About me

I am a fourth year PhD student in financial mathematics at Concordia University under the supervision of Frédéric Godin. Before that, I did my bachelor’s degree in mathematics and statistics with a specialization in actuarial science at University of Montreal (UdeM). I also did my master’s degree at UdeM in mathematical and computational finance under the supervision of Maciej Augustyniak where I worked on econometrics models and hidden markov models.

My main research interest is in the application of machine learning methods in quantitative finance. For my PhD thesis, I am working on deep reinforcement learning approaches to the problems of pricing and hedging financial derivatives.

I am also the co-founder of OCF Group, a research and technology transfer firm that helps companies and startups to innovate as well as to integrate AI technologies into a viable value proposition. For business-related information, you can reach me at carbonneau@ocf.ai.