Cody Hyndman

Dr. Cody Hyndman is Associate Professor and Chair of the Department of Mathematics and Statistics, Concordia University.  He is the director of the Mathematical and Computational Finance program at Concordia and a co-founder of the NSERC CREATE program on Machine Learning in Quantitative Finance and Business Analytics (FIN-ML).  His research interests include: mathematical and computational finance; probability and stochastic analysis; filtering and control; term-structure models; energy and commodity markets; and insurance mathematics.  His recent research has focused on machine learning algorithms and applications in finance, appearing in the journal Risksand the Journal of Machine Learning Research.