Gaetan BAKALLI

Professeur Assistant

Doctorat en Statistique

Quantitative Finance & Economics

Thèmes de recherche

1. Machine Learning

2. Feature Selection

3. Financial Econometrics

4. Time Series Analysis

5. Applied statistical research in Finance, Medicine and Engineering

Publications

Expertises

Econometrie finacière, Apprentissage machine, Séries temporelle, Statistique computationelle.

Associations

European Finance Association.

Articles académiques

  1. Miglioli, C., Bakalli, G., Guerrier, S., Orso, S., Molinari, R., Karemera, M. & Mili, N., Evidence of antagonistic predictive effects of miRNAs in breast cancer cohorts through data-driven networks'', Scientific Report 12, 5166, 2022.
  2. Parisi, N., Janier-Dubry, A., Ponzetto, E., Pavlopoulos, C., Bakalli, G., Molinari, R, Guerrier, S., & Mili, N., Non Applicability of Validated Predictive Models for Intensive Care Admission and Death of COVID-19 Patients in a Secondary Care Hospital in Belgium'', Journal of Emergency and Critical Care Medicine, 5: 22, 2021.
  3. Guerrier, S., Jurado, J., Khaghani, M., Bakalli, G., Karemera, M., Molinari, R., Orso, S., Raquet, J, Schubert Kabban, C., Skaloud, J. Xu, H. & Zhang, Y., Wavelet-Based Moment-Matching Techniques for Inertial Sensor Calibration'', IEEE Transactions on Instrumentation \& Measurement, 69(10), p.7542-7551, 2020.
  4. Radi, A., Bakalli, G., Guerrier, S., El-Sheimy, N., Sesay, A. B., & Molinari, R., A Multisignal Wavelet Variance-based Framework for Inertial Sensor Stochastic Error Modeling''. IEEE Transactions on Instrumentation and Measurement, 68(12), p.~4924-4936, 2019.

Cahiers de recherche

  • Bakalli, G., Guerrier, S., & Scaillet, O., A Penalized Two-pass Regression to Predict Stock Returns with Time-varying Risk Premia''. Full text: https://ssrn.com/abstract=3777215.
  • Bakalli, G., Cucci, D. A., Radi, A., El-Sheimy, N., Molinari, R., Scaillet, O., & Guerrier, S., Multi-signal Moment-based Approaches for Repeated Sampling Schemes''. Full text: https://doi.org/10.48550/arXiv.2105.06217.

Thèse soutenue

Domain-Tailored Approaches to Statistical Learning.