David Ardia
Department of Economics and Business
University of Neuchatel
Switzerland
Biography
David Ardia is assistant professor of finance and head of the Master of Science in Finance (MScF) at the University of Neuchâtel, Switzerland, and visiting professor of finance at Laval University, Québec City, Canada. Dave spent 4+ years in the financial industry. He was senior analyst at aeris CAPITAL AG and head of research at Tolomeo Capital AG, two Swiss-based asset managers. In 2008, he received the Chorafas prize for his book “Financial Risk Management with Bayesian Estimation of GARCH Models” published by Springer. He is the author of several scientific articles and statistical packages. He holds an MSc in applied mathematics, a MAS in finance and a PhD in Bayesian econometrics.
Research Interest
1.Quantitative risk management 2.Quantitative asset allocation 3.Volatility modelling 4.Financial econometrics
Publications
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Ardia D, Boudt K, Carl P, Mullen KM, Peterson BG. Differential Evolution with DEoptim. R Journal. 2011 Jun 1;3(1).
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Ardia DS. Free speech savior or shield for scoundrels: An empirical study of intermediary immunity under Section 230 of the Communications Decency Act. Loy. LAL Rev.. 2009;43:373.
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Mullen KM, Ardia D, Gil DL, Windover D, Cline J. DEoptim: An R package for global optimization by differential evolution.
