Dr. Laura Pelletier
Volatility Analytics
Dr. Laura Pelletier, a lecturer specializing in statistical learning, focuses on model robustness and practical peer review in volatility analytics. She brings industry experience from Canadian financial analytics.
Dr. Laura Pelletier’s expertise lies in statistical learning and volatility analytics. Her research investigates the robustness of predictive models under market stress, and she has published on applied peer review methods in technical journals. She is noted for her practical insights into the strengths and weaknesses of machine learning in financial contexts.
Dr. Pelletier has worked with leading Canadian analytics firms and participated in industry projects that demanded critical evaluation of model performance. She frequently organizes peer review workshops, equipping teams to identify and mitigate sources of model risk.