Sebastian Stöckl and Gianluca De Nard presented three University of Liechtenstein papers at the 5th Frontiers of Factor Investing Conference at Lancaster University Management …
The paper "Lost in Translation? Risk-Adjusting RMSE for Economic Forecast Performance" by Salcher, Stöckl & Hanke is now published in the Journal of Forecasting (DOI: …
Our paper "Lost in Translation: How Predictability Turns into Performance" has been accepted for publication in the Journal of Forecasting.
Developed an R-package and public Shiny app to optimize pension decisions for individuals in Liechtenstein's pension system, using large-scale optimization and machine learning.