Biography

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Welcome to my personal webpage!

I am a Postdoctoral researcher at Concordia University with a specialization in machine learning, inference methods and finance. My expertise encompasses hidden Markov models, regime-switching models, stochastic volatility models, portfolio optimization, Hedging and reinforcement learning. A significant facet of my research involves both frequentist and Bayesian statistical inference, making use of Bayesian models, Monte-Carlo methods, and simulations.

I received my PhD in Statistics from Université de Montréal in 2022.

News

• 2024/11/12 - Greenhouse-Gas-Emission-Aware Portfolio Optimization with Deep Reinforcement Learning - with Zaniar Ahmadi and Frédéric Godin (Submitted)

  Paper Code

• 2024/11/12 - Inference for Two-Stage Extremum Estimators - with Aristide Houndetoungan (Submitted)

  Paper Online Appendix Code

• 2024/09/18 - Multifractal Volatility Models: Beyond the Binary Case - with Maciej Augustyniak and Arnaud Dufays (Submitted)

  Paper Code

• 2024/09/16 - I took a project management position at Institut de Statistique du Québec (ISQ), Montreal (New position)

• 2022/08/30 - I took a postdoctoral researcher position at Concordia University, Montreal (New position)