Stéphane Surprenant Université du Québec à Montréal.   ,   surprenant.stephane.2@gmail.com     Biographical Sketch: My research interests span the fields of econometrics, applied macroeconomics and machine learning. I am particularly interested in macroeconomic forecasting and how machine learning methods can be brought to bear on these questions. Modeling and forecasting macroeconomic risk is another subject of my attention, as are structural vector autoregressions (SVAR) for studying how different shocks propagate. Below I describe my research and outline a few potential lines of future inquiry.       JEL Areas: C6 : Mathematical Methods and Programming: General E1 : General Aggregative Models: General