Appointment as Chief Artificial Intelligence Scientist at National Bank of Canada.
"National Bank is pleased to announce that Manuel Morales will join its team in the position of Chief Scientist, Artificial Intelligence....
Applications of Supervised Learning Algorithms to Forecast Day-ahead Electricity Prices
In partnership with CWP Energy, we explore different machine learning algorithms in order to first identify reliable signals and factors...
Modeling and Simulation of High Frequency Features of Market Prices
In partnership with National Bank of Canada, we look at "zero-intelligence" simulator models in order to reproduce high-frequency...
Trend Detection Using a Statistical Learning Algorithm: An Exercice in Algorithmic Trading
In partnership with a private broker, we explored various machine learning methods in order to produce a trend-detecting algorithm that...
Identifying Structural Regime Changes with Self-Organizing Maps in Financial Markets
In partnership with CIBC Asset Management, we explored the applications of Self-organizing maps in detecting macro-economical regime...