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Keven Bluteau

Professeur, École de gestion

École de gestion Finance

Présentation

Sujet de recherche

Automatic Language Processing, Econometrics, Financial Assets Evaluation, Investments, Stock Market

Disciplines de recherche

Finance

Mots-clés

Sentometrics, Financial Risk Management, Climate Finance, Asset Pricing, Financial Markets

Recherche clinique

Langues parlées et écrites

Anglais, Français

Diplômes

(2019). Modeling Latent Variables in Economics and Finance (Doctorate, ). Université de Neuchâtel.

(2019). Modeling Latent Variables in Economics and Finance (Doctorate, ). Vrije Universiteit Brussel.

(2015). (Master's Thesis, ). Université Laval.

(2013). (Bachelor's, ). Université Laval.

Expérience académique

Professor of Finance. (2021-). Université de Sherbrooke. Canada.

Prix et distinctions

  • (2021) International Journal of Forecasting 2018-2019 Best Paper Award for: Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values. International Journal of Forecasting. (Prize / Award).

Financement

  • Grant. (Awarded). Co-investigator. Appel de projets de recherche du Fonds AMF-GIRIF 2023 - Risques liés aux changements climatiques - Thématique « Risque de marché et risques climatiques ». (2023-2025)
  • Grant. (Awarded). Co-investigator. Centre d’intelligence en surveillance des marchés financiers Premier appel de projets. (2022-2023)
  • Fellowship. (Awarded). Principal Investigator. Early Postdoc.Mobility. (2020-2021)

Publications

Articles de revue

  • Ardia, D.; Bluteau, K.; Boudt, K.; Inghelbrecht, K.;. (2022). Climate Change Concerns and the Performance of Green Versus Brown Stocks. Management Science DOI. (In Press).
  • Ardia, D; Bluteau, K; Tran, TD;. (2022). How easy is it for investment managers to deploy their talent in green and brown stocks?. Finance Research Letters 48 DOI. (Published).
  • Ardia, D; Bluteau, K; Boudt, K. (2022). Media Abnormal Tone, Earnings Announcements, and the Stock Market. Journal of Financial Markets 61 DOI. (Published).
  • Ardia, David; Bluteau, Keven, Mohammad, Abbas Meghani. (2022). Thirty Years of Academic Finance. Journal of Economics Surveys (Submitted).
  • Ardia, D; Bluteau, K; Kassem, A. (2021). A Century of Economic Policy Uncertainty Through the French-Canadian Lens. Economics Letters 205 DOI. (Published).
  • Ardia, D; Bluteau, K; Borms, S; Boudt, K. (2021). The R Package sentometrics to Compute,Aggregate and Predict with Textual Sentiment. Journal of Statistical Software 99 (2), 1-40. DOI. (Published).
  • Algaba, A; Ardia, D; Bluteau, K; Borms, S; Boudt, K. (2020). Econometrics Meets Sentiment: An Overview of Methodology and Applications. Journal of Economic Surveys 34 (3), 512-547. DOI. (Published).
  • Ardia, D; Bluteau, K; Boudt, K; Catania, L; Trottier, D-A. (2019). Markov-Switching GARCH Models in R: The MSGARCH Package. Journal of Statistical Software 91 (4), DOI. (Published).
  • Ardia, D; Bluteau, K; Boudt, K. (2019). Questioning the News About Economic Growth: Sparse Forecasting Using Thousands of News-Based Sentiment Values. International Journal of Forecasting 35 (4), 1370-1386. DOI. (Published).
  • Ardia, D; Bluteau, K; Rüede, M. (2019). Regime Changes in Bitcoin GARCH Volatility Dynamics. Finance Research Letters 29 266-271. DOI. (Published).
  • Ardia, D; Bluteau, K; Boudt, K; Catania, L. (2018). Forecasting Risk with Markov-Switching GARCH Models: A Large-Scale Performance Study. International Journal of Forecasting 34 (4), 733-747. DOI. (Published).
  • Ardia, D; Bluteau, K; Hoogerheide, L. F. (2018). Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation. Journal of Time Series Econometrics 10 (2), 1-9. DOI. (Published).
  • Ardia, D; Bluteau, K. (2017). Stress-testing with parametric models and Fully Flexible Probabilities. Wilmott Magazine 87 52-55. DOI. (Published).
  • Ardia, D; Bluteau, K; Lortie-Cloutier, G*; Duy Tran, T*. Factor exposure heterogeneity in green and brown stocks. Finance Research Letters (In Press).

