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Guillaume Coqueret
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Documents
Affiliations actuelles
- 301362
Identifiants chercheurs
- guillaume-coqueret
- ResearcherId : I-6752-2019
- 0000-0002-1596-4086
Domaines de recherche
Compétences
sustainable finance
machine learning
financial economics
portfolio optimization
risk management
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Empirical properties of a heterogeneous agent model in large dimensions29th Australasian Finance and Banking Conference, Dec 2016, Sydney, Australia
Communication dans un congrès
hal-02088097v1
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Machine Learning for Factor Investing : R versionCRC Press, 341 p., 2020, 978-0-367-54586-4
Ouvrages
hal-03188226v1
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Ensemble Learning Applied to Quant Equity: Gradient Boosting in a Multifactor FrameworkBig Data and Machine Learning in Quantitative Investment, John Wiley & Sons, pp.129-148, 2019, 9781119522195. ⟨10.1002/9781119522225.ch7⟩
Chapitre d'ouvrage
hal-02311104v1
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