You may propose your own research projects. However, this specialization is actively seeking students interested in the following research topic :
| Description | Explore how modelling of extreme values and modelling of dependence can be applied to weather derivatives and environmental issues. |
| Faculty Supervisor | Professor Debbie Dupuis |
| Description | Evaluation of counterparts risk, effects of netting and margin call. Filtering latent factors, hedging. |
| Faculty Supervisor | Professor Geneviève Gauthier |
| Description | Development of dynamic optimization algorithms with hydro-power applications. Machine Learning and Approximate Dynamic Programming. Optimal design of contracts on energy markets. |
| Faculty Supervisor | Professor Michel Denault |
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