S. Guerrier, Y. Zhang, R. MolinariIEEE/ION Position, Location and Navigation Symposium (PLANS), 534–540, 2018
An Automatic Calibration Approach for the Stochastic Parameters of Inertial SensorsA. Radi, G. Bakalli, N. El-Sheimy, S. Guerrier, R. MolinariProceedings of ION GNSS+ 2017, 3028–3038, 2017
A Computational Multivariate-Based Technique for Inertial Sensor CalibrationG. Bakalli, A. Radi, N. El-Sheimy, R. Molinari, S. GuerrierProceedings of ION GNSS+ 2017, 3053–3060, 2017