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Professor of Financial & Actuarial Mathematics

Manuel Morales, PhD

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Introducing Non-ruin Quantities in Collective Risk Theory

Introducing Non-ruin Quantities in Collective Risk Theory

My current research program in Ruin Theory includes exploring non-ruin quantities as proxies for risk. Quantities like drawdowns can be...

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In this space I publish posts and news related to my academic and professional activities.

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Simulator Models for the Limit Order Book Dynamics and their Applications

Simulator Models for the Limit Order Book Dynamics and their Applications

Modeling and Simulation of High Frequency Features of Market Prices

Modeling and Simulation of High Frequency Features of Market Prices

On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk t

On the depletion problem for an insurance risk process: new non-ruin quantities in collective risk t

Trend Detection Using a Statistical Learning Algorithm: An Exercice in Algorithmic Trading

Trend Detection Using a Statistical Learning Algorithm: An Exercice in Algorithmic Trading

Identifying Structural Regime Changes with Self-Organizing Maps in Financial Markets

Identifying Structural Regime Changes with Self-Organizing Maps in Financial Markets

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Montreal Strategical Forum on Artificial Intelligence

Artificial Intelligence Governance in Financial Services

Colloquium on Transparency and Audit of Artificial Intelligence Models

Colloquium on Transparency and Audit of Artificial Intelligence Models

Appointment as Chief Artificial Intelligence Scientist at National Bank of Canada.

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