معرفی
David Ardia is a Full Professor in the Department of Decision Sciences at HEC Montréal. His research focuses on quantitative methods for finance, with emphasis on ML/NLP applications in asset management, risk management, and economic forecasting. He holds the IVADO Full Professorship and is affiliated with multiple research institutes including GERAD, CIRANO, and the Penner Institute. Ardia has been recognized with prestigious awards such as the Swiss Risk Manager of the Year (2018), HEC Montreal's Teaching Award (2022), and Research Award (2024). He serves on editorial boards for the International Journal of Forecasting and Journal of Statistical Software.
Education: PhD in Financial Econometrics (University of Fribourg), MAS in Quantitative Finance (ETH Zurich/University of Zurich), MSc in Financial Engineering (University of Neuchâtel).
Research interests include: quantitative risk management, textual sentiment analysis (sentometrics), hedge fund performance evaluation, and climate change impact on markets. Recent work explores high-frequency trading patterns on platforms like Robinhood, cryptocurrency pump-and-dump schemes, and green vs. brown stock dynamics.
Publications span 18+ journal articles in top venues like Journal of Financial Economics, Journal of Business & Economic Statistics, and Management Science. His open-source packages (sentometrics, MSGARCH, etc.) are widely used in academic and industry applications.
Active in supervising over 60+ master's theses and projects, spanning topics from volatility forecasting to ESG investing. Leads research on financial analytics, NLP-driven investment strategies, and climate finance.
