Rostand Tchouakam
PhD Candidate in Economics, Université de Montréal · 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. I am also 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.
Upcoming
This Fall 2025, I will be Teaching Assistant for Special Topics in Money, Banking and Markets (ECN 6258), M.Sc., Université de Montréal — 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.