Rogemar Mamon
Canadian mathematician
Rogemar Mamon's AcademicInfluence.com Rankings
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Mathematics
Rogemar Mamon's Degrees
- Masters Mathematics University of the Philippines
- Bachelors Mathematics University of the Philippines
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Why Is Rogemar Mamon Influential?
(Suggest an Edit or Addition)According to Wikipedia, Rogemar Sombong Mamon, is a Canadian mathematician, quant, and academic. He is a co-editor of the IMA Journal of Management Mathematics published by Oxford University Press since 2009. Mamon is known for his contributions to the developments and applications of regime-switching framework useful in economic, financial and actuarial modeling. Majority of his works promote regime-switching paradigms modulated by either discrete- or continuous-time hidden Markov models . A recurrent theme of his research is dynamic parameter estimation via HMM filtering recursions. He also made contributions in the areas of derivative pricing, asset allocation, risk measurement, filtering to remove noise from data as well as inverse problems in quantitative finance. He was the lead editor of the handbook Hidden Markov Models in Finance, published by Springer.
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