/* research.ts spboucher.ai Web Author: Simon-Pierre Boucher Mail: contact@spboucher.ai */ export interface ResearchPaper { slug: string; kind: "wp" | "chapter"; num: string; pages?: string; title: string; description: string; status?: string; pdf: string; source?: string; repo?: string; } export const uqoWorkingPapers: ResearchPaper[] = [ { slug: "wp2", kind: "wp", num: "UQO Working Paper No. 2", pages: "53 pages", title: "Decoding Real Estate Descriptions: Semantic Embeddings and Hedonic Pricing of Residential Properties in Quebec", description: "Adds sentence-transformer embeddings of listing descriptions to hedonic models of 17,087 Quebec houses — lifting adjusted R² from 0.452 to 0.511 beyond structural attributes alone.", pdf: "/papers/wp2_uqo.pdf", repo: "https://git.spboucher.ai/wp2_uqo", }, { slug: "wp3", kind: "wp", num: "UQO Working Paper No. 3", pages: "60 pages", title: "Hedonic Housing Price Models for the United States: A Multi-Method Comparison of Parametric, Quantile, and Machine Learning Approaches", description: "OLS, quantile regression, and gradient-boosting (XGBoost + SHAP) approaches compared on 788,842 Zillow listings covering all 50 states and DC.", pdf: "https://git.spboucher.ai/wp3_uqo/blob/main/paper/main.pdf", repo: "https://git.spboucher.ai/wp3_uqo", }, { slug: "wp5", kind: "wp", num: "UQO Working Paper No. 5", pages: "51 pages", title: "Airbnb, Residential Rents, and Housing Market Pressure: A Hedonic and Spatial Econometric Analysis", description: "Hedonic, spatial, quantile, and machine-learning evidence from 8,303 Quebec rental listings and 3,456 Airbnb listings — each active Airbnb within 500 m is associated with roughly 0.4% higher asking rent.", pdf: "/papers/wp5_uqo.pdf", repo: "https://git.spboucher.ai/wp5_uqo", }, { slug: "wp7", kind: "wp", num: "UQO Working Paper No. 7", pages: "29 pages", title: "The Options-Implied Information Content for Cross-Asset Return and Volatility Prediction: Evidence from 3.8 Billion Option Contracts", description: "Options-implied moments forecast returns and volatility on a panel of 264,383 ticker-days (69 tickers, 2010–2025); a kurtosis long/short strategy delivers a Sharpe ratio of 2.33.", pdf: "/papers/wp7_uqo.pdf", repo: "https://git.spboucher.ai/wp7_uqo", }, { slug: "wp9", kind: "wp", num: "UQO Working Paper No. 9", pages: "26 pages", title: "A Grand Hedonic Model of the Canadian Housing Market: Decomposing the Value of Structure and Location", description: "140,931 MLS listings with 1,153 neighbourhood (FSA) fixed effects — location alone adds ~30 points of R² (46% → 77%), valuing held-out homes with a 15.8% median absolute error (OOS R² = 0.764).", pdf: "/papers/wp9_uqo.pdf", repo: "https://git.spboucher.ai/wp9_uqo", }, { slug: "wp10", kind: "wp", num: "UQO Working Paper No. 10", pages: "29 pages", title: "The Assessment Gap in Quebec: Vertical and Horizontal Inequity in Municipal Property Valuation", description: "First province-wide audit of property-assessment equity in Canada — 522,769 sales matched to the assessment rolls. 99% of municipalities fail the IAAO uniformity standard; the median dwelling in the bottom local price decile pays ~65% more property tax than uniform assessment would imply.", pdf: "/papers/wp10_uqo.pdf", repo: "https://git.spboucher.ai/wp10_uqo", }, { slug: "wp11", kind: "wp", num: "UQO Working Paper No. 11", pages: "23 pages", title: "Half a Million Prices, Twenty Models: A Systematic Assessment of Hedonic Specifications and Estimation Methods for the Quebec Housing Market, 2021–2026", description: "A controlled horse race of 20 hedonic models on 514,212 roll-matched Quebec sales — spatial controls are first-order (~10 pp of MdAPE), functional form second-order (±2 pp), and gradient boosting's edge under random validation reverses under a forward-in-time split.", pdf: "/papers/wp11_uqo.pdf", repo: "https://git.spboucher.ai/wp11_uqo", }, ]; export const thesisChapters: ResearchPaper[] = [ { slug: "chapter-1", kind: "chapter", num: "Chapter 1", status: "Revised version for The Energy Journal", title: "Speculative Trading in Energy Markets: Evidence from Macroeconomic Surprises", description: "How speculative positioning conditions the reaction of energy futures to macroeconomic news surprises.", pdf: "https://git.spboucher.ai/phd_thesis/blob/main/phd_chap1_20260731/main.pdf", source: "https://git.spboucher.ai/phd_thesis/tree/main/phd_chap1_20260731", repo: "https://git.spboucher.ai/phd_thesis", }, { slug: "chapter-2", kind: "chapter", num: "Chapter 2", status: "Submission version, Journal of Futures Markets", title: "Seeing Through the ETF: Indicative NAV and Commodity Volatility Transmission", description: "Uses intraday indicative NAV to trace how volatility and jumps transmit between commodity ETFs and their underlying assets.", pdf: "https://git.spboucher.ai/phd_thesis/blob/main/phd_chap2_20260731/main.pdf", source: "https://git.spboucher.ai/phd_thesis/tree/main/phd_chap2_20260731", repo: "https://git.spboucher.ai/phd_thesis", }, { slug: "chapter-3", kind: "chapter", num: "Chapter 3", status: "Manuscript, 2026", title: "Returns and Volatility Around FOMC Announcements: A High-Frequency Analysis of Policy Tone and Novelty", description: "High-frequency evidence on how the tone and novelty of FOMC communication move returns and volatility across asset classes.", pdf: "https://git.spboucher.ai/phd_thesis/blob/main/PHD_chapitre3_theses_20260731/chapitre3.pdf", source: "https://git.spboucher.ai/phd_thesis/tree/main/PHD_chapitre3_theses_20260731", repo: "https://git.spboucher.ai/phd_thesis", }, ]; export const allResearchPapers: ResearchPaper[] = [ ...uqoWorkingPapers, ...thesisChapters, ]; export function getResearchPaper(slug: string): ResearchPaper | undefined { return allResearchPapers.find((p) => p.slug === slug); }