This profile is built from public research funding records (CIHR, NSERC and SSHRC). We have not imported them from a Concordia University directory, so their publications, courses and email address may be missing. Find their university profile.
Research
Latest funding
- $84,000
Theory and methods in mathematical and computational finance
NSERC · 2021 · Principal investigator
- $1,650,000
NSERC CREATE Program on Machine Learning in Quantitative Finance and Business Analytics
NSERC · 2018 · Co-investigator
- $70,000
Stochastic modelling in mathematical and computational finance
NSERC · 2015 · Principal investigator
Theory and methods in mathematical and computational finance
Principal investigators: Hyndman, Cody
Keywords: mathematical finance; computational finance; stochastic processes; statistical/machine learning; arbitrage theory; term-structure of interest rates; information geometry; geometric methods; stochastic optimal control; forward-backward stochastic differential equations
NSERC CREATE Program on Machine Learning in Quantitative Finance and Business Analytics
Principal investigators: Morales, Manuel JM
Keywords: artifical intelligence; business analytics; deep learning; derivatives pricing and hedging; finfncial analytics; machine learning; mathematical modeling; portfolio management; quantitative finance; simulation and modeling
Stochastic modelling in mathematical and computational finance
Principal investigators: Hyndman, Cody
Stochastic dynamics in financial modeling
Principal investigators: Hyndman, Cody
Applications of forward-backward stochastic differential equations to financial modelling
Principal investigators: Hyndman, Cody
From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.
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