Professor, Department of Decision Sciences, HEC Montréal
Statistical learning models are proposed for the prediction of the probability of a spike in the electricity DART (day-ahead minus real-time price) spread. A...BibTeX reference
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