Mathematics & Fintech
innovation in investing
Since the work of Nobel Laureates Markowitz, Sharpe, Merton, Scholes and others, quantitative analysis has become an increasing actor in the world of finance. With the latest developments in data science and machine learning, mathematics has moved to the forefront of much of contemporary investing.
Through the Master’s in Mathematical Finance at the University of Toronto which I direct, and the companies I manage Sigma Analysis & Management and the GGSJ Centre of Digital Management and Technology Innovation, I aim for a involve myself in a 360 degree sweep into the world of FinTech, covering the areas of education, professional training, investing and institutional asset management.
dedication to training and research
I believe that the challenges to build a successful career goes through practical training to allow individuals to adapt to a rapidly changing environment.
commercial solutions
The investment sector is being disrupted by an intense internal technology vortex. At Sigma, we have been creating new investment solutions for two decades, and our impact today is higher than ever.
the university of the future
The technology and social revolution does affect Universities too; innovative degrees, such as the MMF, which focus on learning for professional success are the way of the future.
GGSJ Centre is a far reaching initiative to bring the University network to new heights
Episodes
Synergy Award
In October 2007, RiskLab was the NSERC Synergy Award for Innovation. The award was delivered by Dr. Colin Carrie, Parliamentary Secretary to the Minister of Industry, on behalf of the Honourable Jim Prentice, Minister of Industry and Minister responsible for the Natural Sciences and Engineering Research Council of Canada (NSERC), and by Dr. Suzanne Fortier, President of NSERC.
Director of Fields-CQAM
Toronto, ON – July 5, 2019: The Fields Institute is pleased to announce the appointment of Professor Luis Seco as Director of the Fields Centre for Quantitative Analysis and Modelling (Fields CQAM) for a one year term, effective July 1, 2019. Dr. Seco will take over from Professor Huaxiong Huang, who led Fields CQAM since its establishment in 2018 and served as the Fields Institute Deputy Director from July 2016 to June 2019. Dr. Huang will return to his position as professor in the Department of Mathematics and Statistics at York University. [Read]
Shanghai University of Financial Economics
Software Engineering, Wuhan University
Editorial work
I serve on the editorial board of several publications dedicated to mathematics and financial risk management
“Confidence is going after Moby Dick in a rowboat and taking the tartar sauce with you.”
― Zig Ziglar
Risk Management in Financial Institutions
Journal of Risk Management in Financial Institutions is the essential professional and research journal for all those concerned with the management of risk at retail and investment banks, investment managers, broker-dealers, hedge funds, exchanges, central banks, financial regulators and depositories.
Asia-Pacific Journal of Operational ResearchVol. 28, No. 01 (2011)
Risks are traditionally defined as the combination of probability and severity, but are actually characterized by additional factors. We believe the characteristics of risks include uncertainties, dynamics, dependence, clusterings and complexities, which motivate the utilization of various operational research tools. The objective of this issue is to survey the practice of using operational research tools in risk management, especially Asian risk management.
Partial Differential Equations and Their Applications
A co-publication of the AMS and Centre de Recherches Mathématiques
This volume presents lectures given at the 1995 Annual Seminar of the Canadian Mathematical Society on Partial Differential Equations and Their Applications held at the University of Toronto in June 1995.
