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

• 2024/02/15 - Inference for Two-Stage Extremum Estimators - with Aristide Houndetoungan (New working paper)

  Paper Online Appendix Code

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

• 2022/06/30 - MDSV R Package (Launch)

  R Package Vignette

• 2022/04/22 - I successfully defended my dissertation

  News Thesis