Cody Hyndman, PhD
Associate Professor and Chair, Mathematics and Statistics
Ph.D.: University of Waterloo, Canada 2005
MACF 401: Mathematical and Computational Finance I
MACF 402: Mathematical and Computational Finance II
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.
A full list of my publications and preprints is available on this webpage:
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)