David Ardia

I'm a quant at heart. I build methods that turn messy data — prices, news, filings, anything written down — into signals for risk, portfolios, and the economy. Financial econometrics is my home base; artificial intelligence, machine learning, and natural language processing are how I get there. Above all, I like working with people — colleagues, co-authors, and students. That part matters to me as much as the results.

I've been shipping open-source code for twenty years. With my team I maintain a dozen R packages on CRAN — GARCH and regime-switching models, risk-based portfolios, textual sentiment, global optimization — because a method nobody can run is a method that doesn't exist. I'm also active in Sentometrics Research, bridging text mining, sentiment analysis, and econometrics, and FAME, a joint Paris Dauphine–PSL and HEC Montréal initiative on generative AI and large language models in financial markets.

If you like clicking links, here is the institutional trail: I am an elected member of the ISI, a member of CIRANO, CIREQ, CRM, Fin-ML, GERAD, OBVIA, the Penner Institute, and Quantact, and an instructor at DataCamp.