Includes applications in financial products management, econometric modeling, portfolio optimization and risk assessment.
Cahiers du GERAD
Publications
Dec 2020
The informational content of high-frequency option prices
Diego Amaya, Jean-François Bégin, and Geneviève Gauthier
To appear in: Management Science, 2020
BibTeX reference
Oct 2020
Jean-François Bégin and Mathieu Boudreault
To appear in: Journal of Computational and Graphical Statistics, 2020
BibTeX reference
Mar 2020
Jean-François Bégin and Geneviève Gauthier
Canadian Journal of Statistics - La revue canadienne de statistique, 48(1), 8–35, 2020
BibTeX reference
Jul 2019
Erick Delage, Daniel Kuhn, and Wolfram Wiesemann
Management Science, 65(7), 3282–3301, 2019
BibTeX reference
Events
03:30 PM–04:30 PMFeb 7, 2017 03:30 PM
“Meet a GERAD researcher!” seminar
Geneviève Gauthier – Department of Decision Sciences, HEC Montréal, Canada
Geneviève Gauthier – Department of Decision Sciences, HEC Montréal, Canada
Room 4488, André-Aisenstadt Building, Université de Montréal Campus
11:00 AM–12:00 PMJan 27, 2017 11:00 AM
ISS Informal Systems Seminar
Cody Hyndman – Concordia University, Canada
Cody Hyndman – Concordia University, Canada
Room MC 437, CIM, McConnell Building, McGill University
12:00 PM–01:00 PMSep 20, 2017 12:00 PM
GERAD seminar
Hugo Lamarre – HEC Montréal, Canada
Hugo Lamarre – HEC Montréal, Canada
Transat room, 1st floor yellow section, HEC Montréal
03:45 PM–05:00 PMNov 28, 2017 03:45 PM
“Meet a GERAD researcher!” seminar
Mohamed Ali Akari – HEC Montréal, Canada
Mohamed Ali Akari – HEC Montréal, Canada
Room 4488, André-Aisenstadt Building, Université de Montréal Campus
10:45 AM–12:00 PMNov 13, 2019 10:45 AM
GERAD seminar
Mélina Mailhot – Department of Mathematics and Statistics, Concordia University, Canada
Mélina Mailhot – Department of Mathematics and Statistics, Concordia University, Canada
Room 4488, André-Aisenstadt Building, Université de Montréal Campus