Faculty profile
Sebastian Jaimungal
Back to facultyResearch
Read how they describe their research on their University of Toronto profile.
Latest funding
- $50,000
Risk aware stochastic control and games
NSERC · 2024 · Principal investigator
- $150,000
Deep Learning in Financial Modeling
NSERC · 2020 · Principal investigator
- $246,000
Stochastic Control and Games in Intraday Markets
NSERC · 2018 · Principal investigator
No publications available.
Risk aware stochastic control and games
Principal investigators: Jaimungal, Sebastian
Keywords: dynamic risk measures; risk aware reinforcement learning; mean field games; princpal agent problems
Deep Learning in Financial Modeling
Principal investigators: Jaimungal, Sebastian S
Keywords: deep learning; financial modeling; machine learning; risk management
Stochastic Control and Games in Intraday Markets
Principal investigators: Jaimungal, Sebastian
Control and Games in Intraday Markets
Principal investigators: Jaimungal, Sebastian
Stochastic Modelling and Control in High Frequency Finance
Principal investigators: Jaimungal, Sebastian
Derivative valuation in incomplete markets: from commodities to equity-linked insurance
Principal investigators: Jaimungal, Sebastian
Enhanced computing resources for statistical research
Principal investigators: Neal, Radford
Time changed random processes in finance and acturial science
Principal investigators: Jaimungal, Sebastian
From CIHR, NSERC and SSHRC funding decisions: CIHR since 2008, NSERC since 1991 and SSHRC since 1998, including their latest published competition results.
A short, specific email works best. This draft uses one of their recent papers; replace the parts in brackets with your own details before sending.
Profile data last refreshed on September 26, 2026 from the university directory, publication records and CIHR, NSERC and SSHRC funding.