CV
HEre you can find a condensed version of my CV.
Contact Information
| Name | Jonathan A. Chávez Casillas |
| Professional Title | Mathematician |
| jchavezc@uri.edu | |
| Location | 5 Lippitt Rd, Suite 200, Kingston, Rhode Island RI 02881 |
Professional Summary
A Mexican-born theoretical and applied mathematician, focused primarily in Stochastic Processes and their applications
Experience
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2025 - Kingston, RI, USA
Associate Professor
University of Rhode Island
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2017 - 2025 Kingston, RI, USA
Assistant Professor
University of Rhode Island
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2015 - 2017 Calgary, AB, Canada
PIMS Postdoctoral Scholar in Stochastics
University of Calgary
Education
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2009 - 2015 West Lafayette, IN, USA
PhD
Purdue University
Mathematics
- PhD Thesis: Stochastic Modeling of Limit Order Books: Convergence of the Price Process, Simulation and Applications
- Available at https://docs.lib.purdue.edu/open_access_dissertations/1342/
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2013 - 2015 West Lafayette, IN, USA
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2005 - 2008 Huixquilucan, México
BSc
Universidad Anáhuac
Applied Mathematics
- BSc Thesis: On the numerical solution of High Order PDE using Stochastic Processes.
Publications
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2024 Adaptive Optimal Market-Making Strategies with Inventory Liquidation Costs
SIAM Journal of Financial Mathematics
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2024 -
2024 Patterns in the temporal complexity of global chlorophyll concentration
Nature Communications
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2024 A stochastic model for the early stages of highly contagious epidemics by using a state-dependent point process
Communications in Nonlinear Science and Numerical Simulation
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2023 A time-dependent Markovian model of a limit order book
Computational Economics
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2019 A level-1 limit order book with time dependent arrival rates
Methodology and Computing in Applied Probability
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2019 Compound Hawkes processes in limit order books
Financial Mathematics, Volatility and Covariance Modelling, Vol 2
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2017 A one-level limit order book model with memory and variable spread
Stochastic Processes and their Applications
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2015 Discrete stochastic metapopulation model with arbitrarily distributed infectious period
Mathematical Biosciences
Skills
Stochastic Modeling, Mathematical Finance, Stochastic Optimization, Mathematical Biosciences, Machine Learning (Master):
Languages
Spanish : Native speaker
English : Fluent
Japanese : Intermediate