Zied Ben Chaouch

Currently a PhD candidate at MIT’s Electrical Engineering and Computer Science department, I have the privilege of being advised by Professor Andrew Lo (Sloan School of Management, CSAIL). My interests lie at the intersection of risk management, asset pricing, portfolio theory, machine learning, and healthcare finance.

In particular, I work on an empirical asset pricing project aiming to develop an econometric framework to interpret asset pricing factor models obtained using machine learning tools. To better understand the risk preferences of investors, I compare the risk-aversion across a large pool of individual investors, financial advisors and institutional investors using survey data. I also study in the impact of delays in market information on the risk in the market. I am also interested in developing Bayesian Decision Analytics tools for healthcare finance applications.

In 2016, I completed my Masters degree at MIT’s Electrical Engineering and Computer Science department, and was very fortunate to work under Professor John Tsitsiklis’ supervision on opinion dynamics problems. My master’s thesis develops static and dynamic policies to optimize the expected time needed to reach consensus over networks.

I received my Undergraduate degree at McGill University’s Joint Honours Program in Mathematics and Physics in 2014. Between the Fall of 2013 and my graduation, I had the privilege to work with Professor Bruce Shepherd at McGill on a network flow problem : worked on algorithms aiming to find elements in the core of multi-commodity flow games which account for penalties.

In parallel, between 2012 and 2013, I was fortunate to use scanning tunneling microscopes at the INRS to study molecular self-assembly at the solid/liquid interface under the supervision of Professor Federico Rosei and Professor Jennifer MacLeod.

When I’m not doing research or teaching, I enjoy writing, reading, watching plays, dancing tango, listening to operas, and playing tennis. Sacha Guitry, Bernard Shaw, and Oscar Wilde are my favorite playwrights, and Verdi, Rossini and Donizetti my favorite opera composers!