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February 24, 2020

I was invited as a speaker at the main stage at the Forum Stratégique sur l'Intelligence Artificielle to talk about the opportunities and challenges of the artificial intelligence transformation in banking.

October 25, 2019

I co-organized and participated in a multidisciplinary workshop that gathered scientists, regulators and lawyers to discuss the challenges in setting up a governance framework for new technologies in the financial services.

June 7, 2019

I was invited to participate in a colloquium on Transparency and Audit of Artificial Intelligence models. This was in the context of a collaboration with the Laboratoire de droit, religion, entreprise et société of the Faculty of Law at the University of Strasbourg.

August 1, 2016

In partnership with CWP Energy, we explore different machine learning algorithms in order to first identify reliable signals and factors that in turn can be incorporated into a forecasting model for day-ahead electricity prices in Canadian markets.

November 30, 2015

In partnership with National Bank of Canada, we look at "zero-intelligence" simulator models in order to reproduce high-frequency signatures and limit-order-book features of assets of interest. This project involves event-driven simulation model developing as well as t...

April 7, 2015

In partnership with a private broker, we explored various machine learning methods in order to produce a trend-detecting algorithm that would ultimate optimize trading orders. An algorithmic trading algorithm was implemented.  

July 1, 2014

In partnership with CIBC Asset Management, we explored the applications of Self-organizing maps in detecting macro-economical regime changes in financial data series.


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In this space I publish posts and news related to my academic and professional activities. 

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Simulator Models for the Limit Order Book Dynamics and their Applications

December 3, 2016

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Department of Mathematics and Statistics

University of Montreal

© 2016 by Manuel Morales.

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