Faculty profile
Fabian Bastin
Back to facultyThis profile is built from public research funding records (CIHR, NSERC and SSHRC). We have not imported them from a Université de Montréal directory, so their publications, courses and email address may be missing. Find their university profile.
Research
Latest funding
- $129,000
Second-order Hessian-free methods for statistical learning and stochastic optimization
NSERC · 2022 · Principal investigator
- $1,650,000
NSERC CREATE Program on Machine Learning in Quantitative Finance and Business Analytics
NSERC · 2018 · Co-investigator
- $25,000
Development of demand forecasting and inventory management models in the alcohol market
NSERC · 2018 · Principal investigator
Second-order Hessian-free methods for statistical learning and stochastic optimization
Principal investigators: Bastin, Fabian
Keywords: optimization; nonlinear programming; hessian-free second-order methods; sample average approximation; adaptive sampling; stochastic optimization; large-scale optimization; big data; statistical learning; machine learning
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
Development of demand forecasting and inventory management models in the alcohol market
Principal investigators: Bastin, Fabian
On the exploitation of uncertainty in exact and approximate optimization
Principal investigators: Bastin, Fabian
Application des méthodes d'apprentissage machine au problème d'inventaire dans les stratégies algorithmiques à haute fréquence: une approche via un simulateur du marché
Principal investigators: Morales, Manuel
Développement de modèles alternatifs de risque de crédits avec des réseaux artificiels de neurones
Principal investigators: Bastin, Fabian
Towards new solution techniques in mathematical programming with scenarios
Principal investigators: Bastin, Fabian
Development of innovative techniques in nonlinear and stochastic programming and applications in discrete choice theory
Principal investigators: Bastin, Fabian
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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