This profile is built from public research funding records (CIHR, NSERC and SSHRC). We have not imported them from a HEC Montréal directory, so their publications, courses and email address may be missing. Find their university profile.
Research
Latest funding
- $129,000
Optimizing risk averse decisions in data-driven problems
NSERC · 2022 · Principal investigator
- $100,000
Decision making under uncertainty
NSERC · 2018 · Principal investigator
- $1,650,000
NSERC CREATE Program on Machine Learning in Quantitative Finance and Business Analytics
NSERC · 2018 · Co-investigator
Optimizing risk averse decisions in data-driven problems
Principal investigators: Delage, Erick
Keywords: data-driven optimization; robust optimization; stochastic programming; reinforcement learning; convex optimization; distributionally robust optimization; preference elicitation; portfolio selection; contextual optimization; prescriptive analytics
Decision making under uncertainty
Principal investigators: Delage, Erick
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
Decision making under uncertainty
Principal investigators: Delage, Erick
Keywords: operations research decision-making under uncertainty stochastic programming data-driven optimization robust optimization mathematical programming risk management decision theory applied statistics preference modeling
Decision making under uncertainty
Principal investigators: Delage, Erick
Optimizing decisions in situations with unresolved ambiguity
Principal investigators: Delage, Erick
Optimizing decisions in situations with unresolved ambiguity
Principal investigators: Delage, Erick
Decision Making Under Uncertainty
Principal investigators: Delage, Erick
Decision Making Under Uncertainty
Principal investigators: Delage, Erick
Keywords: CRC
Distributionally robust optimization and its applications
Principal investigators: Delage, Erick
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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