Professor of Financial & Actuarial Mathematics
How to Reach Me
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.
Applications of Supervised Learning Algorithms to Forecast Day-ahead Electricity Prices
August 1, 2016
On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk theory
September 5, 2015
Simulator Models for the Limit Order Book Dynamics and their Applications
December 3, 2016
In this space I publish posts and news related to my academic and professional activities.
Simulator Models for the Limit Order Book Dynamics...
Cours ACT3282: Laboratoire des Mathématiques Finan...
September 2, 2016
Applications of Supervised Learning Algorithms to...
On the Capital Allocation Problem for a New Cohere...
May 1, 2016
Applied Research (4)
Research Program (5)
Published Article (9)
Working Paper (2)