Igor Cialenco

Igor Cialenco is a Full Professor in the Department of Applied Mathematics at Illinois Institute of Technology (College of Computing). He holds a Ph.D. in Applied Mathematics from the University of Southern California (2007).

• Research Interests: Quantitative Finance, Statistical Inference for Stochastic PDEs, Stochastic Control, Environmental Finance, and Functional Analysis.
• Professional Roles: Managing Editor for the International Journal of Theoretical and Applied Finance, and editorial board member of multiple journals including SIAM Journal on Financial Mathematics.

Research Trends: His recent publications focus on stochastic modeling in environmental finance (e.g., groundwater markets), robust control under model uncertainty, and statistical inference for SPDEs. The keywords span Financial Mathematics, Stochastic Processes, Environmental Modeling, and Statistical Learning.

• Scientific Awards: 2024 Researcher to Know (ISTC), 2024 College of Computing Dean's Excellence Award for Research, multiple Dean's Excellence awards in teaching and research.

Mentorship & Funding: Mentored numerous PhD and MS students in quantitative finance and SPDEs. Current NSF grant DMS-2407549 supports research on stochastic modeling for water rights management. Past NSF grants include DMS-1907568 and DMS-0908099.