| Big Data and Machine Learning in quantitative Investment T Guida Wiley finance series, 380, 2018 | 45 | 2018 |
| Machine learning for factor investing: R version G Coqueret, T Guida Chapman and Hall/CRC, 2020 | 43 | 2020 |
| Stock returns and the cross-section of characteristics: A tree-based approach G Coqueret, T Guida Available at SSRN 3169773, 2018 | 14 | 2018 |
| Ensemble learning applied to quant equity: gradient boosting in a multifactor framework T Guida, G Coqueret Big data and machine learning in quantitative investment, 129-148, 2019 | 10 | 2019 |
| Application of GARCH models in forecasting the volatility of agricultural commodities T Guida, O Matringe Finance, 2005 | 8 | 2005 |
| Training trees on tails with applications to portfolio choice G Coqueret, T Guida https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3403009, 2019 | 7 | 2019 |
| Machine Learning in Systematic Equity Allocation: A Model Comparison T Guida, G Coqueret Wilmott 2018 (98), 24-33, 2018 | 4 | 2018 |
| Machine Learning for Factor Investing: Python Version G Coqueret, T Guida CRC Press, 2023 | 2 | 2023 |
| Application of GARCH Models in Forecasting the Volatility of Agricultural Commodities O Matringe, T Guida Available at SSRN 871166, 2004 | 1 | 2004 |
| Genetic Algorithms: A Heuristic Approach to Multi-Dimensional Problems P Huber, T Guida Available at SSRN 3451302, 2019 | | 2019 |
| Stock Returns and the Cross-Section of Characteristics: A Tree-Based Approach T Guida, G Coqueret https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3169773, 2018 | | 2018 |
| Building Multi-Factor Portfolios: Challenges to Consider and How to Overcome Them T Guida, B Raffin https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3066646, 2017 | | 2017 |
| Asset Owner Case Study: Understand Factor Traps Using Machine Learning T Guida EQDerivatives Europe 2017, Barcelona, 2016 | | 2016 |
| Commodity Trading Advisors: Are they a threat for futures commodity markets? T Guida Available at SSRN 942493, 2006 | | 2006 |
Guillaume COQUERETEMLYON Business SchoolVerified email at em-lyon.com
Guillaume COQUERETEMLYON Business SchoolVerified email at em-lyon.com