Sebastian Jaimungal

Professor
Ontario Power Building, 700 University Avenue, Room: 9102, Toronto, ON M5G 1Z5
sebastian.jaimungal[at]utoronto.ca

Campus

  • Downtown Toronto (St. George)

Fields of Study

  • Data Science
  • Mathematical Finance

Areas of Interest

  • Reinforcement Learning
  • Mean Field Games
  • Algorithmic Trading
  • Stochastic Control
  • Energy & Commodity Markets

Biography

Prof. Jaimungal is the chair of the Department of Statistical Sciences and the former Director of the professional Master of Financial Insurance Program. He is a Fields Institute Fellow, a member of Oxford University’s Oxford-Man Institute for Quantitative Finance, and the former chair of the SIAM activity group in Financial Mathematics. He acts on several editorial boards, including Quantitative Finance and the SIAM Journal on Financial Mathematics. His research interests range over a variety of topics, including mathematical finance, reinforcement learning, mean field games, stochastic control, algorithmic trading, and clean energy.

Awards

Administrative Service

Department Chair