Igor Cialenco

I am a Full Professor in the College of Computing  at Illinois Institute of Technology. 

My current research interests span across several areas of applied probability and statistics, including Quantitative Risk Management, Statistical Inference for Stochastic PDEs,  Environmental Finance and Stochastic Control. My profile at Google Scholar and arXiv.   

I maintain: AquaStoch (a one-stop resource for researchers working on groundwater markets ) and Stats4SPDEs (a scientific platform about Statistical Inference for SPDEs). 

I served as Chair for SIAM Activity Group on Financial Mathematics and Engineering for the period 01/2022-12/2023, and as Program Director of this activity group during 01/2020-12/2021. 

I am a Managing Editor for the International Journal of Theoretical and Applied Finance (IJTAF), and on Editorial Boards of Applied Mathematical Finance, Annals of the Institute of Statistical Mathematics (Springer); Frontiers of Mathematical Finance (AIMS); SIAM Journal on Financial Mathematics (SIFIN), Statistical Inference for Stochastic Processes (SISP), Statistics & Risk Modeling,  and International Journal of Financial Engineering (JFE).

Between 2016-2024,  I was the Director of Graduate Studies (and Associate Chair) supervising the graduate programs in the Department of Applied Mathematics at Illinois Tech. 

During my academic career, I taught and developed courses in Stochastic Analysis, Mathematical Finance, Statistics, Probability, and Real Analysis, at both graduate and undergraduate levels. Some recently developed courses. 

Current Funding: 

Past Funding: NSF Grant DMS - 1907568/1907522; NSF Grant DMS-1211256; NSF Grant DMS-0938234; NSF Grant DMS-0908099.

Awards: Researcher to Know 2024 by the Illinois Science & Technology Coalition; College of Computing Dean's Excellence Award for Research, Illinois Tech, 2024;  College of Science Dean’s Excellence Award for Teaching, Illinois Tech, Fall 2015; College of Science and Letters Dean’s Excellence Award for Research and Scholarship, Illinois Tech 2011; Dissertation Fellowship from College of Letters, Arts and Sciences, USC; The First Prize of the Presidium of the Academy of Sciences of Moldova,  2000.