mathis.moerke

About Mathis Moerke

Mathis Moerke is a Ph.D. candidate in Finance at the University of St.Gallen, Switzerland. He earned his Master's degree in Quantitative Finance at the ETH Zurich and University of Zurich, Switzerland. Before starting the Ph.D., he was a quantitative researcher at Vescore, an asset management boutique being now part of Vontobel Asset Management, and quantitative risk consultant.

Using Machine Learning to Predict Options Returns

Option Return Predictability with Machine Learning and Big Data Bali, Beckmeyer, Moerke, WeigertA version of this paper can be found hereWant to read our summaries of [...]

About Mathis Moerke

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