I am a PhD candidate in Economics at Université de Montréal (UdeM) and a member of CIREQ. My research interests include financial econometrics, and the application of machine learning techniques in economics and finance.
I study how investors make optimal consumption and portfolio decisions in continuous time under uncertainty, using machine learning methods to solve high-dimensional Hamilton–Jacobi–Bellman equations. Additionally, I am interested in how deep learning surrogates can improve econometric inference, particularly in generalized method of moments and M-estimation frameworks.
Before my PhD, I obtained an MSc in Economics and Statistics at ISSEA which equipped me with strong quantitative skills for working with different types of data.
Email: rostand.tchouakam.mbouendeu@umontreal.ca
Upcoming:
- This Fall 2025, I will be Teaching Assistant for Special Topics in Money, Banking and Markets (ECN 6258), M.Sc. , University of Montreal — with Professor Alain-Philippe Fortin .
News:
- I participated in the Summer School and Conference on Machine Learning for Economics and Finance at the University of Turin, Italy (Aug 2025). Course materials are available here .
