Martial Laguerre
Portrait of Martial Laguerre

PhD candidate · Economics & Statistics

Martial
Laguerre

Université Lyon 1 — emlyon Business School

My research lies at the crossroads of statistical learning, high-dimensional statistics and economics. In particular, I currently study the generalization properties and robustness of forecasting procedures to out-of-distribution scenarii under the supervision of Guillaume Coqueret and Gaetan Bakalli. I am also interested in the application of techniques coming from statistical physics to perform economic analysis.

01Research interests

  • Statistical learning
  • High-dimensional statistics
  • Economics
  • Econophysics
  • Machine learning & econometrics
  • Stochastic control

02In brief

  • 2023 —PhD Candidate in economics, Université Lyon 1 / emlyon Business School
  • 2026Visiting scholar, Scuola Superiore Sant’Anna
  • 2020-2023Master in Mathematics and Interaction (Mathematical Engineering), Université Côte d'Azur
  • 2019-2023MSc in Financial Engineering / Master in Management , EDHEC Business School

Papers

Published papers, working papers and work in progress.

Year Title Status
2026 Is sophistication a panacea? The learning capacity of random feature models for financial forecasting In progress
2026 Latent factor models and the Rashomon set with G. Bakalli, F. Chiaromonte, and R. Molinari In progress
2026 New rationales for the observed investment gap with G. Bakalli, and B. Chevalier-Roignant In progress
2026 Variance invariant portfolio construction with G. Coqueret In progress
2025 Overparametrized models with posterior drift with G. Coqueret Working paper
2024 A comment on Safe Assets by Barro et al. (2022) with G. Coqueret, M. E. Filippin, and C. Weber Working paper
2023 Interactions in Asset Pricing with G. Coqueret, G. Chevalier, and T. Raffinot Working paper

Teaching

Courses and tutorials.

5A1F08

Introduction to Business Statistics

PGE · emlyon Business School · 2023–

Introduction to statistics and applications to business cases with Excel.

BEM

Business and Market Economics

BBA · emlyon Business School · 2025–

Introduction to the mechanisms of the economy from a business management perspective.

5A1F06

Macroeconomics

PGE · emlyon Business School · 2024

Introduction to the understanding of macroeconomic outlooks.

Curriculum Vitae

Last update : August 2026

Download CV (PDF) ↓

01Education

  • 2023 — PhD candidate in economics
    Université Lyon 1 / emlyon Business School
  • 2026 Visiting scholar
    Scuola Superiore Sant'Anna
  • 2020— 2023 Master in Mathematics and Interaction (Mathematical Engineering)
    Université Côte d'Azur
  • 2019 — 2023 Double Degree MSc in Financial Engineering / Master in Management
    EDHEC Business School

02Experience

  • 2023 — Research fellow
    emlyon Business School
  • 2022 Quantitative Research Analyst
    Scientific Beta, Nice

03Skills

  • LogicielsR, Python, MATLAB, C++, SQL & PL/SQL, Excel, LaTeX
  • LanguesEnglish (fluent), French (native), Spanish (fluent), Italian (beginner), German (notions).

04Awards & funding

  • 2023 PhD contract, emlyon Business School