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...
Cours ACT6230/ACT3230: Finance Mathématique
Cours d’introduction à la finance mathématique de niveau intermédiaire. Le but de ce cours est de donner une perspective large de la...
Cours MAT6240: Évaluation des Produits Dérivés
Cours au niveau avancé en finance mathématique. On étudiera formellement la théorie de l’arbitrage en temps discret et continu. L’étude...
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...
