Svetlana Bryzgalova, London Business School, gives a presentation on their paper, "Forest through the Trees: Building Cross-Sections of Stock Returns."
Svetlana Bryzgalova is Assistant Professor of Finance at London Business School. Svetlana earned her Ph.D. in Economics from the London School of Economics in 2015 and became Assistant Professor of Finance at the Stanford Graduate School of Business before returning to London in 2018. Svetlana’s research focuses on adapting cutting-edge statistics and machine learning tools for asset allocation and tests of cross-sectional asset pricing models. She’s a regular speaker in both academic and industry conferences, won the award for Best Paper in Asset Pricing at SFS Cavalcade 2020, and was a co-organizer of the virtual research forum “AI and Big Data in Finance.”