Denis Larocque
Member, GERAD
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Michel Denault, HEC Montréal, from June 1st, 2020 to May 31, 2021
Guy Desaulniers, Polytechnique Montréal, from July 1st, 2020 to June 30, 2021
Jacques Desrosiers, HEC Montréal, from June 1st, 2020 to May 31, 2021
Denis Larocque, HEC Montréal, from June 1st, 2020 to May 31, 2021
Sébastien Le Digabel, Polytechnique Montréal, from August 30, 2020 to August 29, 2021
Three HEC Montréal students, members of GERAD, have been chosen to take part in the NSERC–CREATE Program on Machine Learning in Quantitative Finance and Business Analytics (Fin-ML FONCER).
- Audrey Leduc, MSc in gestion – business intelligence, supervised by Denis Larocque
- Rémi Galarneau-Vincent, PhD in administration – financial engineering, supervised by Geneviève Gauthier
- Ahmadreza Tavasoli, PhD in administration – financial engineering, supervised by Michèle Breton
Title: Individual Treatment Effect Estimation for Survival Data
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Denis Larocque – Professor, Department of Decision Sciences, HEC Montréal
Cahiers du GERAD
We consider the multivariate linear model for multilevel data where units are nested within a hierarchy of clusters. We propose permutation procedures to tes...
BibTeX reference
We consider the multivariate linear model for multilevel data where units are nested within a hierarchy of clusters. We propose permutation procedures to te...
BibTeX reference
The log-rank test is commonly used as the split function in many commonly used survival trees and forests algorithms. However, the log-rank test may have a...
BibTeX referencePrizes and awards
Research Professorship in Data Science
Supervision
