معرفی
Maciej Augustyniak is an Associate Professor in the Department of Mathematics and Statistics at the University of Montreal. He is affiliated with the Quantact research group and the Actuarial and Financial Mathematics Laboratory of the Centre de recherches mathématiques (CRM).
His research focuses on:
- Actuarial science and quantitative risk management
- Hidden Markov chain models
- Regime-switching GARCH models
- Stochastic volatility models
- Statistical inference for financial time series
- Risk management for segregated funds
He has received prestigious recognitions including:
- Hickman Scholar award
- Fellow of the Canadian Institute of Actuaries (FCIA)
- Fellow of the Society of Actuaries (FSA)
Professor Augustyniak actively seeks research collaborations and maintains a strong presence in computational statistics and financial modeling.
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