Jean-François Bégin
Associated member, GERAD
 
      Associate Professor, Department of Statistics and Actuarial Science, Simon Fraser University
Other titles and affiliations
                    Jan 2017 – Aug 2023
              
              Assistant Professor,  Department of Statistics and Actuarial Science, Simon Fraser University
            
                    Sep 2012 – Dec 2016
              
              HEC Montréal
            Education
                        Sep 2012 – Nov 2016
                  
                
                    
                      Ph.D.                    
                    , Administration
                        Four essays on applications of filtering methods in finance
                  
                    
                        
                          HEC Montréal – Department of Decision Sciences, 
                        
                        
                          Geneviève Gauthier,
                          director, 
                        
                        
                          Mathieu Boudreault,
                          co-director
                        
                    
                Research Axes
Research Applications
Publications
      
        May 2025
      
  
  
    
    Sayyed Faraz Mohseni, Hamid Arian, and Jean-François Bégin
    
      To appear in: Financial Markets and Portfolio Management, 2025
      
        
        BibTeX reference
    
  
      
        Apr 2025
      
  
  
      The stochastic behavior of electricity prices under scrutiny: Evidence from spot and futures markets    
    Jean-François Bégin, Fabio Gómez, Katja Ignatieva, and Han Li
    
      Energy Economics, 144, Paper no: 108296, 2025
      
        
        BibTeX reference
    
  
      
        Apr 2025
      
  
  
    
    Jean-François Bégin and Mathieu Boudreault
    
      Studies in Nonlinear Dynamics & Econometrics, 29(2), 147–175, 2025
      
        
        BibTeX reference
    
  News
    Sep  5, 2023
  
  On September 1st, 2023, Jean-François Bégin has been promoted as Associate Professor from the Department of Statistics and Actuarial Science, Simon Fraser University.
Congratulations!
    Jan 26, 2023
  
  Professor Mathieu Boudreault of UQAM's Department of Mathematics, specializing in actuarial science, will work in collaboration with Retraite Québec and Professor Jean-François Bégin of Simon Fraser University in British Columbia on a project entitled "The Impact of Climate Change on the Long-Term Sustainability of Public and Private Pension Plans". This project is funded with $160,000, including $80,000 from Retraite Québec, under the Natural Sciences and Engineering Research Council of Canada (NSERC) Alliance Program.
Congratulation!
Prizes and awards
                  2025
                
                Best Paper Award of the 2nd Joint Colloquium of the International Association of Actuaries Sections
                      International Actuarial Association
                    
                
                  2023
                
                2023 Early Career Faculty Research Award of the Faculty of Science
                      Simon Fraser University
                    
                
                  2023
                
                2023 Maple Leaf Research Award
                      Actuarial Foundation of Canada
                    
                
                  2020
                
                Bob Alting von Geusau Prize
                      International Actuarial Association
                    
                
                  2020
                
                Fellow
                      Canadian Institute of Actuaries
                    
                
                  2017
                
                Fellow
                      Society of Actuaries (SOA)
                    
                Supervision
                  Yunqiao Zhang
                  Master's degree
                
              
                  Isaac Marchand
                  Master's degree
                
              
                  Parnian Rezaei
                  Master's degree
                
              
                  Sara Vakili
                  Master's degree
                
              
                  Jingyu Zhu
                  Master's degree
                
              
                  Vatsal Desai
                  Master's degree
                
              
                  Yingfei Sun
                  Master's degree
                
              
                  Nikhil  Kapoor
                  Master's degree
                
              
                  Louis Arsenault-Mahjoubi
                  Ph.D.