Teaching

Fall 2025
	20602	Modèle probabiliste et stochastiques de la gestion
	80622A	Analysis of Extreme Values with Application in Financial Engineering
Winter 2026
		Coming soon

Supervision of Graduate Students

I supervise students in the M.Sc. program with options in Financial Engineering and Business Analytics, and in the Ph.D. program.

I am particularly interested in supervising projects related to weather derivatives, environmental issues, modeling of extreme values and modeling of dependence.

Recent projects

Publications

	Refereed Journal Publications
	Discussion Contributions
	Refereed Conference Publications
	Research Reports
R Code
	Robust VIF Regression
Presentations
	Invited Lectures
	Contributed Talks
Present Editorial Work
	Associate Editor, Journal of the American Statistical Association (2019-2024)