I am Full Professor of Financial Risk Management at the University of Neuchâtel (Switzerland). I worked as an Assistant Professor of Finance at the University of St. Gallen (Switzerland) and obtained my Ph.D. in Finance from the University of Mannheim (Germany). I was a Visiting Scholar at New York University, Georgetown University, Georgia State University, and the University of Texas at Austin (all USA).
LinkedIn: Florian Weigert
Twitter: Florian Weigert
Rue A.-L. Breguet 2 , 2000 CH-Neuchâtel
Telephone: +41 32 718 1331
I present the paper "Option Return Predictability with Machine Learning and Big Data" on the 14th Annual Hedge Fund Conference at Imperial College.
The Swiss Innovation Agency (Innosuisse) has approved funding for my practical research project "Fund Manager Selection with Machine Learning".
Our paper "Hurriance Risk and Asset Prices" is now online on SSRN. Check it out here.
The Swiss National Fund has approved funding for my research project "Measuring, Understanding, and Predicting Mutual Fund Performance Worldwide".