finding signal in a sea of noise

– Merlin Bartel –

Who am i?

I am a researcher in the making in the area of financial data science. My research USP lies in applying an engineering mindset to economic questions.

My primary mission is to build robust tools that keep up with the sea of noise in social data. I am on an academic scavenger hunt to find solutions by taking on different perspectives. I have a strong intuition that never lets me down when I experience obstacles in my research.

From the Blog

Blog Post ➤ April 25, 2023

Fundamental Parameter Estimation I

Stock returns are notoriously noisy and as a result, little can be learned from historical data. One of the major buidling blocks of academic finance, the Markowitz portfolio optimization with its mean-variance framework is rarely…

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Research Project ➤ July 3, 2022

Deep Characteristic Portfolios

We overcome the low performance of standard portfolio optimization by modeling portfolio weights as functions of stock characteristics. Instead of predicting asset returns in a first step and subsequently modeling portfolio weights in a second step, we…

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