Skip to main page content

Dr. Thomas McCurdy

Professor
University of Toronto
1
Participates in 4 items

Dr. Tom McCurdy holds the Bonham Chair in International Finance and is a Professor of Finance at Rotman (with a status-only cross-appointment to the Department of Economics). He founded the Financial Research and Trading Lab in 1999, funded by a research grant from the Ontario Research and Development Challenge Fund (ORDCF). In 2013, thanks to the financial support of BMO, the Lab was expanded and renamed the BMO Financial Group Finance Research and Trading Lab. Tom has received best research paper and teaching awards, has been an invited and keynote speaker at international conferences, an Associate Fellow at the CIRANO Research Institute (Montreal), and an Associate Editor for the Journal of Financial Econometrics. Recent research publications include: textual analyses for linking jumps in stock returns to firm-specific news; probabilistic modeling of regime changes during the COVID-19 crisis; nonlinear pricing kernels for jump and crash risk; forecasting correlations; real-time identification of structural breaks; and the pedagogy of simulation-based learning. As the co-founder of the RIT Market Simulator package, his instructional development work includes co-authoring more than fifty simulation-based-learning cases designed to practice financial decision making.  These cases are being used by many universities and companies around the globe and for our extra-curricular events and competitions, including the annual international (RITC), European (RETC) and Korean (RUTC) competitions. Tom currently teaches in the MBA, Master of Finance, Master of Financial Risk Management and Commerce Programs.


 

Sessions in which Dr. Thomas McCurdy participates

domingo 2 junio, 2024

Zona horaria: (GMT-05:00) Eastern Time (US & Canada)
10:30
10:30 - 11:45 | 1 hour 15 minutos
FINDivisional speakerConference widefinanceSimultaneous translation

Presentation: Forecasting stock return distributions using mixture models Summary:This presentation will provide examples of theory-informed mixture models which can improve forecasts, providing better bases for decisions. Models (whether cognitive or statistical) are increasingly important for separating signals from noise. It is important to model higher-order moments of distributions and their interdependence rather than mode...

13:00
13:00 - 13:30 | 30 minutos
NetworkingSpeaker

Book a one-on-one 30 min coffee chat with our guest speaker Thomas McCurdy     Meet at the conference registration desk

13:30
13:30 - 14:00 | 30 minutos
SpeakerNetworking

Book a one-on-one 30 min coffee chat with our guest speaker Thomas McCurdy     Meet at the conference registration desk

14:00
14:00 - 14:30 | 30 minutos
NetworkingDivisional speakerfinance

Book a one-on-one 30 min coffee chat with our guest speaker Thomas McCurdy     Meet at the conference registration desk

Sessions in which Dr. Thomas McCurdy attends

sábado 1 junio, 2024

Zona horaria: (GMT-05:00) Eastern Time (US & Canada)
17:30
17:30 - 19:00 | 1 hour 30 minutos
Conference wide

Meet us in the Agora and enjoy some delicious foods and drinks, enjoy the view of Montreal on the adjacent terasse and mingle with all ASAC participants!