Gaetan Bakalli

Visiting Assistant Professor of Statistics
Department of Mathematics and Statistics
Auburn University


Hi, I am Gaetan, I am a Visiting Assistant Professor of Statistics at Auburn University. I obtained my Ph.D. in Statistics at the Geneva School of Economics and Management, University of Geneva, sponsored by a Swiss National Science Foundation grant, under the supervision of Prof. Olivier Scaillet and Prof. Stéphane Guerrier.

My main interest lies in the area of interpretable ML and structural approach to data analytics, where we incorporate known specific domain theory in the learning mechanism. This research has various empircial applications, mainly in Finance/Economics, but also in Engineering, Medicine and Genetics.


News

Nov 23, 2021

I will present our paper with Stéphane Guerrier and Olivier Scaillet, "A penalized two-pass regression to predict stock returns with time-varying risk premia" at the CMStatistics 2021, King's College, London, UK on December 20, 2021 (Online and Onsite).

Oct 22, 2021

I will present our paper with Stéphane Guerrier and Olivier Scaillet, "A penalized two-pass regression to predict stock returns with time-varying risk premia" at the Paris December Finance Meeting 2021 (Online) and at the Financial Econometrics Seminar, CREST-ENSAE, Paris, France (Onsite) on December 16, 2021.

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