Rogemar Mamon


Professor
Office: WSC 170 (On leave: 01 July 2019 - 30 June 2020)
Phone: 519-661-2111 x83625
Email: rmamon@stats.uwo.ca


 

Website

 

PROFESSIONAL DESIGNATIONS

  • CSci, The Science Council, UK
  • FIMA, CMath, Institute of Mathematics and Its Applications, UK
  • FHEA, Higher Education Academy, UK

 

 

RESEARCH AREAS

  • Quantitative finance
  • Applications of stochastic processes to financial and actuarial modelling
  • Optimal estimation of Markov-modulated models: filtering, smoothing and prediction

 


GRADUATE-STUDENTS SUPERVISION

                    PhD candidates
  • Xing Gu, PhD (Fin Mod)
  • Yuying Li, PhD (Act Scie)
  • Pramod Rao, PhD (Fin Mod)
  • Yiming Huang, PhD (Fin Mod)
  • Wei Li Fan, PhD (Fin Mod)
                     Exchange PhD students
  • Özge Tekin, visiting PhD (Financial Maths) cand, METU, Turkey
  • Marierose Chavez, visiting PhD (Maths) cand, UP Diliman, Phils
  • Jonathan Mamplata, visiting PhD (Maths) cand, UP Diliman, Phils
                    Postgraduate Researcher
  • Yiyang Chen
                     MSc students
  • Yaoxuan Shen, MSc (Fin Mod)
  • Runtong Zhao, MSc (Fin Mod)
                    Other HQP mentoring 
  • Dual-degree cand (Ivey HBA & Hons Specialisation in Fin Mod)
  • Professional Masters (Actuarial Science) cand, UP Diliman, Phils

 

 

RECENT GRADUATES (2020)
  • Yiyang Chen, Thesis-based MSc (Fin Mod)
  • Weili Fan, MSc (Fin Mod)
  • Jonathan Jones, MSc (Fin Mod)
  • Xiyuan Zheng, MSc (Fin Mod)

 

 

PUBLICATIONS

* indicates that co-authors were HQPs in my research group.