David Ardia, HEC Montréal

Research

Markov-switching models Natural language processing (Risk) Forecasting Sentiment analysis Sentometrics Textual analysis Time series Topic analysis

Latest funding

Limit and Market Order Activity in Different Information Environments
SSHRC · 2025 · Co-investigator
$368,280
"Sentometrics": Econometrics of textual sentiment with applications in economics and finance
NSERC · 2022 · Principal investigator
$81,000

All 2 grants and awards

Limit and Market Order Activity in Different Information Environments

Co-investigatorSSHRC2025Insight Grants

Principal investigators: Cenesizoglu, Tolga

$368,280

"Sentometrics": Econometrics of textual sentiment with applications in economics and finance

Principal investigatorNSERC2022Discovery Grants Program - Individual

Principal investigators: Ardia, David

Keywords: sentometrics; time series; (risk) forecasting; markov-switching models; textual analysis; sentiment analysis; topic analysis; natural language processing

$81,000

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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Applying for

Mention their NSERC grant from 2022

Subject: Prospective PhD student: Markov-switching models Dear Professor Ardia, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on markov-switching models connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] I also saw your NSERC-funded project ""Sentometrics": Econometrics of textual sentiment with applications in economics and finance" (2022), and I would be glad to contribute to work in that direction. Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]