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Merlin Bartel, M.Sc.

Research Assistant / PhD Student
Finance
Portrait
Banking Crisis Prediction using Objective Crisis Measures and AI Methods
FFF-Förderprojekt, November 2023 until December 2024

In the past decades, a number of financial crises originated in the banking sector. Examples include the Savings and Loan Crisis in the U.S. in the 1980s/90s, the Financial Crisis of 2007/08, or the ... more ...

Uncovering Local Effects in the Cross-Section of Stock returns via Unsupervised Machine Learning
FFF-Förderprojekt, August 2023 until June 2024

Characteristic-based factor models have emerged as a workhorse tool in empirical finance. These factor models map expected stock returns via loadings/exposures to common risk factors. Risk factors ... more ...

Uncovering Local Effects in the Cross-Section of Stock returns via Unsu-pervised Machine Learning
FFF-Förderprojekt, July 2023 until May 2024

Characteristic-based factor models have emerged as a workhorse tool in empirical finance. These factor models map expected stock returns via loadings/exposures to common risk factors. Risk factors ... more ...

Deep and (Un-) Constrained Portfolio Optimization
FFF-Förderprojekt, January 2022 until December 2022 (finished)

Since its birth in the 1950ies, portfolio optimization has suffered from errors regarding the esti-mation of the input parameters (Michaud, 1989). To overcome the resulting underperformance, recent ... more ...

Machine Learning in Financial Economics: An Investment Perspective
PhD-Thesis, since September 2020

With increasing computing power, advanced algorithms and growing data resources, machine learning methods are increasingly applied in various scientific domains. Deviating from other research fields, ... more ...

  • Bartel, M., & Stöckl, S. (2022). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the European Conference on Stochastic Optimization & Computational Management Science, Venice, Italy.

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  • Bartel, M., & Stöckl, S. (2022). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the World Finance Conference, Turin, Italy.

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  • Bartel, M., & Stöckl, S. (2022). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the International Conference on Operations Research - OR 2022, Karlsruhe, Germany.

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  • Bartel, M., & Stöckl, S. (2022). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the Finance Forum 2022 - Annual Meeting of the Spanish Finance Association, Santiago de Compostela, Spain.

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  • Bartel, M., & Stöckl, S. (2022). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Presented at the Frontiers of Factor Investing, Lancaster, UK.

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  • Bartel, M., & Stöckl, S. (2022). Factor Chasing and the Cross-Country Factor Momentum Anomaly. Presented at the 3rd Financial Economics Meeting, Paris, France.

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  • Bartel, M., & Stöckl, S. (2021). International Factor Momentum and Reversals. Presented at the 36th Workshop of the Austrian Working Group on Banking and Finance, Virtual Conference.

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  • Bartel, M., & Stöckl, S. (2021). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the The 2nd Shanghai Lixin Virtual Conference on New Frontiers in the Interdisciplinary Research of Finance with Global Finance Journal, Virtual Conference.

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  • Bartel, M., & Stöckl, S. (2021). Diversifying Estimation Errors with Unsupervised Machine Learning. Presented at the World Finance Conference, Virtual Conference.

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  • Bartel, M., & Stöckl, S. (2020). A trip into the Clusterverse: Comparing Covariance Matrix Clustering in Portfolio Optimization. Presented at the 35th Workshop of the Austrian Woring Group on Banking and Finance, Virtual Conference.

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  • Bartel, M., & Stöckl, S. (2022). Factor Chasing and the Cross-Country Factor Momentum Anomaly. University of Liechtenstein.

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  • Bartel, M., & Stöckl, S. (2022). Diversifying Estimation Errors with Unsupervised Machine Learning. University of Liechtenstein.

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