Scholar
Sebastian Jaimungal
Google Scholar ID: -ggKCCAAAAAJ
University of Toronto
Citations & Impact
Citations
3,008
H-index
30
i10-index
59
Publications
20
Co-authors
26
list available
Contact
No contact links provided.
Publications
Resume (English only)
Background
- Full Professor of Mathematical Finance in the Department of Statistical Sciences at the University of Toronto
- Research interests span stochastic control and games, reinforcement learning, machine learning, clean energy, and algorithmic trading in mathematical finance
- Former Chair of the SIAM Activity Group on Financial Mathematics and Engineering (SIAG/FM&E)
- Managing Editor of Quantitative Finance and Associate Editor for multiple journals including SIAM Journal on Financial Mathematics, Frontiers of Mathematical Finance, Journal of Dynamics and Games, International Journal of Theoretical and Applied Finance, and Journal of Risks
- Fellow of the Fields Institute for Mathematical Sciences (2020–present)
- Member of the Oxford-Man Institute, University of Oxford (2021–present)
- Founding board member of the Commodities and Energy Markets Association; currently serves on its advisory board
