Together with Federico Carlini (LUISS Guido Carli), I am organizing ReadingMetrics: a reading group on financial econometrics and machine/statistical learning.
The idea is to pool together young researchers with an interest in:
Analyzing financial (asset pricing, market microstructure, macro-finance....) topics through the lens of econometric methods.
Developing and applying machine and statistical learning tools for the analysis of financial markets.
We will hold bi-weekly sessions during the Spring 2022 term. The meetings will conclude with a workshop where young scholars will present their own research to the other participants, as well as to more senior researchers. Here is a link to a Dropbox folder containing the schedule, the zoom links and the papers that will be presented.