Igor Cialenco
Scholar

Igor Cialenco

Google Scholar ID: 6tLB7_YAAAAJ
Professor of Applied Mathematics, Illinois Institute of Technology
ProbabilityMathematical FinanceStochastic ControlRisk ManagementStatistical Inference for SPDEs
Citations & Impact
All-time
Citations
665
 
H-index
14
 
i10-index
22
 
Publications
20
 
Co-authors
26
list available
Contact
Resume (English only)
Academic Achievements
  • Managing Editor of the International Journal of Theoretical and Applied Finance (IJTAF)
  • Serves on editorial boards of Applied Mathematical Finance, SIAM Journal on Financial Mathematics (SIFIN), Statistical Inference for Stochastic Processes (SISP), Statistics & Risk Modeling, and International Journal of Financial Engineering (JFE)
  • Named 'Researcher to Know 2024' by the Illinois Science & Technology Coalition
  • Recipient of the College of Computing Dean's Excellence Award for Research, Illinois Tech, 2024
  • Recipient of the College of Science Dean’s Excellence Award for Teaching, Illinois Tech, Fall 2015
  • Recipient of the College of Science and Letters Dean’s Excellence Award for Research and Scholarship, Illinois Tech, 2011
  • Dissertation Fellowship from College of Letters, Arts and Sciences, USC
  • First Prize of the Presidium of the Academy of Sciences of Moldova, 2000
  • Lead PI of NSF S-STEM grant DUE/EDU-2527602 'SPARC: Supporting Pathways for Advancing Readiness in Computing (AI, Mathematics, Cybersecurity and Statistics)', $2M, 2026–2031
  • PI of NSF Grant DMS-2407549 'Collaborative Research: Stochastic Modeling for Sustainable Management of Water Rights', 2024–2027
  • Past NSF grants: DMS-1907568/1907522, DMS-1211256, DMS-0938234, DMS-0908099
  • Paper 'A Note on Parameter Estimation for Discretely Sampled SPDEs' selected as one of the Stochastics and Dynamics Best Papers