Georges Dionne

Applications of machine learning in finance and economics

Principal investigators: Dionne, Georges

Keywords: machine learning; credit risk; high frequency trading; securitization; insurance pricing; causality test; panel data; asymmetric information; statistical test; genetic programming

Applications of machine learning in finance and economics

Principal investigators: Dionne, Georges

Keywords: machine learning; credit risk; high frequency trading; securitization; insurance pricing; causality test; panel data; asymmetric information; statistical test; genetic programming

Canada Research Chair in Risk Management

Principal investigators: Dionne, Georges

Canada Research Chair in Risk Management

Principal investigators: Dionne, Georges

Keywords: Risk management; financial markets; stock exchange; liquidity risk; operational risk; credit risk; default risk; basis risk; credit default swaps; bonds; shares; mortgage default; banks¿ securitization; high frequency trading; capital formation; welfare implications; applied econometrics; arbitrage; equity; algorithmic trading; financial stability; market regulation; Basel; empirical test.

Securitization and asymmetric information in financial markets

Principal investigators: Dionne, Georges

Keywords: securitization; moral hazard; security design; optimal contract; tranching; dependence; empirical test; asymmetric information; empirical test of asymmetric information; risk dependence

Canada Research Chair in Risk Management

Principal investigators: Dionne, Georges

Keywords: risk management, market risk, credit risk, operational risk, liquidity risk, insurance, structural finance, accident distribution, pandemic influenza.

Asymmetric information and asset risk

Principal investigators: Dionne, Georges

Keywords: moral hazard; adverse selection; statistical test; liquidity risk; portfolio risk

High performance paralllel server

Principal investigators: Gendreau, Michel

Risque de crédit individuel et agrégé

Principal investigators: Dionne, Georges

Keywords: risque de crédit; banque; écart de rendement des obligations; réglementation internationale; probabilité de défaut; taux de recouvrement; risque individuel; risque agrégé

Canada Research Chair in Risk Management

Principal investigators: Dionne, Georges

Keywords: risk management, information, empirical tests, decision making under uncertainty, regulation.