NSERC CREATE Program on Machine Learning in Quantitative Finance and Business Analytics
NSERC CREATE Program on Machine Learning in Quantitative Finance and Business Analytics
批准号:
512046-2018
负责人:
Morales, Manuel
金额:
$21.86万
依托单位:
依托单位国家:
加拿大
项目类别:
Collaborative Research and Training Experience
财政年份:
2021
资助国家:
加拿大
项目状态:
已结题
起止时间:
2021-01-01 至 2022-12-31
中文摘要
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英文摘要
artifical intelligence; business analytics; deep learning; derivatives pricing and hedging; finfncial analytics; machine learning; mathematical modeling; portfolio management; quantitative finance; simulation and modeling
期刊论文(0)
专著(0)
科研奖励(0)
会议论文
Beyond the Ruin Problem: Novel applications of Insurance Risk Models
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批准号:RGPIN-2018-04726
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项目类别:Discovery Grants Program - Individual
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资助金额:$2.62万
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财政年份:2022
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负责人:Morales, Manuel
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依托单位:
Beyond the Ruin Problem: Novel applications of Insurance Risk Models
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批准号:RGPIN-2018-04726
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项目类别:Discovery Grants Program - Individual
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资助金额:$1.31万
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财政年份:2021
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负责人:Morales, Manuel
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依托单位:
Leveraging artificial intelligence to improve Environmental, Social, and Governance (ESG) data and assess the quality of ESG reports
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批准号:571240-2022
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项目类别:Idea to Innovation
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资助金额:$1.46万
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财政年份:2021
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负责人:Morales, Manuel
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依托单位:
Beyond the Ruin Problem: Novel applications of Insurance Risk Models
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批准号:RGPIN-2018-04726
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项目类别:Discovery Grants Program - Individual
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资助金额:$1.31万
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财政年份:2020
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负责人:Morales, Manuel
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依托单位:
NSERC CREATE Program on Machine Learning in Quantitative Finance and Business Analytics
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批准号:512046-2018
-
项目类别:Collaborative Research and Training Experience
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资助金额:$21.86万
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财政年份:2020
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负责人:Morales, Manuel
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依托单位:
NSERC CREATE Program on Machine Learning in Quantitative Finance and Business Analytics
-
批准号:512046-2018
-
项目类别:Collaborative Research and Training Experience
-
资助金额:$21.86万
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财政年份:2019
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负责人:Morales, Manuel
-
依托单位:
Beyond the Ruin Problem: Novel applications of Insurance Risk Models
-
批准号:RGPIN-2018-04726
-
项目类别:Discovery Grants Program - Individual
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资助金额:$1.31万
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财政年份:2019
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负责人:Morales, Manuel
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依托单位:
Application des méthodes d'apprentissage machine au problème d'inventaire dans les stratégies algorithmiques à haute fréquence: une approche via un simulateur du marché
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批准号:513295-2017
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项目类别:Collaborative Research and Development Grants
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资助金额:$1.73万
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财政年份:2018
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负责人:Morales, Manuel
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依托单位:
Beyond the Ruin Problem: Novel applications of Insurance Risk Models
-
批准号:RGPIN-2018-04726
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项目类别:Discovery Grants Program - Individual
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资助金额:$1.31万
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财政年份:2018
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负责人:Morales, Manuel
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依托单位:
NSERC CREATE Program on Machine Learning in Quantitative Finance and Business Analytics
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批准号:512046-2018
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项目类别:Collaborative Research and Training Experience
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资助金额:$10.93万
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财政年份:2018
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负责人:Morales, Manuel
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依托单位:
Designing tailor-made risk measures for insurance and financial applications
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批准号:311660-2013
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项目类别:Discovery Grants Program - Individual
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资助金额:$1.09万
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财政年份:2017
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负责人:Morales, Manuel
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依托单位:
Application des méthodes d'apprentissage machine au problème d'inventaire dans les stratégies algorithmiques à haute fréquence: une approche via un simulateur du marché
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批准号:513295-2017
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项目类别:Collaborative Research and Development Grants
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资助金额:$2.1万
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财政年份:2017
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负责人:Morales, Manuel
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依托单位:
Méthodes de prévision non-parametriques dans la modélisation des prix d'électricité et leurs applications au design des portefeuilles optimaux des contrats "day-ahead"
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批准号:508787-2017
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项目类别:Collaborative Research and Development Grants
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资助金额:$1.68万
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财政年份:2017
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负责人:Morales, Manuel
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依托单位:
Évaluation de la performance et l'impact de marché d'une stratégie "market making" à haute fréquence avec un simulateur de bourse.
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批准号:500220-2016
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项目类别:Engage Plus Grants Program
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资助金额:$0.15万
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财政年份:2016
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负责人:Morales, Manuel
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依托单位:
Conception d'un modèle de simulateur de bourse et son application dans le "trading" algorithmique: le défi de la réplication de la microstructure des marchés à haute fréquence.
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批准号:483303-2015
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项目类别:Engage Grants Program
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资助金额:$1.82万
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财政年份:2015
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负责人:Morales, Manuel
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依托单位:
Designing tailor-made risk measures for insurance and financial applications
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批准号:311660-2013
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项目类别:Discovery Grants Program - Individual
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资助金额:$1.09万
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财政年份:2015
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负责人:Morales, Manuel
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依托单位:
Designing tailor-made risk measures for insurance and financial applications
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批准号:311660-2013
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项目类别:Discovery Grants Program - Individual
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资助金额:$1.09万
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财政年份:2014
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负责人:Morales, Manuel
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依托单位:
Designing tailor-made risk measures for insurance and financial applications
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批准号:311660-2013
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项目类别:Discovery Grants Program - Individual
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资助金额:$1.09万
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财政年份:2013
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负责人:Morales, Manuel
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依托单位:
Design and implementation of a viable regime-switching model for asset prices with a view towards portfolio management
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批准号:460784-2013
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项目类别:Engage Grants Program
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资助金额:$1.8万
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财政年份:2013
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负责人:Morales, Manuel
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依托单位:
Some aspects of the interplay between insurance and financial risks
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批准号:311660-2008
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项目类别:Discovery Grants Program - Individual
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资助金额:$1.24万
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财政年份:2012
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负责人:Morales, Manuel
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依托单位:
海外基金