Description: Assistant Professor in Statistics and Data Science
Stéphane Guerrier Assistant Professor in Statistics and Data Science Geneva School of Economics and Management School of Pharmaceutical Sciences , Faculty of Science University of Geneva , Switzerland showImage(); I am an Assistant Professor in Statistics and Data Science at the University of Geneva. Previsouly, I held similar positions at the Pennsylvania State University and at the University of Illinois at Urbana-Champaign. In 2013, I received a PhD in Statistics from the University of Geneva and in 2008
MSc & BSc in Environmental Engineering, École Polytechnique Fédérale de Lausanne, Switzerland, 2003 - 2008. MSc Thesis: Integration of Skew-Redundant MEMS-IMU with GPS for Improved Navigation Performance . Advisor: Dr. Jan Skaloud . Major in Geomatics Engineering and Navigation, Minor in Management of Technology and Entrepreneurship.
Gaetan Bakalli, Stéphane Guerrier & Olivier Scaillet A Penalized Two-Pass Regression to Predict Stock Returns with Time-Varying Risk Premia , Journal of Econometrics, in press.