Work in Progress Link to heading

• Debiased Tests for Sharpe Ratios of Machine Learning Portfolios, joint with Sander Barendse.

Presented at FinEML 2026, SETA 2026 and QFFE 2026.

Also presented by co-author at VieCo 2026, ISNPS 2026, and NESG 2026.

• A Guided Neural Network Approach to Volatility Forecasting.

Presented at SETA 2025, QFFE 2025, Econometric Society World Congress 2025 and the 2nd IAS-SBM Joint Workshop (poster).