Supervised students
Ph.D.
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Mamadou Yamar Thioub (Ph.D. in Data Sciences at HEC Montréal, Sep 2019); co-supervision with Bruno N. Rémillard and Jean-François Plante. Recipient of a scholarship from Fin-ML. In progress.
M.Sc.
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Christiane Toussaint ( M.Sc. in Environmental and Occupational Health at U. Montréal, May 2020); co-supervision with Audrey Smargiassi. In progress.
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Mamadou Yamar Thioub (M.Sc. in Financial Engineering at HEC Montréal, Sept 2016 - Feb 2019); co-supervision with Bruno Rémillard. **Finalist of the Best Master’s Thesis Award. A paper based in part on his thesis is published in The Canadian Journal of Statistics (https://doi.org/10.1002/cjs.11534) and an R package (HMMcopula) implementing our methodology is available in CRAN.
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Here is the presentation made by Mamadou Yamar Thioub at Quantact seminar series
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Hugo Rossi (M.Sc. in Business Analytics at HEC Montréal, Sept 2016 - Sept 2018); co-supervision with Bruno Rémillard.
Undergraduate students
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Rami Ghoudi (Bachelor of Science: Mathematics and Statistics at Queen's U., May 2020 ), recipient of a scholarship from Fin-ML . In progress.
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Ke Ying Zhu (College Marianopolis and McGill University, Jan 2020–Jun 2020).
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Fan Xin Yi (College Marianopolis and McGill University, Jan 2020–Jun 2020).
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Thomas Jiralerspong (College Marianopolis and McGill University, Jan 2020–Jun 2020).