Jonathan A. Chávez Casillas
Current Research Interests:
- Mathematical Modeling, specifically in Mathematical Finance and Stochastic systems. Queuing theory and fluid approximations of Stochastic Processes.
- In Mathematical Finance, I have worked in High-Frequency Algorithmic Trading, Limit Order Book modeling and Asset Price formation.
- In Mathematical Biology, I have studied some stochastic generalizations of the classic epidemic models.
- Recently, I have also been interested in using Spatial Statistics to study the effect of natural forces, such as the wind, as they interact on a certain region.
- Price Volatility Modeling in a Limit Order Book. PI: Anatoliy Swishchuk. IFSID, Montréal. Amount:
$40, 000 CAD. Project Period: 2015-2017. Role: Co-PI. $30, 000 CAD were given to me for supplemental
salary, travel costs and equipment rent.