معرفی
Prof. Sebastian Jaimungal is a Professor in the Department of Statistical Sciences at the University of Toronto. He serves as Director of the Masters of Financial Insurance Program, a Fields Institute Fellow, and a former chair of the SIAM activity group in Financial Mathematics and Engineering (SIAG/FM&E). He contributes to editorial boards including Quantitative Finance and the SIAM Journal on Financial Mathematics.
- Research Interests: Mathematical Finance, Reinforcement Learning, Mean Field Games, Algorithmic Trading, Stochastic Control, Energy & Commodity Markets
- Membership: Fellow of the Fields Institute for Mathematical Sciences (2020–present), Member of the Oxford-Man Institute (2021–present)
Key Awards:
- SIGEST Award (SIAM, 2013–2017)
- NSERC Discovery Accelerator Supplement (DAS)
His book Algorithmic and High-Frequency Trading (Cambridge University Press) synthesizes cutting-edge research in stochastic control, machine learning, and market microstructure. He has taught courses such as STA 2503 (Mathematical Finance), STA 2536 (Data Science for Risk Modeling), and STA 4505 (Algorithmic Trading).
