The proposed program is interdisciplinary with the distribution of participating faculty in both math and non-math departments at approximately 50-50. There are participating faculty from five departments of the Faculty of Science, as well as the Department of Geography and Environmental Studies in the Faculty of Arts, and the Lazaridis School of Business & Economics.
In most cases, a student in this program, working on a specific application-oriented project will have two co-supervisors, one with expertise in mathematical and statistical sciences and the other with specialized expertise in the project-specific domain application involving modelling.
Faculty
Phelim Boyle
Professor
- Hedge funds
- Structured products
- Investments
- Ponzi schemes
Kathie Cameron
Professor
- Graph algorithms
- Polytime combinatorial optimization
- Graph theory
Giuseppe (Joe) Campolieti
Associate Professor
- Applied mathematics
- Mathematical finance and physics
- Pricing and hedging of financial derivatives; option pricing and model calibration
- Path-integral methods; simulation (Monte Carlo) methods
Wing Chan
Associate Professor
- Econometrics
- Derivatives
- Risk management
- Asset pricing models
Yuming Chen
Professor
- Dynamical systems
- Functional differential equations
- Mathematical biology
Ross Cressman
Professor Emeritus
- Game theory
- Dynamical systems
- Rational behaviour
- Mathematical biology
Maria Gallego
Associate Professor
- Public economics
- Political economy
- Elections
- Legislative bargaining
Shohini Ghose
Professor
- Quantum computing
- Quantum communication
- Classical and quantum chaos
- Equity, diversity and inclusion in science
Angèle Hamel
Professor
- Combinatorics
- Algorithms
- Optimization
Ian Hamilton
Professor
- Gold nanostructures and semiconductor nanocrystals
- Quantum and classical mechanics
- Chemical bonding and reactivity
Chin Hoang
Professor
- Theoretical computer science
- Graph algorithms
- Graph theory
- Discrete mathematics
Shengda Hu
Associate Professor
- Algebraic geometry
- Symplectic topology
- Generalized geometry
Sapna Isotupa
Professor
- Inventory control
- Queueing systems
- Workforce management
Madhu Kalimipalli
Professor
- Modeling Volatility
- Derivatives
- Bond markets
- Market microstructure
Alexei Kaltchenko
Associate Professor
- Information theory
- Quantum information theory and quantum computing
- Data compression
Marc Kilgour
Professor
- Multiple-person, multiple-objective decision analysis including game theory
- Multiple-criteria decision analysis
- International strategy
- Environment management
Ilias Kotsireas
Professor
- Symbolic computation
- Combinatorial designs
- High-performance computing
Y. George Lai
Professor
- Computational finance/Monte Carlo and quasi-Monte Carlo methods and applications
- Stochastic analysis with applications in finance and insurance
- Portfolio optimization
Roman Makarov
Associate Professor
- Mathematical finance
- Statistical theory and modelling
- Numerical analysis
Philip Marsh
Professor
- Cold regions hydrology
- Snow and permafrost hydrology
- Climate change and hydrologic modelling
- Hydrology of Arctic deltas
Connell McCluskey
Professor
- Mathematical epidemiology
- Lyapunov methods
- Global stability
Roderick Melnik
Professor
- Mathematical modelling in Applied Sciences and Technologies
- Applied and Computational Mathematics
- Low dimensional nanostructures and coupled models
- Partial differential equations and numerical methods
Adam Metzler
Associate Professor
- Applied probability
- Quantitative finance
- Credit risk
Gabriel Moreno-Hagelsieb
Professor
- Genomics
- Metagenomics
- gene regulation in prokaryotes
- functional/comparative genomics
Michael Pavlin
Associate Professor
- Business analytics
- Pricing and contract theory
- Structural econometrics
- Energy markets, services, healthcare
Stephen Perry
Professor
- Biomechanics
- Neurophysiology
- Dynamic Balance Control
- Footwear and Orthotics
R. Mark Reesor
Associate Professor
- Applied probability and statistics
- Quantitative finance
- Risk measurement and management
Steven Roberts
Associate Professor
- Geo-computation
- Optimization for spatial problems
- Spatial analysis
Colin Robertson
Associate Professor
- Spatial-temporal analysis
- Spatial modelling at the animal/human health interface
- Citizen science
- Landscape scale spatial pattern analysis
Manuele Santoprete
Associate Professor
- Applied mathematics
- Celestial mechanics
- Chaotic dynamics
- Geometric mechanics
Ketan Shankardass
Associate Professor
- Health equity
- Social epidemiology
- Chronic stress
- Environmental health
Andriy Shkilko
Associate Professor
- Equity and option market structure
- Market regulation
- High-frequency and algorithmic trading
- Short selling
Cristina Stoica
Professor
- Mathematics of classical mechanics, n-body problems in particular
- Continuous and discrete symmetries in dynamics
- Geometric mechanics
- Data science, in particular functional and shape data analysis
Xu (Sunny) Wang
Associate Professor
- Statistical learning and data mining in drug discovery
- Mining business and economic data
- Applied statistics
- Industrial statistics
Marek Wartak
Professor
- Simulations of photonic devices
- Computational photonics
- Plasmonics
Zilin Wang
Associate Professor
- Survey sampling theory
- Resampling techniques
- Multilevel models
- Nonparametric regression techniques
Chester Weatherby
Assistant Professor
- Number theory
- Transcendence/algebraic independence
- Baker’s theory on linear forms in logarithms
- Special values
Kaiming Zhao
Professor
- Lie algebra
- Representation theory
- Division algebra and linear algebra