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Keven Bluteau

Professeur, École de gestion
École de gestion Finance

Présentation

Sujet de recherche

Économétrie, Évaluation d'actifs financiers, Investissements, Marché boursier, Traitement automatique des langues

Disciplines de recherche

Finance

Mots-clés

Asset Pricing, Sentometrics, Risk Management, Sentiment Analysis, Climate Finance

Recherche clinique

Langues parlées et écrites

Anglais, Français

Diplômes

(2019). Modeling Latent Variables in Economics and Finance (Doctorat, Docteur en Finance). Université de Neuchâtel.

(2019). Modeling Latent Variables in Economics and Finance (Doctorat, Doctor in Business Economics). Vrije Universiteit Brussel.

(2015). (Maîtrise avec mémoire, Maîtrise en administration des affaires). Université Laval.

(2013). (Baccalauréat, Baccalauréat en administration des affaires). Université Laval.

Expérience académique

Professor of Finance. (2021-). Université de Sherbrooke. Canada.

Prix et distinctions

(2021) International Journal of Forecasting 2018-2019 Best Paper Award for: Questioning the news about economic growth: Sparse forecasting using thousands of news-based sentiment values. International Journal of Forecasting. (Prix).

Financement

Subvention. (Obtenu). Cochercheur. MITACS Accelerate. Mathematics of Information Technology and Complex Systems (MITACS). Accelerate. 45 000 $. (2023-2026)
Subvention. (Obtenu). Cochercheur. Appel de projets de recherche du Fonds AMF-GIRIF 2023 - Risques liés aux changements climatiques - Thématique « Risque de marché et risques climatiques ». Autorité des marchés financiers. Fonds AMF-GIRIF. 34 200 $. (2023-2025)
Subvention. (Obtenu). Cochercheur. Centre d’intelligence en surveillance des marchés financiers Premier appel de projets. Centre d’intelligence en surveillance des marchés financiers. 12 000 $. (2022-2023)
Bourse de recherche. (Obtenu). Chercheur principal. Early Postdoc.Mobility. Fond national suisse. Early Postdoc.Mobility. 76 150 $. (2020-2021)
Subvention. (Obtenu). Chercheur principal. Subvention de démarrage. Université de Sherbrooke. 15 000 $.

Publications

Articles de revue

Ardia, D.; Bluteau, K.; Boudt, K.; Inghelbrecht, K.;. (2023). Climate Change Concerns and the Performance of Green Versus Brown Stocks. Management Science DOI. (Article sous presse).
Ardia, D; Bluteau, K; Lortie-Cloutier, G*; Duy Tran, T*. (2023). Factor exposure heterogeneity in green and brown stocks. Finance Research Letters 55 (Article accepté).
(2023). The Role of Twitter in Cryptocurrency Pump-and-Dumps. (Article soumis).
Ardia, David; Bluteau, Keven, Mohammad, Abbas Meghani. (2023). Thirty Years of Academic Finance. Journal of Economics Surveys (Article sous presse).
Ardia, D; Bluteau, K; Tran, TD;. (2022). How easy is it for investment managers to deploy their talent in green and brown stocks?. Finance Research Letters 48 DOI. (Article publié).
Ardia, D; Bluteau, K; Boudt, K. (2022). Media Abnormal Tone, Earnings Announcements, and the Stock Market. Journal of Financial Markets 61 DOI. (Article publié).
Ardia, D; Bluteau, K; Kassem, A. (2021). A Century of Economic Policy Uncertainty Through the French-Canadian Lens. Economics Letters 205 DOI. (Article publié).
Ardia, D; Bluteau, K; Borms, S; Boudt, K. (2021). The R Package sentometrics to Compute,Aggregate and Predict with Textual Sentiment. Journal of Statistical Software 99 (2), 1-40. DOI. (Article publié).
Algaba, A; Ardia, D; Bluteau, K; Borms, S; Boudt, K. (2020). Econometrics Meets Sentiment: An Overview of Methodology and Applications. Journal of Economic Surveys 34 (3), 512-547. DOI. (Article publié).
Ardia, D; Bluteau, K; Boudt, K; Catania, L; Trottier, D-A. (2019). Markov-Switching GARCH Models in R: The MSGARCH Package. Journal of Statistical Software 91 (4), DOI. (Article publié).
Ardia, D; Bluteau, K; Boudt, K. (2019). Questioning the News About Economic Growth: Sparse Forecasting Using Thousands of News-Based Sentiment Values. International Journal of Forecasting 35 (4), 1370-1386. DOI. (Article publié).
Ardia, D; Bluteau, K; Rüede, M. (2019). Regime Changes in Bitcoin GARCH Volatility Dynamics. Finance Research Letters 29 266-271. DOI. (Article publié).
Ardia, D; Bluteau, K; Boudt, K; Catania, L. (2018). Forecasting Risk with Markov-Switching GARCH Models: A Large-Scale Performance Study. International Journal of Forecasting 34 (4), 733-747. DOI. (Article publié).
Ardia, D; Bluteau, K; Hoogerheide, L. F. (2018). Methods for Computing Numerical Standard Errors: Review and Application to Value-at-Risk Estimation. Journal of Time Series Econometrics 10 (2), 1-9. DOI. (Article publié).
Ardia, D; Bluteau, K. (2017). Stress-testing with parametric models and Fully Flexible Probabilities. Wilmott Magazine 87 52-55. DOI. (Article publié).

