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2nd millennium

Mathematical and Statistical Methods for Financial Modelling and Risk Management

Project Leader(s): 

[url=mailto:[email protected]]Dr. Jean-Marie Dufour[/url] , Université de Montréal

Project Website: 

http://www2.cirano.qc.ca/~dufourj/Web_Site/MITACS_Dufour_Website/index.htm

Project team: 
Dr. Marine Carrasco, Université de Montréal
Dr. Jérôme Detemple, Boston University
Dr. Rene Garcia, Edhec Business School
Dr. Silvia Gonçalves, Université de Montréal
Dr. Lynda Khalaf, Université Laval
Dr. Nour Meddahi, Université de Toulouse
Dr. Benoit Perron, Université de Montréal
Dr. Éric Renault, University of North Carolina Chapel Hill
Dr. Marcel Rindisbacher, University of Toronto
Non-academic participants: 

[url=http://www.lacaisse.com/]Caisse de dépôt et placement du Québec[/url] [url=http://www.bdc.ca/fr/home.htm?cookie%5Ftest=2]BDC[/url]

Funding period: 
February 25, 2022 - March 31, 2021

This project deals with the mathematics of risk modeling and resource management. Using mathematical and statistical methods, the team develops new tools to help the financial services industry make better decisions about when to trade and at what price based on the available financial data. During the past year, the team focused on the development of statistical methods for measuring volatility and assessing asset pricing models in financial markets.

Tags: 
finance

Optimizing Multimodal Transport in the Forestry Sector

Project Leader(s): 

Dr. Bernard Gendron , Université of Montréal

Project Website: 

http://w1.cirrelt.ca/mitacs/otmsf/

Project team: 
Dr. Jean-François Cordeau, HEC Montréal
Dr. Sophie D’Amours, Université Laval
Dr. Jacques Ferland, Université de Montréal
Dr. Jean-Marc Frayret, École Polytechnique de Montréal
Dr. Michel Gendreau, Université de Montréal
Dr. Luc Lebel, Université Laval
Dr. Gilles Pesant, HEC Montréal
Dr. Louis-Martin Rousseau, École Polytechnique de Montréal
Non-academic participants: 

FP Innovations - FERIC Division

Funding period: 
October 1, 2021 - March 31, 2021

The forest industry is an extremely important sector of Canadian economic activity as it represents the largest part of Canada’s trade surplus and 3% of its GDP. Canadian forests sustain an industry that continues to support a significant number of jobs. The worldwide increase in competition and excess production capacity have considerable implications for the situation of the Canadian forest industry and threaten its position in international markets.

Tags: 
environment