Faculty profile
Geneviève Gauthier
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Research
Latest papers
Economic burden of relapse/recurrence in patients with major depressive disorder.
Journal of drug assessment · 2019 · first author
The Comorbidity Burden of Hidradenitis Suppurativa in the United States: A Claims Data Analysis.
Dermatology and therapy · 2018
Monitoring of Hematologic, Cardiac, and Hepatic Function in Post-Menopausal Women with HR+/HER2- Metastatic Breast Cancer.
Advances in therapy · 2018
Latest funding
- $29,828
Risk Premiums Across Markets
SSHRC · 2025 · Principal investigator
- $31,000
Financial engineering
NSERC · 2024 · Principal investigator
- $125,000
Modélisation et mesure des risques financiers
NSERC · 2019 · Principal investigator
5 publications.
Economic burden of relapse/recurrence in patients with major depressive disorder.
Gauthier G, Mucha L, Shi S, Guerin A
The Comorbidity Burden of Hidradenitis Suppurativa in the United States: A Claims Data Analysis.
Kimball AB, Sundaram M, Gauthier G, Guérin A, Pivneva I, Singh R, Ganguli A
Monitoring of Hematologic, Cardiac, and Hepatic Function in Post-Menopausal Women with HR+/HER2- Metastatic Breast Cancer.
Guérin A, Goldschmidt D, Small T, Gagnon-Sanschagrin P, Romdhani H, Gauthier G, Kelkar S, Wu EQ, Niravath P, Dalal AA
Current Treatment Patterns Among Postmenopausal Women with HR+/HER2- Metastatic Breast Cancer in US Community Oncology Practices: An Observational Study.
Goldschmidt D, Dalal AA, Romdhani H, Kelkar S, Guerin A, Gauthier G, Wu EQ, Niravath P, Small T
Physician Underestimation of the Risk of Gastrointestinal Stromal Tumor Recurrence After Resection.
Guérin A, Sasane M, Keir CH, Gauthier G, Macalalad AR, Wu EQ, Conley AP
Risk Premiums Across Markets
Principal investigators: Gauthier, Geneviève
Keywords: Green finance; Derivative securities; financial econometric
Financial engineering
Principal investigators: Gauthier, Geneviève
Keywords: financial econometrics; financial modelling; time series; inference; machine learning; filtering methods
Modélisation et mesure des risques financiers
Principal investigators: Gauthier, Geneviève
Keywords: Données à haute fréquence; Estimation de variables latentes; Estimation par filtre; Gestion des risques; Inférence; Maximum de vraisemblance; Modélisation des marchés; Options et produits dérivés
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
Les mathématiques du risque
Principal investigators: Gauthier, Geneviève
Le risque de crédit et l'effet de contagion
Principal investigators: Gauthier, Geneviève
Grappe de calcul pour l'exploitation de données et l'Ingénierie financiére
Principal investigators: Remillard, Bruno
Estimation du risque associé au crédit
Principal investigators: Gauthier, Geneviève
Nouvelle économie financière (e-finance)
Principal investigators: Dionne, Georges
Keywords: nouvelle économie financière; e-finance; e-révolution; marché boursier; bourse électronique; globalisation des marchés; régulation; liquidité; segmentation; volatilité; produit dérivé; banque de données de grande dimension; réseau parallèle d'ordinateurs
Term structure of portfolio return distributions under GARCH with applications to VaR (value at risk) and asset allocation
Principal investigators: Simonato, Jean-Guy
Keywords: GARCH process; portfolio return distribution; value at risk; asset allocation
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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