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Debbie J. Dupuis

Professor,  Department of Decision Sciences


Debbie J. Dupuis

Contact information

HEC Montréal
3000, chemin de la Côte-Sainte-Catherine
Montréal (Québec)
Canada H3T 2A7

Email: debbie.dupuis@hec.ca
Phone: 514 340-6952
Secretary: 514 340-6472
Fax: 514 340-5634
Office: 4.848

Personal page

Other title(s)

Education

  • M. Sc. (mathématiques et statistiques), Queen’s
  • Ph. D. (mathématiques et statistiques), University of New Brunswick

Expertise

  • Extreme Values
  • Robustness
  • Statistical Modeling
  • Statistical Computing

This publication selection covers the last five years.


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Journal articles (9)


BEE, Marco, DUPUIS, Debbie J., TRAPIN, Luca; « Realizing the extremes: Estimation of tail-risk measures from a high-frequency perspective », Journal of Empirical Finance, vol. 36, Mars 2016, p. 86-99.

BEE, Marco, DUPUIS, Debbie J., TRAPIN, Luca; « US stock returns: are there seasons of excesses? », Quantitative Finance, vol. 16, no 9, 2016, p. 1453-1464.

DUPUIS, Debbie J., GAUTHIER, Geneviève, GODIN, Frédéric; « Short-term Hedging for an Electricity Retailer », Energy Journal, vol. 37, no 2, Avril 2016, p. 31-59.

DUPUIS, Debbie J., PAPAGEORGIOU, Nicolas, RÉMILLARD, Bruno; « Robust Conditional Variance and Value-at-Risk Estimation », Journal of Financial Econometrics, vol. 13, no 4, Automne 2015, p. 896-921.

DUPUIS, Debbie J., SUN, Y., WANG, Huixia Judy; « Detecting change-points in extremes », Statistics and Its Interface, vol. 8, no 1, 2015, p. 19-31.

PINEAU, Pierre-Olivier, DUPUIS, Debbie J., CENESIZOGLU, Tolga; « Assessing the value of power interconnections under climate and natural gas price risks », Energy, vol. 82, 2015, p. 128-137.

DUPUIS, Debbie J.; « A Model for Nighttime Minimum Temperatures », Journal of Climate, vol. 27, no 19, Octobre 2014, p. 7207-7229.

TSAI, Yu Ling, DUPUIS, Debbie J., MURDOCH, Duncan J.; « A robust test for asymptotic independence of bivariate extremes », Statistics, vol. 47, no 1, 2013, p. 172-183.

DUPUIS, Debbie J., VICTORIA-FESER, Maria-Pia; « ROBUST VIF REGRESSION WITH APPLICATION TO VARIABLE SELECTION IN LARGE DATA SETS », Annals of Applied Statistics, vol. 7, no 1, 2013, p. 319-341.



This award and honor selection covers the last five years.


DUPUIS, Debbie J.
ASA Fellow, American Statistical Association, 2017


This selection of supervision activities covers the last five years.

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Master's thesis direction – MSc in Management (2)


Beating the House: Exploiting Inefficiencies in the Major League Baseball Betting Market , by Andrei Munteanu
May 2015

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Supervised project supervision – MSc in Management (2)

Formulation d'un modèle de prévision du volume de demandes pour les principales analyses du laboratoire afin de planifier les ressources humaines , by Maria Yepez Garces
March 2018

Élaboration d'un cadre d'analyse et de prévision des cycles sectoriels , by Ezzat Saleim Demnati
September 2017


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