Michel Denault

This publication selection covers the last five years.

Journal articles (6)

MITJANA, Florian, DENAULT, Michel, PINEAU, Pierre-Olivier ; « Power decarbonation in Northeastern America: the benefits of multi-stage planning and regional cooperation »,  INFOR: Information Systems and Operational Research, 2026, p. 1-47 (statut : accepted) .

SABAEI, Soroosh, DENAULT, Michel, PINEAU, Pierre-Olivier ; « SDDP-based co-optimization of wind and solar capacity expansion in hydro-dominated systems »,  INFOR: Information Systems and Operational Research, 2026, p. 1-33 (statut : accepted) .

DENAULT, Michel, MITJANA, Florian, PINEAU, Pierre-Olivier ; « On the Value of Saved Power in net-zero North-Eastern America »,  Energy Strategy Reviews,vol. 62,  2025, p. 1-20 .

SIMONATO, Jean-Guy, DENAULT, Michel ; « Multiperiod portfolio allocation: A study of volatility clustering, non-normalities and predictable returns »,  The North American Journal of Economics and Finance,vol. 68,  2023, p. 1-21 .

DENAULT, Michel, SIMONATO, Jean-Guy ; « A note on a dynamic goal-based wealth management problem »,  Finance Research Letters,vol. 46, no Part B,  2022, p. 1-8 .

MITJANA, Florian, DENAULT, Michel, DEMEESTER, Kenjy ; « Managing chance-constrained hydropower with reinforcement learning and backoffs »,  Advances in Water Resources ,vol. 169,  2022, p. 1-15 .

This selection of supervision activities covers the last five years.

Thesis direction – Master of Science in Management (3)

In codirection with :  PINEAU, Pierre-Olivier

A Comparative Analysis of Reinforcement Learning and Stochastic Dual Dynamic Programming for Optimizing Energy Dispatch in Québec's Hydroelectric Grid, by Iheb Hajji

March 2025

In codirection with :  DENAULT, Michel

Goal-Based Wealth Management by Reinforcement Learning, by Ioannis Volakakis

March 2024

In codirection with :  DENAULT, Michel

Reinforcement Learning Algorithms for a Dynamic Goal-Based Wealth Management Problem, by Maxence Prémont

November 2021

Supervised project direction – Master of Science in Management (2)

Portfolio Investment during summer internship in Fosun Group, by Hourong Kong

March 2022

Utilisation des techniques d'apprentissage automatique et d'apprentissage profond pour l'estimation des prix locaux marginaux de l'énergie aux marchés de la veille et temps réel de PJM, by Melany Delgado

September 2020