About
Michel Denault is a Professor in the Department of Decision Sciences at HEC Montréal. He holds a M.Math from the University of Waterloo and a Ph.D. in Operations Research from McGill University. His expertise spans financial engineering, risk management, energy derivatives, and environmental finance. He has co-authored three key publications in the last five years, focusing on portfolio allocation, dynamic wealth management, and hydropower optimization using reinforcement learning. Denault has supervised four master's theses and three supervised projects, often co-directing with colleagues like Jean-Guy Simonato and Pierre-Olivier Pineau. He teaches advanced courses such as 'Computational Methods in Financial Engineering' and 'Introduction to Business Analytics'. His research integrates cutting-edge methods like reinforcement learning to address practical challenges in finance and energy systems.