Ressources en ligne

  • (2018). MSGARCH: Markov-Switching GARCH Models. Site Web.
  • (2018). nse: Numerical Standard Errors Computation in R. Site Web.
  • (2018). sentometrics: An Integrated Framework for Textual Sentiment Time Series Aggregation and Prediction. Site Web.

Autres contributions

Cours enseignés

  • Éléments de gestion financière - 09. FEC222. (2023-01-10 à 2023-04-25).(3CR).
  • Éléments de gestion financière - 03. (2022-09-06 à 2022-12-20).(3CR).
  • Éléments de gestion financière - 10. (2022-09-06 à 2022-12-20).(3CR).
  • Éléments de gestion financière - 01. (2022-05-03 à 2022-08-23).(3CR).
  • Éléments de gestion financière - 03. FEC222. (2021-09-06 à 2021-12-19).(3CR).
  • Éléments de gestion financière - 08. FEC222. (2021-09-06 à 2021-12-19).(3CR).
  • Éléments de gestion financière - 10. FEC222. (2021-09-06 à 2021-12-19).(3CR).

Présentations

  • (2022). Landscape of Academic Finance with the Structural Topic Model. Société Canadienne de Science Économique. Montréal, Canada
  • (2021). Climate change concerns and the performance of green versus brown stocks. Université de Sherbrooke. Sherbrooke, Canada
  • (2021). Climate change concerns and the performance of green versus brown stocks. International Conference of the French Finance Association.
  • (2021). Climate change concerns and the performance of green versus brown stocks. Université de Sherbrooke Recruitment Seminar.
  • (2020). Climate change concerns and the performance of green versus brown stocks. National Bank of Belgium Meeting.
  • (2020). Climate change concerns and the performance of green versus brown stocks. Computational and Financial Econometrics.
  • (2020). Climate change concerns and the performance of green versus brown stocks. National Bank of Belgium International Conference.
  • (2020). Climate change concerns and the performance of green versus brown stocks. Ghent University Seminar.
  • (2019). Abnormal media tone, returns, and earnings announcements. HEC Montreal Seminar. Montréal, Canada
  • (2019). Abnormal media tone, returns, and earnings announcements. International Conference of the French Finance Association. quebec, Canada
  • (2019). Application de la librairie « nse » en gestion des risques financiers. R à Québec. Québec, Canada
  • (2019). The GWP R package: Generalized word power approach of calibrating lexicons. Computational and Financial Econometrics. London, United Kingdom
  • (2018). Abnormal media tone, returns, and earnings announcements. RFinance. Chicago, United States of America
  • (2018). Questioning the News About Economic Growth: Sparse Forecasting Using Thousands of News-Based Sentiment Values. SoFiE Financial Econometrics Summer School. Brussels, Belgium
  • (2018). Questioning the News About Economic Growth: Sparse Forecasting Using Thousands of News-Based Sentiment Values. (EC)^2. Rome, Italy
  • (2017). Markov-Switching GARCH Models in R: The MSGARCH Package. RFinance. Chicago, United States of America
  • (2017). Markov-Switching GARCH Models in R: The MSGARCH Package. Computational and Financial Econometrics. Seville, Spain
  • (2017). Markov-Switching GARCH Models in R: The MSGARCH Package. UseR!. Brussels, Belgium