Author Biographies

Currently a PhD candidate in Mathematical Finance at the University of Calgary, where my main research interests are Algorithmic and High Frequency Trading. Some of the mathematical topics I’m applying to the field include topics in Machine Learning related to Deep Learning and Reinforcement Learning, as well as Stochastic Optimal Control, Probability Theory and Numerical Methods. I am an MITACS and FinML research scholarship recipient.
Dr. Anatoliy Swishchuk is a professor in mathematical finance at the Department of Mathematics and Statistics, University of Calgary, Calgary, Canada. He received his B.Sc. and M.Sc. degrees from Kyiv State University, Kyiv, Ukraine. He is a holder of two doctorate degrees in Mathematics and Physics (Ph. D. and D. Sc.) from the prestigious National Academy of Sciences of Ukraine (NASU), Kiev, Ukraine, and is a recipient of the NASU award for young scientists, with a gold medal for series of research publications in random evolutions and their applications. Dr. Swishchuk is a chair and organizer of finance and energy finance seminar ’Lunch at the Lab’ at the Department of Mathematics and Statistics. Dr. Swishchuk is a Director of Mathematical and Computational Finance Laboratory at the University of Calgary.  Dr. Swishchuk is a creator of the mathematical finance program at the Department of Mathematics & Statistics. He is also a proponent and creator of a new specialization, “Financial and Energy Markets Data Modelling”, in the Data Science and Analytics program. His research areas include financial mathematics, random evolutions and their applications, biomathematics, stochastic calculus, and he serves on editorial boards for several research journals. He is the author of more than 200 publications, including 17 books and more than 150 articles in peer-reviewed journals. In 2018, he received a Peak Scholar award.
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