LGT Private Banking presented research on designing factor models with hierarchical group LASSO at the 22nd Quantitative Finance Conference in Valletta.

Forward-looking for generations LGT is an international private bank owned by the Princely Family of Liechtenstein with over 40 locations in Europe, Asia Pacific, and the Middle East. Our solid capitalisation, long-term thinking, and strategic focus underpin our strong values. These are rooted in 900 years tradition and entrepreneurial thinking. Digitisation is a key part of how we continually innovate to find better ways of doing things - today and for the future. Sustainable and social: Sustainability is a pillar of LGT's strategy. Thinking, managing, and investing sustainably are integral parts of our identity. LGT has committed to reducing the net CO2 emissions from its operations and its investments to zero by 2030. The Princely Family’s view is that wealth itself isn't a purpose, but that it comes with a sense of responsibility. Being wealthy means embracing and acting on that responsibility, as well as passing these values on to the next generation. LGT as an employer: LGT is a vibrant, growing international company and employer. We are certified as a Great Place to Work by the international consulting and research institute of the same name. Whether you have a wealth of experience or are embarking on your first professional steps, LGT careers offer an empowering environment to realise your ambitions. Take your next career step at one of our over 40 international locations: www.lgt.com/global-en/career/jobs Publishing information: www.lgt.com/global-en/publishing-information