Patrick Georges
University of Ottawa
pgeorges@uottawa.ca
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Research interests and modeling techniques
Research interests
I have three fields of interest:1) Economics (international economics, demographic economics, and financial economics),2) Data science and data visualization (including machine learning and deep learning) and3) Music and statistics (including music information retrieval).Modeling techniques
. Agent-based modelling in Python· Machine learning and deep learning in both Python and R (classification, clustering, prediction...);. Convolutional neural networks and recurrent neural networks for music classification. Sentiment analysis using natural language processing (nltk)· Data visualization using Python and R (geographical/choropleth maps, network graphs (networkx), wordclouds, heatmaps), etc.· .Tweeter API, Spotify API, Web scraping....· Overlapping-Generations General Equilibrium Modeling;· Dynamic Computable General Equilibrium Modeling (Multi-Country & Multi-Sector);· Stochastic Simulation Methodologies for Macro-Econometric and Financial Models;· Techniques of Stochastic Calculus applied to specific fields in Finance:*Pricing of options and other derivatives,*Investment under uncertainty (option value of waiting),*Modeling the term structure of interest rates,*Modeling the process of exchange rate regime switching (exchange rate target zone; currency crises and speculative attacks);
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