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Mathieu Pellerin

Mathieu Pellerin

Followers of Mathieu Pellerin637 followers
location of Mathieu PellerinCharlotte, North Carolina, United States

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  • Timeline

  • About me

    Retirement Research Director and Vice President at Dimensional Fund Advisors

  • Education

    • Brown University

      2015 - 2019
      Ph.D. Economics

      Specialization: Econometrics (field exam and third-year paper passed with distinction).

    • Université Laval

      2013 - 2015
      Master of Arts - MA Economics

    • Université Laval

      2010 - 2013
      Bachelor of Science - BS Actuarial Science

  • Experience

    • Brown University

      Jun 2016 - Dec 2017

      - Analyzed the validity of sampling weights in the Panel Survey of Income Dynamics (PSID), and developed correction procedures. This involved collaborating with the PSID team to obtain unpublished documentation.- Coded scripts to analyze sampling weights, using various programming tools (Python, Stata, GNU Bash scripts). - Programmed Monte Carlo simulations in MATLAB to evaluate the power properties of a new estimation procedure.- Analyzed code efficiency in order to reduce the computation time required for large-scale simulations.

      • Research Assistant for Prof. Andrew Foster

        Sept 2016 - Dec 2017

      • Research Assistant for Prof. Adam McCloskey

        Jun 2016 - Sept 2016

    • Brown University

      Jun 2018 - Dec 2018
      Research Assistant for Prof. Neil Thakral

      - Use machine learning techniques (penalized regressions, decision trees) and discount brokerage data to study the disposition effect among retail investors. The relevant code is written in R, with extensive use of the Rcpp and RcppArmadillo libraries.- Debug data-cleaning Stata scripts to ensure that their output matches key results in the literature.

    • Dimensional Fund Advisors

      Jul 2019 - now

      • Retirement Research Director and Vice President

        Jul 2024 - now

      • Senior Researcher and Vice President

        Jan 2023 - Jul 2024

      • Senior Researcher

        Jul 2021 - Dec 2022

      • Researcher

        Mar 2020 - Jun 2021

      • Researcher

        Jul 2019 - Mar 2020

  • Licenses & Certifications

  • Honors & Awards

    • Awarded to Mathieu Pellerin
      Stoltz Award Department of Economics at Brown University Jun 2018 For third-year Ph.D. paper passed with distinction.
    • Awarded to Mathieu Pellerin
      QICSS Publication Prize Quebec Inter-University Center for Social Statistics Sep 2016 The prize is awarded for published, peer-reviewed work that uses confidential data from Statistics Canada.
    • Awarded to Mathieu Pellerin
      Joseph-Armand Bombardier Canada Graduate Scholarship (Ph.D.) Social Sciences and Humanities Research Council of Canada Sep 2015 Converted to a SSHRC doctoral fellowship.
    • Awarded to Mathieu Pellerin
      Industrial Alliance Research Chair Master's Scholarship Industrial Alliance Research Chair on the Economics of Demographic Change Jan 2015
    • Awarded to Mathieu Pellerin
      FRQSC Master's Research Scholarship Fonds de recherche du Québec – Société et culture (FRQSC) May 2014
    • Awarded to Mathieu Pellerin
      Joseph-Armand Bombardier Canada Graduate Scholarship (M.A.) Social Sciences and Humanities Research Council of Canada May 2014