Rogemar Mamon

Department Chair & Faculty Scholar
Professor
Office: WSC 266 [admin] & WSC 209 [research]
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 students
  • Yixing Zhao, PhD (Act Scie) candidate, expected August 2019
  • Xing Gu, PhD (Fin Mod) candidate
  • Yuying Li, PhD (Act Scie) candidate
  • Pramod Rao, PhD (Fin Mod) candidate
                     Exchange PhD student
  • Jonathan Mamplata, visiting PhD (Maths) cand, UP Diliman, Phils
                     Exchange Thesis-based MSc student
  • Francesco Barile, visiting thesis-based MSc (Fin Mod) cand, U of Calabria, Italy
                    Thesis-based MSc students
  • Yiming Huang, Thesis-based MSc cand, expected 2019
                    MSc students
  • Rui Xiang, MSc (Fin Mod) candidate, expected August 2018
  • Yiyang Chen, MSc (Fin Mod) candidate, expected 2019

 

HQP Mentoring (Undergrad)
  • Chris D'Onofrio, Hons BSc (Fin Mod), expected 2019

 

 

PUBLICATIONS