Jean-François Bégin Associated member, GERAD share Assistant Professor, Department of Statistics and Actuarial Science, Simon Fraser University jbegin@sfu.ca Other titles and affiliations Sep 2012 – Dec 2016 HEC Montréal Education Sep 2012 – Nov 2016 Ph.D. , Administration Four essays on applications of filtering methods in finance HEC Montréal – Department of Decision Sciences, Geneviève Gauthier, director, Mathieu Boudreault, co-director Research Axes Axis 1: Data valuation for decision making Axis 3: Decision support made under uncertainty Research Applications Economy and finance Publications Mar 2022 The informational content of high-frequency option prices Diego Amaya, Jean-François Bégin, and Geneviève Gauthier Management Science, 68(3), 2166–2201, 2022 BibTeX reference Jan 2022 Do jumps matter in the long term? A tale of two horizons Jean-François Bégin and Mathieu Boudreault North American Actuarial Journal , 26(1), 82–101, 2022 BibTeX reference Sep 2021 Practical Application of “Do Jumps Matter in the Long Term? A Tale of Two Horizons” Jean-François Bégin, Mathieu Boudreault, David R. Cantor, and Kailan Shang North American Actuarial Journal Practical Application, 1–7, 2021 BibTeX reference 18 publications Prizes and awards 2020 Bob Alting von Geusau Prize International Actuarial Association Supervision Louis Arsenault-Mahjoubi Ph.D. Thomas Landry Ph.D. Wenyuan Zhou Master's degree Alice Roberts Master's degree Louis Arsenault-Mahjoubi Master's degree Xueyi (Wendy) Xu Master's degree Golara Zafari Ph.D. Cherie Ng Master's degree Fei (Michael) Mo Master's degree All supervisions (13)
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