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.

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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.

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Quant Microstructure

Alpha Fundamental Anchoring in Microstructure Noise

Quantitative signal design combining microstructure dislocation and profitability anchors.

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Commodities Strategy

Commodities Strategy Note 2025/2026

Performance review with forward-looking positioning logic.

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Precious Metals Macro

Gold and Silver Investment Report

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

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Corporate Value

Buying Distressed European Ultra Large Caps

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

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M&A Corporate Finance

Market Timing in M&A Premiums

Investigates how market regimes influence transaction pricing and timing.

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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.

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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.

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Industrial Policy Automotive

Impact of Subsidies on Automotive Competitiveness

Examines policy-driven competitiveness effects in the automotive sector.

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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.

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