David Ardia

David Ardia

HEC Montréal École de Gestion - Montreal / Canada
Economics & Econometrics / Economics
AD Scientific Index ID: 653105
École des hautes études commerciales de Montréal
person_outline David Ardia's MOST POPULAR ARTICLES
1-) DEoptim: An R package for global optimization by differential evolutionK Mullen, D Ardia, DL Gil, D Windover, J ClineJournal of Statistical Software 40 (6), 1-26, 20116542011
2-) Climate change concerns and the performance of green vs. brown stocksD Ardia, K Bluteau, K Boudt, K InghelbrechtManagement Science 69 (12), 7607-7632, 20233272023
3-) Regime changes in Bitcoin GARCH volatility dynamicsD Ardia, K Bluteau, M RüedeFinance Research Letters 29, 266-271, 20193092019
4-) Differential evolution with DEoptim: an application to non-convex portfolio optimizationD Ardia, K Boudt, P Carl, K Mullen, BG PetersonThe R Journal 3 (1), 27-34, 20112952011
5-) Forecasting risk with Markov-switching GARCH models: A large-scale performance studyD Ardia, K Bluteau, K Boudt, L CataniaInternational Journal of Forecasting 34 (4), 733-747, 20181962018