Research Portfolio

Academic + Applied Research

My research portfolio spanning macroeconomics, finance, investing and corporate finance. Each paper is built on rigorous evidence and clear hypothesis design.

Quantitative Finance Macro + Markets Corporate + Sector Research

Research Library

A complete index of research outputs spanning quantitative finance, macro, corporate strategy, and organizational economics.

Machine Learning Macro

Detecting Stress Regimes in the U.S. Bond Market (1970–2025):
A Multivariate Anomaly Detection Approach Using UMAP and Hidden Markov Models

Multivariate regime detection and stress mapping using unsupervised learning.

ProblemDetecting stress regimes in the U.S. bond market across long cycles.
FocusUMAP-driven dimensionality reduction paired with HMM regime classification.
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Macro Equities

Impact of Macroeconomic Indicators on the French Stock Market (1998–2025)

Empirical study of macro variables and their transmission into equity performance.

ProblemQuantifying how macro indicators transmit into French equity returns.
FocusLong-horizon macro-equity relationships from 1998 to 2025.
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Quant Microstructure

Alpha Fundamental Anchoring in Microstructure Noise

Quantitative signal design combining microstructure dislocation and profitability anchors.

ProblemIdentifying short-term mispricings while filtering weak fundamentals.
FocusMicrostructure dislocations paired with profitability-based anchoring.
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Commodities Strategy

Commodities Strategy Note 2025/2026

Performance review with forward-looking positioning logic.

ProblemAssessing 2025 performance and defining a 2026 outlook.
FocusStructural drivers, positioning logic, and risk framing.
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Precious Metals Macro

Gold and Silver Investment Report

Dual-long thesis supported by macro-financial and quantitative evidence.

ProblemJustifying a dual-long exposure to gold and silver.
FocusMacro drivers, risk signals, and quantitative validation.
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Corporate Value

Buying Distressed European Ultra Large Caps

Strategic framing of dislocation opportunities in large-cap European equities.

ProblemEvaluating large-cap distress as a source of asymmetric returns.
FocusDislocation timing, valuation gaps, and risk control.
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M&A Corporate Finance

Market Timing in M&A Premiums

Investigates how market regimes influence transaction pricing and timing.

ProblemUnderstanding how market timing shifts M&A premiums.
FocusRegime analysis of deal pricing and cycle effects.
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Healthcare Sector

The Obesity Drugs Market and Its Implications for Investors

Sector thesis on GLP-1 innovation, demand, and competitive dynamics.

ProblemAssessing the investment impact of the obesity drug market.
FocusDemand dynamics, competitive positioning, and market sizing.
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Household Finance Policy

Analyse d’une épargne Française sous-optimale

Policy and household finance analysis focused on sub-optimal savings behavior.

ProblemWhy household saving patterns remain sub-optimal.
FocusBehavioral and policy drivers of savings decisions in France.
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Industrial Policy Automotive

Impact of Subsidies on Automotive Competitiveness

Examines policy-driven competitiveness effects in the automotive sector.

ProblemHow subsidies influence competitiveness in autos.
FocusPolicy impact on cost structure, pricing, and market share.
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Behavioral Organization

Virtue-Driven Work: A New Framework for Understanding Worker Motivation

Framework for motivation and incentives through a virtue-based lens.

ProblemExplaining motivation beyond standard incentive models.
FocusVirtue-based framework for behavior and organizational design.
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