Thomas Raffinot

Silex-IP

Silex-IP

12 rue robert planquette

Paris, 75018

France

SCHOLARLY PAPERS

7

DOWNLOADS
Rank 25,700

SSRN RANKINGS

Top 25,700

in Total Papers Downloads

1,892

SSRN CITATIONS
Rank 44,306

SSRN RANKINGS

Top 44,306

in Total Papers Citations

8

CROSSREF CITATIONS

4

Scholarly Papers (7)

1.

Can Macroeconomists Get Rich Nowcasting Output Gap Turning Points with a Simple Machine-Learning Algorithm?

Paris December 2015 Finance Meeting EUROFIDAI - AFFI
Number of pages: 30 Posted: 07 Jan 2015 Last Revised: 05 May 2017
Thomas Raffinot
Silex-IP
Downloads 493 (58,735)

Abstract:

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Learning Vector Quantization, Economic turning points detection, Profit maximization measures, Model Confidence Set

2.

Time-Varying Risk Premiums and Economic Cycles

Number of pages: 30 Posted: 11 Apr 2017
Thomas Raffinot
Silex-IP
Downloads 434 (68,601)
Citation 4

Abstract:

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3.

The Hierarchical Equal Risk Contribution Portfolio

Number of pages: 26 Posted: 20 Sep 2018
Thomas Raffinot
Silex-IP
Downloads 431 (69,184)
Citation 1

Abstract:

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Hierarchical Clustering, Asset Allocation, Model Confidence Set, Portfolio Construction, Graph Theory, Financial Networks, Machine Learning, Equal Risk Contribution

4.

Investing Through Economic Cycles with Ensemble Machine Learning Algorithms

Number of pages: 47 Posted: 28 May 2016 Last Revised: 11 Dec 2018
Thomas Raffinot and Sylvain Benoit
Silex-IP and Université Paris Dauphine - LEDa-SDFi
Downloads 320 (97,572)
Citation 1

Abstract:

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Random Forest, Boosting, Economic cycles, Profit maximization measures, Model Confidence Set, Machine Learning, Turning Points Detection

5.

Understanding the Impact of Large Scale Asset Purchases on Long-Term Government Bond Yields: The Quantitative Easing Paradox

Number of pages: 25 Posted: 06 Sep 2014 Last Revised: 26 Jun 2016
Thomas Raffinot
Silex-IP
Downloads 191 (164,343)

Abstract:

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Interest-Rates-Free Monetary Policy Rule

Mercatus Working Paper, Mercatus Center at George Mason University, Arlington, VA, 2017
Number of pages: 30 Posted: 31 May 2017
Thomas Raffinot
Silex-IP
Downloads 21 (552,517)

Abstract:

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monetary policy stance, interest rates, Taylor rule

Interest-Rates-Free Monetary Policy Rule

Mercatus Center Paper
Number of pages: 30 Posted: 07 Jun 2018
Thomas Raffinot
Silex-IP
Downloads 2 (693,438)

Abstract:

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7.

Hierarchical Clustering Based Asset Allocation

Posted: 20 Sep 2016 Last Revised: 22 May 2019
Thomas Raffinot
Silex-IP
Downloads 0 (691,249)

Abstract:

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Hierarchical Clustering, Asset Allocation, Model Confidence Set, Portfolio Construction, Graph Theory, Financial Networks, Machine Learning, Risk Parity