Includes applications in financial products management, econometric modeling, portfolio optimization and risk assessment.
Cahiers du GERAD
David Ardia, Associate Professor in the Department of Decision Sciences, received the Best Paper Award for 2018-2019 from the International Journal of Forecasting.
The article is entitled Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values. It was co-authored with Kris Boudt, Professor at Ghent University, Vrije Universiteit Brussel and Vrije Universiteit Amsterdam, and Keven Bluteau, Postdoctoral Researcher at Ghent University and HEC Montréal.
Based on a very competitive process, the selection of the winning entry was made from among all the articles published in the journal during 2018 and 2019.
Geneviève Gauthier – Department of Decision Sciences, HEC Montréal, Canada
Cody Hyndman – Concordia University, Canada
Hugo Lamarre – HEC Montréal, Canada
Mohamed Ali Akari – HEC Montréal, Canada
Mélina Mailhot – Department of Mathematics and Statistics, Concordia University, Canada