Igor Cialenco
Assistant Professor
Ph.D., University of Southern California

Research Interests:

Stochastic Processes, Stochastic PDEs, Statistical Inference for Stochastic PDEs, Application of Stochastic PDEs to Mathematical Finance, Operator Theory, Spectral Analysis of Nonsefadjoint Operators

Selected Publications:

• The Reaction of Term Structure of Interest Rates to the MonetaryPolicy Actions, with L. Goukasian, Journal of Fixed Income, vol 16, 2, pp. 76-91, Fall 2006.
• On the nonselfadjoint perturbations of the Wiener-Hopf integral operators, Operator theoretical methods (1998), Theta Found., pp. 87-95, 2000.
• Parameter estimation in diagonalizable bilinear stochastic parabolic equations, with Sergey V. Lototsky, working paper.
• The profitability of technical trading rules in the foreign exchange market: evidence from eight currencies, with A. Protopapadakis, Submitted for publication.
• On the spectrum of the perturbed differential operators with periodic coefficients, Submitted for publication.