Cody Hyndman, PhD
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- Full Professor and Acting Department Chair, Mathematics and Statistics
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Supervised programs: Mathematics and Statistics (MA, MSc), Mathematics and Statistics (PhD)
Research areas: Mathematical Finance, Computational Finance, Probability and Stochastic Analysis, Filtering and Control, Statistics, Insurance Mathematics, Machine Learning
Contact information
Email:
Website:
Biography
Education
Ph.D.: University of Waterloo, Canada 2005
Positions
07/2025-12/2025: Acting Department Chair (Academic Unit Head)
01/2025-06/2025: Acting Graduate Programs Director
06/2023-present: (Full) Professor
07/2017-06/2023: Department Chair (Academic Unit Head)
06/2011-05/2023: Associate Professor
07/2006-05/2011: Assistant Professor
Awards
06/2023: Concordia Academic Leadership Award
Teaching activities
Recent Courses
STAT 385: Neural Networks
MACF 401: Mathematical and Computational Finance I
MACF 402: Mathematical and Computational Finance II
Research activities
Recent Publications
Kratsios, A, Hyndman, C. Generative Ornstein Uhlenbeck Markets via Geometric Deep Learning. In: Nielsen, F., Barbaresco, F. (eds) Geometric Science of Information. GSI 2023. Lecture Notes in Computer Science, vol 14072. Springer, Cham. 2023; Part II: 605-614.
Kratsios A, Hyndman C. NEU: A Meta-Algorithm for Universal UAP-Invariant Feature Representation. Journal of Machine Learning Research. 2021; 22(92): 1-51.
Kratsios A, Hyndman C. Deep Arbitrage-free Learning in a Generalized HJM Framework via Arbitrage-Regularization. Risks. 2020; 8(2), 40: 1-30.
Wang R, Hyndman C, Kratsios A. The Entropic Measure Transform. The Canadian Journal of Statistics. 2020; 48(1): 97-129.
Hillairet C, Hyndman C, Jiao Y, Wang, R. Trading against disorderly liquidation of a large position under asymmetric information and market impact. ESAIM: Proceedings and Surveys. 2017; 56: 42-71.
Hyndman C, Oyono Ngou P. A Convolution Method for Numerical Solution of Backward Stochastic Differential Equations. Methodology and Computing in Applied Probability. 2017; 19(1): 1-29.
Publications
A full list of my publications and preprints is available on this webpage:
http://mypage.concordia.ca/alcor/chyndman/research.html
Funding
Research and Funding Opportunities for Students
Co-founder of the NSERC CREATE Program on Machine Learning in Quantitative Finance and Business Analytics (FIN-ML).
Students (graduate and undergraduate) pursuing a degree in the Department of Mathematics and Statistics under my supervision may apply for FIN-ML scholarships and participate in the training program, research, and industrial internships.
Research Grants (Current)
NSERC Discovery
MITACS Accelerate
Research Grants (Previous)
NSERC Create
Institut de la finance structurée ed des instruments dérivés de Montréal (IFSID)
Institut de finance mathématique de Montréal (IFM2)