Matt Davison

Matthew Davison is a distinguished academic serving as Dean of Science at the University of Western Ontario. Holding a PhD from the same institution, his career spans multiple disciplines including financial mathematics, stochastic control, and renewable energy systems. As a Professor in the Department of Statistical and Actuarial Sciences, he leads research initiatives at the intersection of mathematics and finance.

• Key research areas include commodity finance, stochastic optimal control, and financial wellness
• Supervises graduate students in mathematical finance and data science
• Active in cross-departmental collaborations with Engineering and Energy Systems

His scholarly work examines:

• Energy production optimization with production constraints
• Renewable energy project valuation with real options
• Robust portfolio construction in stochastic environments
• Mathematical properties of mean-reverting processes
• Applications of Hidden Markov Models in financial contexts

Recent publications demonstrate a strong focus on energy systems, risk management, and financial optimization. He has contributed to advancements in:

• Commodity pricing under uncertainty
• Energy storage arbitrage strategies
• Stochastic process inference with change points
• Financial applications of Laplace transforms
• Smart meter data analysis with privacy preservation

As Dean of Science, he oversees one of Western University's largest faculties while maintaining an active research program.