1st Liechtenstein Workshop on AI in Finance
New academic workshop on AI and machine learning in finance — initiated, founded, and led by Sebastian Stöckl. Thirteen invited papers across two days, with academic discussants …
Sebastian Stöckl
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2026-05-06 12:30 — 2026-05-07 13:45
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3 min read
Factor Investing & Factor Timing
Methods for selecting, timing, and combining factors when the zoo is crowded, the cross-section is noisy, and estimation error dominates.
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2 min read
Breaking Bad: Parameter Uncertainty Caused by Structural Breaks in Stocks
This paper introduces break-age, a novel measure for parameter uncertainty caused by structural breaks, and demonstrates its significance in stock pricing.
lukas-salcher