Debbie J. Dupuis

Professor, Department of Decision Sciences

Contact information

HEC Montréal
3000, chemin de la Côte-Sainte-Catherine
Montréal (Québec)
Canada H3T 2A7

Email : debbie.dupuis@hec.ca
Phone : 514 340-6952
Secretary: 514 340-6472
Fax : 514 340-5634
Office : 4.848

Personal page

Other title(s)

Fellow of the American Statistical Association (ASA)
Member of the Group for Research in Decision Analysis (GERAD)

Education

M. Sc. (mathématiques et statistiques), Queen’s
Ph. D. (mathématiques et statistiques), University of New Brunswick

Expertise

Extreme Values
Robustness
Statistical Modeling
Statistical Computing

This publication selection covers the last five years.

Journal articles (6)

DUPUIS, Debbie J., ENGELKE, Sebastian, TRAPIN, Luca; « Modeling panels of extremes », Annals of Applied Statistics, vol. 17, no 1, 2023, p. 498-517.

DUPUIS, Debbie J., TRAPIN, Luca; « Mixed-frequency extreme value regression: Estimating the effect of mesoscale convective systems on extreme rainfall intensity », Annals of Applied Statistics, vol. 17, no 2, 2023, p. 1398-1418.

MHALLA, Linda, CHAVEZ-DEMOULIN, Valérie, DUPUIS, Debbie J.; « Causal mechanism of extreme river discharges in the upper Danube basin network », Journal of the Royal Statistical Society Series C-Applied Statistics, vol. 69, no 4, 2020, p. 741-764.

DUPUIS, Debbie J., TRAPIN, Luca; « Structural change to the persistence of the urban heat island », Environmental Research Letters, vol. 15, no 10, 2020, p. 1-6.

DUPUIS, Debbie J., TRAPIN, Luca; « Ground-level ozone: Evidence of increasing serial dependence in the extremes », Annals of Applied Statistics, vol. 13, no 1, 2019, p. 34-59.

BEE, Marco, DUPUIS, Debbie J., TRAPIN, Luca; « Realized Peaks over Threshold: A Time-Varying Extreme Value Approach with High-Frequency-Based Measures », Journal of Financial Econometrics, vol. 17, no 2, 2019, p. 254-283.

This selection of supervision activities covers the last five years.

Dissertation direction – PhD in Administration (1)

In codirection with : RÉMILLARD, Bruno
On Time-Varying Volatility and Financial Derivatives, by Hugo Lamarre
March 2019

Supervised project supervision – MSc in Management (3)

Efficacité d'une nouvelle stratégie de couverture pour les entreprises d'électricité , by Samuël Quenneville
March 2022

Ancillary Revenues Forecasting at Air Canada , by Pedro Garcia-Fontova
March 2020

In codirection with : PINEAU, Pierre-Olivier
An Investigation of Arbitrage Leading Indicators Between Ontario and New York Power Markets , by Alexis Ethier
May 2019