Dena Firoozi
Member, GERAD
Assistant Professor, Department of Decision Sciences, HEC Montréal
Other titles and affiliations
Biography
I am an Assistant Professor of Financial Engineering in the Department of Decision Sciences at HEC Montréal (business school of University of Montreal). I am currently the academic director of the MSc program in financial engineering at HEC, which is offered in English and French languages. I am also an Associate Editor for Automatica and the IMA Journal of Mathematical Control and Information.
Before joining HEC Montréal, I was a postdoctoral fellow in the Department of Statistical Sciences at the University of Toronto (Canada) between 2018-2020, where I worked with Sebastian Jaimungal in the mathematical finance program. I was also a PhD exchange student in the same program during Fall 2017. I completed my PhD in electrical engineering under the supervision of Peter E. Caines in the systems & control program at McGill University (Canada) in 2019. I received my MSc degree from Sharif University of Technology (Iran) in 2011, and my BSc degree from Shiraz University (Iran) in 2009, both in electrical engineering- systems & control.
My research interests include stochastic control and mean field games, and their applications in finance. In particular, I am interested in modeling energy and financial markets as large-population dynamic games and addressing problems such as optimal trading, systemic risk, equilibrium pricing, and contract design.
Education
Research Axes
Research Applications
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News
We are pleased to announce that professors Michèle Breton, Dena Firoozi, Sébastien Le Digabel, Dominique Orban, Yossiri Adulyasak, Erick Delage, Masoud Asgharian et Alejandro Murua will be awarded a $10,000 grant for the co-supervision of their student submitted to the Research scholarship competition for co-supervised doctoral students.
Here are the winners who will each receive a half-fellowship of $40,000:
- Paula Metzker Soares, candidate proposed by Jean-François Cordeau and Raf Jans;
- Rinel Foguen Tchuendom, candidate proposed by Michèle Breton and Dena Firozzi.
Congratulations!
GERAD is pleased to award 3 scholarships (of $3,500 each) for foreign interns who will come to work in our offices this summer.
The applications were submitted by: Michèle Breton and Dena Firozzi, Dominique Orban and Youssef Diaoune and a team composed of Charles Audet, Youssef Diaoune, Antoine Lesage-Landry and Sébastien Le Digabel.
We wish a good stay to all these new trainees!
Events
Dena Firoozi – Assistant Professor, Department of Decision Sciences, HEC Montréal
Dena Firoozi – Assistant Professor, Department of Decision Sciences, HEC Montréal
Levon Nurbekyan – McGill University