Can machine learning help improve computational methods in finance?
Cody Hyndman
- Associate Professor and Chair
- Department of Mathematics and Statistics
- mathematical finance6
- computational finance3
- machine learning33
- investment risk16
- stochastic analysis12
- data science30
- financial engineering3
- financial derivatives7
- insurance3
- commodities8
- risk modeling7
- probability theory9
- actuarial mathematics4
- risk17
- stochastic processes7
- filtering and control
- risk analysis10
- futures contracts6
- statistical modeling12
- business analytics6
-
Frédéric Godin
financial engineering, mathematical finance, risk management
-
Mélina Mailhot
actuarial mathematics, risk, multivariate statistics
-
José Garrido
risk theory, actuarial mathematics, ruin theory
-
Stylianos Perrakis
financial engineering, capital structure, financial markets
-
Gregory Lypny
experimental economics, behavioral economics, behavioral finance
-
Latha Shanker
financial derivatives, risk management, international banking
-
Ravi Mateti
corporate finance, fixed income analysis, financial derivatives
-
Krzysztof Dzieciolowski
business analytics, data science, artificial intelligence
-
Mohsen Farhadloo
machine learning, data mining, text analytics
-
Jamshid Etezadi-Amoli
multivariate statistics, business statistics, structural equation modeling
-
Michael T. Hallett
computational biology, bioinformatics, systems biology
-
Lorne Nelson Switzer
economics of technological change, small-cap equities, financial derivatives
-
Ketra Schmitt
risk analysis, systems models, technology policy
-
Ivan Contreras
transportation systems, networks, large scale optimization
-
Jun Cai
machine learning, distributed computing, energy efficiency
-
Heejeong Kim
macroeconomics, business cycles, socioeconomic inequality
-
Ali Nazemi
water security, climate change, coupled human-water systems
-
Jun Yan
smart grids, cyberphysical security, machine learning
-
Damba Lkhagvasuren
unemployment, business cycles, labour economics
-
Xiao Huang
supply chains, operations management, game theory
-
Bruno Lee
buildings, energy efficiency, energy modeling and optimization
-
Pawel Gora
complex dynamic systems, ergodic theory, absolute continuity
-
Leila Kosseim
computational linguistics, natural language processing, artificial intelligence
-
Ali Akgunduz
aviation industry, air traffic control, greener aviation
-
Mazdak Nik-Bakht
construction management, BIM, decision making
-
Lea Popovic
probability theory, randomness in the living world, mathematical biology
-
Laurent Potvin-Trottier
synthetic biology, systems biology, microfluidics
-
Jia Yuan Yu
data science, decision theory, machine learning
-
Mohamed Ouf
green buildings, occupant behavior, energy modeling and optimization
-
Yan Liu
big data, distributed computing, parallel computation
-
Xintong Han
microeconometrics, applied econometrics, economics of education
-
Yogendra P. Chaubey
statistical methodology, linear models, statistical modeling
-
Juliane Proelss
alternative investment strategies, hedging, risk management
