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Selected Presentations:

Deep Learning in Asset Pricing
Seminars: UC Berkeley, Yale
Conferences: Utah Winter Finance Conference, GSU-RSF FinTech Conference, New Technology in Finance Conference, Fourth International Workshop on Financial Econometrics, LBS Finance Summer Symposium, SIAM Conference on Financial Mathematics, Western Mathematical Finance, INFORMS, AI in FinTech Forum

Forest Through the Trees
Seminars: Duke, Imperial College London, LBS, Stanford
Conferences: SFS Cavalcade, Chicago Asset Pricing Conference, Fourth International Workshop on Financial Econometrics, SIAM Conference on Financial Mathematics, Toulouse Financial Econometrics Conference, Adam Smith Junior Workshop, INFORMS

Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal Inference
Seminars: MIT, Stanford, University of Chicago Booth, Cornell, Cornell Tech, Columbia University, USC Marshall, USC ISE, Boston University, Toronto, Emory, Minnesota, University of Florida, University of British Columbia
Conferences: INFORMS, Marketplace Innovation Workshop

Stripping the Discount Curve
Conferences: INFORMS, SoFiE Financial Econometrics Summer School

Estimating Latent Asset-Pricing Factors
Seminars: Stanford University, Columbia University, University of Chicago, UC Berkeley, ETH Zurich, Boston University, University of Bonn, Humboldt University Berlin, UC Santa Barbara, University of Toronto, University of Frankfurt, Rutgers University, University of Ulm, BlackRock
Conferences: NBER-NSF Time-Series, NBER-NSF SBIES, SoFiE, Western Mathematical Finance, INFORMS, AI in FinTech Forum, Machine-Learning in Finance Workshop

Factors that Fit the Time-Series and Cross-Section of Stock Returns
Seminars: Stanford, UC Berkeley, ETH Zurich, University of Frankfurt, Heidelberg University
Conferences: SFS Cavalcade, NBER Asset Pricing, GEA, AFA Annual Meeting, SITE

Large Dimensional Factor Modeling based on High-Frequency Observations
Seminars: UC Berkeley, Stanford University, University of Pennsylvania, UC Santa Cruz, Chinese University of Hong Kong
Conferences: NBER-NSF Time-Series, SoFiE, Financial Engineering and Risk Management Symposium, Bachelier, SIAM Conference on Financial Mathematics, Stevanovich Center Conference on High-Frequency Data, INFORMS, European Winter Meeting of the Econometric Society, International Conference on Computational and Financial Econometrics

State-Varying Factor Models of Large Dimensions
Conferences: NBER-NSF Time-Series, SoFiE, European Meeting of the Econometric Society, North American Summer Meeting of the Econometric Society, INFORMS, Western Mathematical Finance Conference

Interpretable Sparse Proximate Factors for Large Dimensions
Seminars: Columbia University
Conferences: NBER-NSF Time-Series, SoFiE, California Econometrics Conference, SoFiE Summer School on Machine Learning and Empirical Asset Pricing, INFORMS

Contingent Capital, Tail Risk and Debt-Induced Collapse
Seminars: Stanford, UC Berkeley, University of Bonn, University of Freiburg
Conferences: AEA Annual Meeting, Western Finance Association Conference, INFORMS

Change-Point Testing and Estimation for Risk Measures in Time Series
Conferences: NBER-NSF Time-Series