spb/spboucher.ai Public

1/*2  research.ts3  spboucher.ai Web4  Author: Simon-Pierre Boucher5  Mail: contact@spboucher.ai6*/78export interface ResearchPaper {9  slug: string;10  kind: "wp" | "chapter";11  num: string;12  pages?: string;13  title: string;14  description: string;15  status?: string;16  pdf: string;17  source?: string;18  repo?: string;19}2021export const uqoWorkingPapers: ResearchPaper[] = [22  {23    slug: "wp2",24    kind: "wp",25    num: "UQO Working Paper No. 2",26    pages: "53 pages",27    title:28      "Decoding Real Estate Descriptions: Semantic Embeddings and Hedonic Pricing of Residential Properties in Quebec",29    description:30      "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.",31    pdf: "/papers/wp2_uqo.pdf",32    repo: "https://git.spboucher.ai/wp2_uqo",33  },34  {35    slug: "wp3",36    kind: "wp",37    num: "UQO Working Paper No. 3",38    pages: "60 pages",39    title:40      "Hedonic Housing Price Models for the United States: A Multi-Method Comparison of Parametric, Quantile, and Machine Learning Approaches",41    description:42      "OLS, quantile regression, and gradient-boosting (XGBoost + SHAP) approaches compared on 788,842 Zillow listings covering all 50 states and DC.",43    pdf: "https://git.spboucher.ai/wp3_uqo/blob/main/paper/main.pdf",44    repo: "https://git.spboucher.ai/wp3_uqo",45  },46  {47    slug: "wp5",48    kind: "wp",49    num: "UQO Working Paper No. 5",50    pages: "51 pages",51    title:52      "Airbnb, Residential Rents, and Housing Market Pressure: A Hedonic and Spatial Econometric Analysis",53    description:54      "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.",55    pdf: "/papers/wp5_uqo.pdf",56    repo: "https://git.spboucher.ai/wp5_uqo",57  },58  {59    slug: "wp7",60    kind: "wp",61    num: "UQO Working Paper No. 7",62    pages: "29 pages",63    title:64      "The Options-Implied Information Content for Cross-Asset Return and Volatility Prediction: Evidence from 3.8 Billion Option Contracts",65    description:66      "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.",67    pdf: "/papers/wp7_uqo.pdf",68    repo: "https://git.spboucher.ai/wp7_uqo",69  },70  {71    slug: "wp9",72    kind: "wp",73    num: "UQO Working Paper No. 9",74    pages: "26 pages",75    title:76      "A Grand Hedonic Model of the Canadian Housing Market: Decomposing the Value of Structure and Location",77    description:78      "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).",79    pdf: "/papers/wp9_uqo.pdf",80    repo: "https://git.spboucher.ai/wp9_uqo",81  },82  {83    slug: "wp10",84    kind: "wp",85    num: "UQO Working Paper No. 10",86    pages: "29 pages",87    title:88      "The Assessment Gap in Quebec: Vertical and Horizontal Inequity in Municipal Property Valuation",89    description:90      "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.",91    pdf: "/papers/wp10_uqo.pdf",92    repo: "https://git.spboucher.ai/wp10_uqo",93  },94  {95    slug: "wp11",96    kind: "wp",97    num: "UQO Working Paper No. 11",98    pages: "23 pages",99    title:100      "Half a Million Prices, Twenty Models: A Systematic Assessment of Hedonic Specifications and Estimation Methods for the Quebec Housing Market, 2021–2026",101    description:102      "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.",103    pdf: "/papers/wp11_uqo.pdf",104    repo: "https://git.spboucher.ai/wp11_uqo",105  },106];107108export const thesisChapters: ResearchPaper[] = [109  {110    slug: "chapter-1",111    kind: "chapter",112    num: "Chapter 1",113    status: "Revised version for The Energy Journal",114    title:115      "Speculative Trading in Energy Markets: Evidence from Macroeconomic Surprises",116    description:117      "How speculative positioning conditions the reaction of energy futures to macroeconomic news surprises.",118    pdf: "https://git.spboucher.ai/phd_thesis/blob/main/phd_chap1_20260731/main.pdf",119    source:120      "https://git.spboucher.ai/phd_thesis/tree/main/phd_chap1_20260731",121    repo: "https://git.spboucher.ai/phd_thesis",122  },123  {124    slug: "chapter-2",125    kind: "chapter",126    num: "Chapter 2",127    status: "Submission version, Journal of Futures Markets",128    title:129      "Seeing Through the ETF: Indicative NAV and Commodity Volatility Transmission",130    description:131      "Uses intraday indicative NAV to trace how volatility and jumps transmit between commodity ETFs and their underlying assets.",132    pdf: "https://git.spboucher.ai/phd_thesis/blob/main/phd_chap2_20260731/main.pdf",133    source:134      "https://git.spboucher.ai/phd_thesis/tree/main/phd_chap2_20260731",135    repo: "https://git.spboucher.ai/phd_thesis",136  },137  {138    slug: "chapter-3",139    kind: "chapter",140    num: "Chapter 3",141    status: "Manuscript, 2026",142    title:143      "Returns and Volatility Around FOMC Announcements: A High-Frequency Analysis of Policy Tone and Novelty",144    description:145      "High-frequency evidence on how the tone and novelty of FOMC communication move returns and volatility across asset classes.",146    pdf: "https://git.spboucher.ai/phd_thesis/blob/main/PHD_chapitre3_theses_20260731/chapitre3.pdf",147    source:148      "https://git.spboucher.ai/phd_thesis/tree/main/PHD_chapitre3_theses_20260731",149    repo: "https://git.spboucher.ai/phd_thesis",150  },151];152153export const allResearchPapers: ResearchPaper[] = [154  ...uqoWorkingPapers,155  ...thesisChapters,156];157158export function getResearchPaper(slug: string): ResearchPaper | undefined {159  return allResearchPapers.find((p) => p.slug === slug);160}161