Research Areas

*Dr. David R. Bellhouse - Professor Emeritus
  • History of probability, statistics and actuarial science
Dr. Simon Bonner - Assistant Professor
  • Statistical ecology
  • Mark-recapture methodology
  • Bayesian inference and Markov chain Monte Carlo Sampling
  • Applied statistics
*Dr. Cristián Bravo Roman - Associate Professor
  • Credit risk and credit scoring
  • Fintech
  • Business analytics
  • Data science
*Dr. Matt Davison - Professor (Dean of Science)
  • Energy finance
  • Financial Modelling for Personal Financial Wellness
  • Portfolio optimization
  • Real options (Options thinking applied to non financial problems e.g. in forestry and manufacturing)
Dr. Camila de Souza - Assistant Professor
  • Latent variable modelling
  • Functional data analysis
  • Nonparametric regression
  • Genomics
  • Biostatistics
Jörn Diedrichsen - Professor & Western Research Chair
  • Spatio-temporal models of neural activity  
  • Analysis of brain imaging data
  • Computational Neuroscience
  • Bayesian analysis
Dr. Marcos Escobar-Anel - Associate Professor & Graduate Chair
  • Stochastic Processes: Multivariate, Stochastic Covariance, First passage time
  • Financial Mathematics: Pricing exotic products, Dynamic portfolio optimization
  • Statistics: Estimation stochastic processes. Biostatistics
Dr. Katsuichiro Goda - Associate Professor (Joint with the Department of Earth Sciences Canada Research Chair in Multihazard Risks)
  • Catastrophe modelling for natural disasters
  • Risk financing for natural disasters
  • Insurance and reinsurance
  • Catastrophe bonds and alternative risk transfer
Dr. Hyukjun Gweon - Assistant Professor
  • Nonparametric classification
  • Multi-label data analysis
  • Text data analysis
  • Classification model evaluation
  • Active and semi-supervised learning
Dr. Wenqing He - Professor
  • Multivariate lifetime data analysis
  • Gene expression data analysis
  • Analysis of longitudinal data
  • Analysis of missing data
  • Data mining
  • Biostatistics
Dr. Reg Kulperger - Professor Emeritus
  • Inference for stochastic processes, interacting particle systems, point process
  • Bootstrapping techniques
  • Smoothing techniques
  • Asymptotic methods in statistics
Dr. Shu Li - Assistant Professor
  • Risk Theory
  • Ruin Theory
  • Stochastic Modeling in Actuarial Science
  • Applications of Insurance Risk Processes
Dr. Xiaoming Liu - Associate Professor
  • Actuarial Science
  • Mathematical Finance
  • Stochastic Processes
Dr. Rogemar Mamon - Professor
  • Quantitative finance
  • Applications of stochastic processes to financial and actuarial modelling
  • Optimal estimation of Markov-modulated models: filtering, smoothing and prediction
*Dr. Serge B. Provost - Professor
  • Multivariate statistical analysis
  • Quadratic forms, real and Hermitian
  • Distribution theory, special functions
  • Data Modeling, Empirical copulas
  • Moment-based methodologies
  • Computational statistics
Dr. Jiandong Ren - Professor
  • Insurance
  • Actuarial Science
  • Risk management
Dr. Hristo S. Sendov - Professor
  • Mathematics
*Dr. Kristina Paskova Sendova - Associate Professor & Department Chair
  • Risk theory
  • Ruin theory
  • Data-driven actuarial applications
Dr. Lars Stentoft - Associate Professor & Joint with Economics 
  • Computational Finance
  • Finance
  • Financial Econometrics
  • Option Pricing
  • Simulation Methods
*Dr. Douglas Woolford - Associate Professor
  • Wildland fire science 
  • Forest fire management
  • Risk assessment and risk modelling
  • Data-driven applied statistical modelling
  • Statistical machine learning
  • Data science and analytics
  • Classification and prediction
  • Statistics education, mathematics education
  • Stochastic models
*Dr. Grace Yi - Professor, Canada Research Chair, & Joint with Computer Science
  • Measurement error and missing data problems
  • High dimensional data analysis
  • Causal inference
  • Statistical machine learning
  • Longitudinal, survival and imaging data analyses
Dr. Hao Yu - Professor & Undergraduate Chair
  • Statistical Computing, Parallel Programming and Rmpi
  • Financial Time Series
  • Stochastic Modeling and Residual Analyses
  • Approximation in Statistics and Probability
*Dr. Ricardas Zitikis - Associate Professor
  • Stochastic modelling in economics
  • Statistical Inference
  • Time series analysis
  • Stochastic processes

*Updated July 2021