Iheb Hajji

Iheb Hajji is currently an Artificial Intelligence Research Scholar at Fin-ML, focusing on the Quebec's electricity production problem using Stochastic Dual Dynamic Programming and Reinforcement Learning. Previous experience includes serving as an AI Fellow at R42 Group, working on stock market prediction, and as a Teaching Assistant for a Stochastic Calculus course at HEC Montréal. Iheb also held research scholar positions at Université de Sherbrooke, investigating longevity risk hedging with S-Caps and S-Swaps, and at Monash University, where the impact of temporal dependence on asset return distributions was studied. Additionally, experience as a Quantitative Research Intern at Value involved modeling the Tunisia InterBank Offered Rate with various financial models. Iheb is pursuing a Master of Science in Financial Engineering at HEC Montréal, following a degree in Multidisciplinary Engineering, Applied Mathematics, and Physics from Tunisia Polytechnic School.