Professor
Ontario Power Building, 700 University Avenue, Room: 9102, Toronto, ON M5G 1X6
Campus
- Downtown Toronto (St. George)
Fields of Study
- Data Science
- Mathematical Finance
Areas of Interest
- Reinforcement Learning
- Mean Field Games
- Algorithmic Trading
- Stochastic Control
- Energy & Commodity Markets
Biography
Prof. Jaimungal is the director of the professional Masters of Financial Insurance Program. He is a Fields Institute Fellow and the former chair of the SIAM activity group in Financial Mathematics and Engineering (SIAG/FM&E). He acts on several editorial boards including Quantitative Finance and the SIAM Journal on Financial Mathematics. His research interests lie in mathematical finance and ranges over a variety of topics including machine learning, reinforcement learning, mean field games, stochastic control, and algorithmic trading, and commodity and energy markets.
Awards
- SIGEST Award Society for Industrial and Applied Mathematics
- NSERC Discovery Accelerator Supplement (DAS) Natural Sciences and Engineering Research Council