Igor Cialenco

I am a Full Professor in the Department of Applied Mathematics at Illinois Institute of Technology

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

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, 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 as 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 Mathematical Finance, Stochastic Analysis and Stochastic Processes, Statistics, Real Analysis, at both graduate and undergraduate levels. Some recently developed courses. 

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.  

Funding:
Current: NSF Grant DMS-2407549 Collaborative Research: Stochastic Modeling for Sustainable Management of Water Rights.
Past: NSF Grant DMS - 1907568/1907522, NSF Grant DMS-1211256, NSF Grant DMS-0938234, NSF Grant DMS-0908099.