Justin W.L. WanView profile
Professor
Justin W.L. Wan is a Professor at the David R. Cheriton School of Computer Science, University of Waterloo. He holds a Canada Research Chair in Scientific Computing and is currently Co-Director for the Computing and Financial Management Program. He earned his BSc from Hong Kong (1992), MA (1995) and PhD (1998) from UCLA's Applied Math Program. Research interests include: Scientific computing Medical image processing (CT scans, cell segmentation, image registration) Computational finance (option pricing, regime switching, hedging parameters) Computer graphics simulation of natural phenomena Development of robust multigrid methods for PDEs Recent publications span: 2021: Multigrid methods for mean-field games and optimal mass transport 2020: Deep learning approaches for high-dimensional finance and CT artifact reduction 2019: Multigrid for Monge-Ampere equations and multi-asset options 2018: Cellular image segmentation algorithms Research team includes: PhD students: Hossein Aboutalebi, Andrew Na, Connor Tannahill, Chris West Master's students: Ying Kit (Marco) Hui, Shujie Liu, Lufan Wang Administrative roles held: Director, Centre of Computational Mathematics for Industry and Commerce (2010-2015) Associate Director, Cheriton School of Computer Science (2015-2018) Director of Graduate Studies (2019-2021) Professional service: Secretary, Canadian Applied and Industrial Mathematics Society (2015-2020) Organizer, CAIMS Annual Meeting (2021) Journal editor and program committee member













