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The Virtue of Complexity in Return Prediction

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Laser Powder Bed Fusion (LPBF) is an Additive Manufacturing (AM) process consolidating parts layer by layer, from a metallic powder bed. It allows no limitation in terms of geometry and is therefore of particular interest to various industries. Metallic LP ...

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This thesis consists of three applications of machine learning techniques to empirical asset pricing. In the first part, which is co-authored work with Oksana Bashchenko, we develop a new method that detects jumps nonparametrically in financial time series ...

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