User:Observer18/sandbox

--Observer18 (talk) 11:23, 19 December 2012 (UTC){{}} Rogemar Sombong Mamon, CSci, CMath, FIMA, FHEA, FRSA is a Canadian mathematician[1], quant, and academic. He is a co-editor of the IMA Journal of Management Mathematics published by Oxford University Press since 2009[2].

Mamon is known for his various contributions to the developments and applications of regime-switching framework useful in economic, financial and actuarial modeling. Majority of his works promote regime-switching paradigms modulated by either discrete- or continuous-time hidden Markov models (HMM). A recurrent theme of his research is dynamic parameter estimation via HMM filtering recursions. He also made contributions in the areas of derivative pricing, asset allocation, risk measurement as well as inverse problems in quantitative finance. He was the lead editor of the handbook “Hidden Markov Models in Finance” published by Springer [3]. In 2010, he and his two co-authors won the Society of Actuaries Award for the Best Paper published in the North American Actuarial Journal[4].

Since 2006, he has taught, conducted research and held administrative roles at the University of Western Ontario, and garnered recognitions for excellence in teaching and research[5]. Previously[6], he held academic positions at Brunel University, London, UK; University of British Columbia; University of Waterloo; and University of Alberta. He spent short-term research visits[7] at various institutions including the Isaac Newton Institute for Mathematical Sciences, University of Cambridge, England; Maxwell Institute for Mathematical Sciences, Scotland; Centre for Mathematical Physics and Stochastics, University of Aarhus, Denmark; Institute for Mathematics and its Applications, University of Minnesota, USA; University of Adelaide, Australia; University of Wollongong, Australia; and Centro de Investigacion en Matematicas, Mexico.

Mamon holds several professional designations conferred by various British learned societies[8]. He is a Fellow and Chartered Mathematician of the Institute of Mathematics and its Applications; Chartered Scientist of the Science Council; and Fellow of the Higher Education Academy. He is also a Fellow of the Royal Society of Arts and the Royal Statistical Society, and was an elected member of the London Mathematical Society.

His PhD in Mathematical Finance was obtained from the University of Alberta but his dissertation was finalized during a research visit at the University of Adelaide, Australia. Mamon completed all doctoral degree requirements in three years [9], a feat worthy of notice considering that a North American PhD in the mathematical sciences would normally take four to five years to finish. He was supervised by Robert J. Elliott making him a mathematical descendant of Godfrey Harold Hardy, Sir Isaac Newton and Galileo Galilei[10].

References

  1. ^ Mathematics Genealogy Project. http://genealogy.math.ndsu.nodak.edu/id.php?id=60661&fChrono=1
  2. ^ IMA Journal of Mathematics. http://www.oxfordjournals.org/our_journals/imaman/editorial_board.html
  3. ^ R.S. Mamon and R.J. Elliott (Eds.), 2007, Hidden Markov Models in Finance, Springer's International Series in Operations Research and Management Science, Vol. 104, XX, 188 p., 11 illus., Hardcover [ISBN: 978-0-387-71081-5]. http://www.springer.com/business+%26+management/operations+research/book/978-0-387-71081-5
  4. ^ Society of Actuaries. Annual Prize Announcement. The North American Actuarial Journal (NAAJ)-Volume 14, Number 2 http://www.soa.org/library/journals/north-american-actuarial-journal/2010/no-2/naaj-2010-vol14-no2.aspx
  5. ^ Science honours its own, 30 September 2010, Western News, University of Western Ontario, London, Canada. http://communications.uwo.ca/western_news/stories/2010/September/science_honours_its_own-lite.html
  6. ^ Marquis Who's Who in Science and Engineering 2005-2006. ISBN 10: 0837957648 / ISBN 13: 9780837957647
  7. ^ Website of Department of Statistical and Actuarial Sciences, University of Western Ontario. http://www.stats.uwo.ca/modules/people/faculty_personal.php?fid=22
  8. ^ Marquis Who’s Who in the World 2008. ISBN-10: 0837911397, ISBN-13: 978-0837911397
  9. ^ Editorial: Philippine Canadian Times of Alberta, Vol. 2, No. 4, Fall 2000, p. 4
  10. ^ Mathematics Genealogy Project. http://genealogy.math.ndsu.nodak.edu/id.php?id=60661&fChrono=1

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