Ressources en ligne

(2018). MSGARCH: Markov-Switching GARCH Models. Site Web.
(2018). nse: Numerical Standard Errors Computation in R. Site Web.
(2018). sentometrics: An Integrated Framework for Textual Sentiment Time Series Aggregation and Prediction. Site Web.

Autres contributions

Cours enseignés

Éléments de gestion financière - 09. FEC222. (2023-01-10 à 2023-04-25).Université de Sherbrooke. Canada. (3CR).
Éléments de gestion financière - 03. (2022-09-06 à 2022-12-20).Université de Sherbrooke. Canada. (3CR).
Éléments de gestion financière - 10. (2022-09-06 à 2022-12-20).Université de Sherbrooke. Canada. (3CR).
Éléments de gestion financière - 01. (2022-05-03 à 2022-08-23).Université de Sherbrooke. Canada. (3CR).
Éléments de gestion financière - 03. FEC222. (2021-09-06 à 2021-12-19).Université de Sherbrooke. Canada. (3CR).
Éléments de gestion financière - 08. FEC222. (2021-09-06 à 2021-12-19).Université de Sherbrooke. Canada. (3CR).
Éléments de gestion financière - 10. FEC222. (2021-09-06 à 2021-12-19).Université de Sherbrooke. Canada. (3CR).

Présentations

(2022). Landscape of Academic Finance with the Structural Topic Model. Société Canadienne de Science Économique. Montréal, Canada
(2021). Climate change concerns and the performance of green versus brown stocks. Université de Sherbrooke. Sherbrooke, Canada
(2021). Climate change concerns and the performance of green versus brown stocks. International Conference of the French Finance Association.
(2021). Climate change concerns and the performance of green versus brown stocks. Université de Sherbrooke Recruitment Seminar.
(2020). Climate change concerns and the performance of green versus brown stocks. National Bank of Belgium Meeting.
(2020). Climate change concerns and the performance of green versus brown stocks. Computational and Financial Econometrics.
(2020). Climate change concerns and the performance of green versus brown stocks. National Bank of Belgium International Conference.
(2020). Climate change concerns and the performance of green versus brown stocks. Ghent University Seminar.
(2019). Abnormal media tone, returns, and earnings announcements. HEC Montreal Seminar. Montréal, Canada
(2019). Abnormal media tone, returns, and earnings announcements. International Conference of the French Finance Association. quebec, Canada
(2019). Application de la librairie « nse » en gestion des risques financiers. R à Québec. Québec, Canada
(2019). The GWP R package: Generalized word power approach of calibrating lexicons. Computational and Financial Econometrics. London, Royaume-Uni
(2018). Abnormal media tone, returns, and earnings announcements. RFinance. Chicago, États-Unis d'Amérique
(2018). Questioning the News About Economic Growth: Sparse Forecasting Using Thousands of News-Based Sentiment Values. SoFiE Financial Econometrics Summer School. Brussels, Belgique
(2018). Questioning the News About Economic Growth: Sparse Forecasting Using Thousands of News-Based Sentiment Values. (EC)^2. Rome, Italie
(2017). Markov-Switching GARCH Models in R: The MSGARCH Package. RFinance. Chicago, États-Unis d'Amérique
(2017). Markov-Switching GARCH Models in R: The MSGARCH Package. Computational and Financial Econometrics. Seville, Espagne
(2017). Markov-Switching GARCH Models in R: The MSGARCH Package. UseR!. Brussels, Belgique