Mathieu Pellerin

Mathieu Pellerin has a strong background in research and data analysis. Mathieu currently holds the position of Senior Researcher and Vice President at Dimensional Fund Advisors since January 2023. Prior to this, they served as a Senior Researcher at the same company starting in July 2021 and as a Researcher from July 2019 to March 2020.

Before joining Dimensional Fund Advisors, Mathieu worked at Brown University. In 2018, they were a Research Assistant for Prof. Neil Thakral, where they utilized machine learning techniques and discount brokerage data to study the disposition effect among retail investors. Mathieu also worked on debugging data-cleaning Stata scripts.

From 2016 to 2017, Mathieu served as a Research Assistant for Prof. Andrew Foster. In this role, they analyzed the validity of sampling weights in the Panel Survey of Income Dynamics (PSID) and developed correction procedures. Mathieu collaborated with the PSID team and coded scripts in Python, Stata, and GNU Bash scripts.

Additionally, in 2016, Mathieu worked as a Research Assistant for Prof. Adam McCloskey, where they programmed Monte Carlo simulations in MATLAB and analyzed code efficiency to reduce computation time for large-scale simulations.

Mathieu Pellerin received their Bachelor of Science in Actuarial Science from Université Laval in 2013. Mathieu continued their education at Université Laval and obtained their Master of Arts in Economics in 2015. Later, they pursued a Ph.D. in Economics at Brown University, completing it in 2019.