Anatoliy Swishchuk, University of Calgary

Research

big data in finance, insurance and energy markets energy-switching modelling in energy markets Hawkes processes in finance, insurance and energy markets machine learning in finance, insurance and energy markets modelling of algorithmic and high-frequency trading modelling of big data in energy markets multivariate Hawkes process in finance, insurance and energy optimizations in finance, insurance and energy markets

Latest funding

A GPU Server for Integration of Machine Learning in Mathematics and Statistics Research and Training
NSERC · 2021 · Co-investigator
$149,886
Stochastic Modelling of Big Data in Finance, Insurance and Energy Markets
NSERC · 2020 · Principal investigator
$120,000
Inhomogeneous Random Evolutions and their Applications in Finance
NSERC · 2015 · Principal investigator
$85,000

All 6 grants and awards

A GPU Server for Integration of Machine Learning in Mathematics and Statistics Research and Training

Co-investigatorNSERC2021Research Tools and Instruments

Principal investigators: Zhang, Qingrun

$149,886

Stochastic Modelling of Big Data in Finance, Insurance and Energy Markets

Principal investigatorNSERC2020Discovery Grants Program - Individual

Principal investigators: Swishchuk, Anatoliy

Keywords: stochastic modelling of big data; big data in finance, insurance and energy markets; modelling of algorithmic and high-frequency trading; risk processes modelling with big number of claims; modelling of big data in energy markets; energy-switching modelling in energy markets; machine learning in finance, insurance and energy markets; hawkes processes in finance, insurance and energy markets; multivariate hawkes process in finance, insurance and energy; optimizations in finance, insurance and energy markets

$120,000

Inhomogeneous Random Evolutions and their Applications in Finance

Principal investigatorNSERC2015Discovery Grants Program - Individual

Principal investigators: Swishchuk, Anatoliy

$85,000

Applications of Levy processes to modeling and pricing of financial and energy derivatives

Principal investigatorNSERC2010Discovery Grants Program - Individual

Principal investigators: Swishchuk, Anatoliy

$60,000

Computing resources for mathematics and statistics research and training

Co-investigatorNSERC2010Research Tools and Instruments - Category 1 (<$150,000)

Principal investigators: Chen, Gemai

$46,190

Modeling and valuing of swaps and swing options for financial and energy markets with jumps

Principal investigatorNSERC2005Discovery Grants Program - Individual

Principal investigators: Swishchuk, Anatoliy

$65,000

From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.

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Applying for

Mention their NSERC grant from 2020

Subject: Prospective PhD student: big data in finance, insurance and energy markets Dear Professor Swishchuk, My name is [your name], and I am a [your current degree or role] at [your institution]. I am applying for a PhD position starting in [term and year]. Your research on big data in finance, insurance and energy markets connects closely to my own work on [your research topic]. [One or two sentences on what you did and what you learned.] I also saw your NSERC-funded project "Stochastic Modelling of Big Data in Finance, Insurance and Energy Markets" (2020), and I would be glad to contribute to work in that direction. Are you accepting new PhD students for [term and year]? I have attached my CV and transcripts, and I would be glad to talk at a time that suits you. Thank you for your time. Kind regards, [your name]