Group for Research in Decision Analysis
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Member, GERAD

Professor, Department of Decision Sciences, HEC Montréal, Canada

Cahiers du GERAD

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Publications

On the estimation of jump-diffusion models using high-frequency data: A filtering-based approach
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To appear in: SIAM Journal on Financial Mathematics, 2020 BibTeX reference
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News

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

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Events

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