Bruno Rémillard

Member, GERAD

Honorary Professor, Department of Decision Sciences, HEC Montréal

bruno.remillard@hec.ca

Phone: 514 340-6794

Research Axes

Axis 1: Data valuation for decision making

Research Applications

Economy and finance

Publications

Jan 2022

Change-point problems for multivariate time series using pseudo-observations

Bouchra Nasri, Bruno Rémillard, and Tarik Bahraoui

Journal of Multivariate Analysis, 187, Paper no: 104857, 2022 BibTeX reference

Nov 2021

A conversation with Don Dawson

Bouchra Nasri, Bruno Rémillard, Barbara Szyszkowicz, and Jean Vaillancourt

Statistical Science, 36(4), 612–622, 2021 BibTeX reference

Oct 2020

Dynamic programming for valuing American options under a variance‐gamma process

Hatem Ben-Ameur, Rim Chérif, and Bruno Rémillard

Journal of Futures Markets, 40(10), 1548–1561, 2020 BibTeX reference

108 publications

News

Bruno Rémillard awarded the title of IMS Fellow

Aug 29, 2019

On July 29, 2019, Professor Bruno Rémillard from HEC Montréal was awarded the title of IMS Fellow.

Bruno Rémillard, SSC Gold Medalist 2019

May 28, 2019

This year’s recipient of the Gold Medal of the Statistical Society of Canada is Bruno N. Rémillard. This prestigious award is bestowed upon a person who has made outstanding contributions to statistics, or to probability, either to mathematical developments or in applied work. It is intended to honour current leaders in their field.

Doctoral thesis defence of Hugo Lamarre

Nov 1, 2018

Title: On time-varying volatility and financial derivatives

4 news