Mathematical and Computational Finance Lab
The Mathematical and Computational Finance Laboratory is based in the Department of Mathematics and Statistics. The laboratory is a centre for research, training and technology development in mathematical finance, with a particular emphasis on energy markets, working with academic and industrial partners to serve the needs of the community.
The laboratory brings together mathematical and business expertise, with members from the Haskayne School of Business and collaborations with experts in mathematical finance from universities across Canada through MITACS.
In recent years, we've worked on projects with:
- Nexen Inc.
- Balancing Pool of Alberta
- TransAlta
- Direct Energy
- Louis Dreyfus Energy
- National Bank of Canada
We're grateful for support from the following organizations:
- The Pacific Institute for the Mathematical Sciences (PIMS)
- Mathematics of Information Technology and Complex Systems (MITACS)
- The Government of Alberta and capital grant funding via the Research Excellence Envelope and the Intellectual Infrastructure Partnership
Faculty
Postdoctoral fellows
- Edson Alberto Coayla-Teran (supervisor Swishchuk)
Students
- Nedunthally, Thomas (MSc, supervisor Swishchuk)
- Shahmoradi, Akbar (MSc, supervisor Swishchuk)
- Bucharina, Tatiana (MSc, supervisor Ware)
- Matthew Couch (MSc, supervisor Swishchuk)
- Kevin Malenfant (MSc, supervisor Swishchuk)
- Ke Zhao (PhD, supervisor Swishchuk)
- Clifford Kitchen (PhD, supervisor Ware)
- Azamed Gezahagne (PhD, supervisor Sezer/Ware)
- Mobolaji-Olutomi (Bola) Ogunsolu (MSc, supervisor Ware)
- Philippe Dovoedo (PhD, supervisor Badescu/Swishchuk)
Alumni
- Cody Hyndman (postdoc, supervisor Ware)
- Hua Li (PhD, postdoc, supervisor Ware)
- Matthew Lyle (MSc, supervisor Swishchuk; PhD, supervisor Elliott)
- Hong Miao (PhD, supervisor Elliott)
- Greg Orosi (PhD, supervisor Bos)
- James Pang (postdoc, supervisor Ware)
- Aaron Pratt (MSc, supervisor Bos)
- Guanghui (Peter) Quan (MSc, supervisor Ware/Swishchuk)
- Lei Xiong (MSc, supervisor Bos/Ware)
- Xu, Li (MSc, supervisor Ware)
- Ouyang, Yuyuan (MSc, supervisor Swishchuk)
- Lu, Zhao (MSc, supervisor Swishchuk)
Lunch at the Lab
Hosted by the Mathematical and Computational Finance Laboratory. Join us for a weekly lunchtime gathering. We meet for a brown-bag lunch and an informal seminar and discussion.
If you would like to be added to our email list for Lunch at the Lab announcements or other upcoming activities, please email us.
The Lunch at the Lab seminar series is supported by funding from MITACS.