Faculty profile
Christoph Frei
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Research
Latest papers
How the Closure of a U.S. Tax Loophole May Affect Investor Portfolios.
Journal of risk and financial management · 2022 · first author
A stochastic model for cancer metastasis: branching stochastic process with settlement.
Mathematical medicine and biology : a journal of the IMA · 2020 · first author
Latest funding
- $61,000
Financial markets, information extraction, and artificial intelligence
SSHRC · 2022 · Co-investigator
- $28,500
Financial markets, information extraction, and artificial intelligence
SSHRC · 2022 · Co-investigator
- $30,000
Credit risk: estimating loss frequencies and loss_x000d_
NSERC · 2019 · Principal investigator
2 publications.
How the Closure of a U.S. Tax Loophole May Affect Investor Portfolios.
Frei C, Welsh L
A stochastic model for cancer metastasis: branching stochastic process with settlement.
Frei C, Hillen T, Rhodes A
Financial markets, information extraction, and artificial intelligence
Principal investigators: Avdis, Efstathios
Keywords: finance; financial economics; financial markets; information extraction; artificial intelligence; natural language processing; privacy; machine learning; financial mathematics
Financial markets, information extraction, and artificial intelligence
Principal investigators: Avdis, Efstathios
Keywords: finance; financial economics; financial markets; information extraction; artificial intelligence; natural language processing; privacy; machine learning; financial mathematics
Credit risk: estimating loss frequencies and loss_x000d_
Principal investigators: Frei, Christoph
Novel stochastic models in risk management and game theory
Principal investigators: Frei, Christoph
Keywords: algorithmic trading; contract theory; game theory; machine learning; mathematical economics; mathematical finance; principal-agent problems; risk management; stochastic control; stochastic processes
Expected credit loss impairment: early recognition vs. income volatility
Principal investigators: Frei, Christoph
Accounting for default correlation in expected credit loss impairment
Principal investigators: Frei, Christoph
Should central banks issue digital currencies and impose position limits to increase market efficiency
Principal investigators: Frei, Christoph
Keywords: financial economics; mathematical economics; financial markets; over-the-counter markets; search and matching; derivate markets; futures markets; risk management; central bank digital currency; cryptocurrency; position limits; regulation
Analysis and risk prediction of overnight price changes in the Chinese stock markets
Principal investigators: Frei, Christoph
Stochastic differential equations in mathematical finance and game theory
Principal investigators: Frei, Christoph
From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.
Frequent collaborators
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