Department of Statistics & Actuarial Science
(Financial Econometrics, Actuarial Finance and Financial Engineering)
Joined SFU in January 2017
Financial markets and datasets come in all shapes and sizes; accordingly, statistical models and methods used as decision-making tools need to be adapted to the reality of each market. Dr. Jean-François Bégin’s research group uses statistical methods and models to characterize risk in the financial and insurance industries. His versatile research program focuses on both theoretical and empirical aspects of risk assessment, with specific areas of interest that include financial modelling, financial econometrics, filtering methods, high-frequency data, credit risk, and option pricing.
What early life experiences may have foretold your path into science?
As a young child I played a lot of Monopoly and I won most of the time. I took an early interest in economics and finance. And I've always been very curious. Curiosity is one of the main things you need to be a successful researcher.
What is the goal of your research program?
The main aim is to provide the financial industry’s decision makers with the right tools to make decisions. Statistical methods and models will help them make decisions that are in the best interest. Changes brought about by these decisions could have a large impact on everyday life, e.g. government policy, risk-mitigation strategy, retirement scheme.
We have so many different sources of data available to us (e.g., market data, accounting data, high-frequency data). How do we take this information and put it into an objective model? Then, how can we use the model to help us make the best decision (e.g., reduce the financial risk borne by Canadian individuals and entities)?