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Thomas Raffinot
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Year
Hierarchical clustering-based asset allocation
T Raffinot
The Journal of Portfolio Management 44 (2), 89-99, 2017
1402017
Investing through economic cycles with ensemble machine learning algorithms
T Raffinot, S Benoît
Available at SSRN 2785583, 2018
142018
A monthly indicator of GDP for Euro-Area based on business surveys
T Raffinot
Applied Economics Letters 14 (4), 267-270, 2007
82007
Interest-rates-free monetary policy rule
T Raffinot
Mercatus Working Paper, 2017
52017
Time-varying risk premiums and economic cycles
T Raffinot
32017
Understanding the impact of large scale asset purchases on long-term government bond yields: the quantitative easing paradox
T Raffinot
Available at SSRN 2492028, 2015
12015
Can macroeconomists get rich nowcasting economic turning points with machine-learning?
T Raffinot
Technical report, 2015
12015
A non-parametric method to nowcast the Euro Area IPI
L Ferrara, T Raffinot
2008
L’indicateur du rythme de croissance (IRC)
T Raffinot, J Anas
2006
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