Rogemar Sombong Mamon, is a Canadian

mathematician A mathematician is someone who uses an extensive knowledge of mathematics in their work, typically to solve mathematical problems. Mathematicians are concerned with numbers, data, quantity, mathematical structure, structure, space, Mathematica ...

,Mathematics Genealogy Project. http://genealogy.math.ndsu.nodak.edu/id.php?id=60661&fChrono=1. quant, and

academic An academy (Attic Greek: Ἀκαδήμεια; Koine Greek Ἀκαδημία) is an institution of tertiary education. The name traces back to Plato's school of philosophy, founded approximately 386 BC at Akademia, a sanctuary of Athena, the go ...

. He is a co-editor of the

IMA IMA or Ima may refer to: Education * Indian Military Academy, Dehradun * Instituto Miguel Ángel, a school in Mexico City Galleries and museums * Indianapolis Museum of Art, Indiana, US * Institut du Monde Arabe, Paris, France * Islamic Mus ...

br>Journal of Management Mathematics
published by

Oxford University Press Oxford University Press (OUP) is the publishing house of the University of Oxford. It is the largest university press in the world. Its first book was printed in Oxford in 1478, with the Press officially granted the legal right to print books ...

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 (HMM). A recurrent theme of his research is dynamic parameter estimation via HMM filtering recursions. He also made contributions in the areas of

derivative pricing Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling in the financial field. In general, there exist two separate branches of finance that requ ...

asset allocation Asset allocation is the implementation of an investment strategy that attempts to balance risk versus reward by adjusting the percentage of each asset in an investment portfolio according to the investor's risk tolerance, goals and investm ...

risk measurement Risk appetite is the level of risk that an organization is prepared to accept in pursuit of its objectives, before action is deemed necessary to reduce the risk. It represents a balance between the potential benefits of innovation and the threats t ...

, filtering to remove noise from data as well as

inverse problems ''Inverse Problems'' is a peer-reviewed, broad-based interdisciplinary journal for pure and applied mathematicians and physicists produced by IOP Publishing. It combines theoretical, experimental and mathematical papers on inverse problems wit ...

in quantitative finance. He was the lead editor of the handbook ''Hidden Markov Models in Finance'', published by Springer. In 2010, he and two co-authors won the

Society of Actuaries The Society of Actuaries (SOA) is a global professional organization for actuaries. It was founded in 1949 as the merger of two major actuarial organizations in the United States: the Actuarial Society of America and the American Institute of A ...

Award for the Best Paper published in the North American Actuarial Journal. Since 2006, he has taught, conducted research and held administrative roles at the

University of Western Ontario The University of Western Ontario (UWO; branded as Western University) is a Public university, public research university in London, Ontario, Canada. The main campus is located on of land, surrounded by residential neighbourhoods and the Thame ...

, and garnered recognitions for excellence in teaching and research. Previously, he held academic positions at

Brunel University Brunel University of London (BUL) is a public research university located in the Uxbridge area of London, England. It is named after Isambard Kingdom Brunel, a Victorian engineer and pioneer of the Industrial Revolution. It became a university ...

, London, UK;

University of British Columbia The University of British Columbia (UBC) is a Public university, public research university with campuses near University of British Columbia Vancouver, Vancouver and University of British Columbia Okanagan, Kelowna, in British Columbia, Canada ...

;

University of Waterloo The University of Waterloo (UWaterloo, UW, or Waterloo) is a Public university, public research university located in Waterloo, Ontario, Canada. The main campus is on of land adjacent to uptown Waterloo and Waterloo Park. The university also op ...

; and

University of Alberta The University of Alberta (also known as U of A or UAlberta, ) is a public research university located in Edmonton, Alberta, Canada. It was founded in 1908 by Alexander Cameron Rutherford, the first premier of Alberta, and Henry Marshall Tory, t ...

. He spent short-term research visits at several institutions including the

Isaac Newton Institute for Mathematical Sciences The Isaac Newton Institute for Mathematical Sciences is an international research institute for mathematics and its applications at the University of Cambridge. It is named after one of the university's most illustrious figures, the mathematician ...

University of Cambridge The University of Cambridge is a Public university, public collegiate university, collegiate research university in Cambridge, England. Founded in 1209, the University of Cambridge is the List of oldest universities in continuous operation, wo ...

, England; Maxwell Institute for Mathematical Sciences, Scotland; Centre for Mathematical Physics and Stochastics,

University of Aarhus Aarhus University (, abbreviated AU) is a public research university. Its main campus is located in Aarhus, Denmark. It is the second largest and second oldest university in Denmark. The university is part of the Coimbra Group, the Guild, and Utr ...

, Denmark; Institute for Mathematics and its Applications,

University of Minnesota The University of Minnesota Twin Cities (historically known as University of Minnesota) is a public university, public Land-grant university, land-grant research university in the Minneapolis–Saint Paul, Twin Cities of Minneapolis and Saint ...

, USA;

University of Adelaide The University of Adelaide is a public university, public research university based in Adelaide, South Australia. Established in 1874, it is the third-oldest university in Australia. Its main campus in the Adelaide city centre includes many Sa ...

, Australia;

University of Wollongong The University of Wollongong (UOW) is an Australian public university, public research university located in the coastal city of Wollongong, New South Wales, approximately south of Sydney. , the university had an enrolment of more than 33,000 s ...

in New South Wales, Australia; and Centro de Investigacion en Matematicas, Mexico. Mamon holds professional designations conferred by various British learned societies.Marquis Who’s Who in the World 2008. , . He is a Fellow and Chartered Mathematician of the

Institute of Mathematics and its Applications The Institute of Mathematics and its Applications (IMA) is the UK's chartered professional body for mathematicians and one of the UK's learned societies for mathematics (another being the London Mathematical Society). The IMA aims to advance ...

; Chartered Scientist of the

Science Council The Science Council is a UK organisation that was established by Royal Charter in 2003. The principal activity of The Science Council is the promotion of the advancement and dissemination of knowledge of and education in science pure and applie ...

; and Fellow of the

Higher Education Academy Advance HE (formerly the Higher Education Academy) is a British charity and professional membership scheme promoting excellence in higher education. It advocates evidence-based teaching methods and awards fellowships as professional recogniti ...

. He is also a Fellow of the

Royal Society of Arts The Royal Society for the Encouragement of Arts, Manufactures and Commerce, commonly known as the Royal Society of Arts (RSA), is a learned society that champions innovation and progress across a multitude of sectors by fostering creativity, s ...

and the

Royal Statistical Society The Royal Statistical Society (RSS) is an established statistical society. It has three main roles: a British learned society for statistics, a professional body for statisticians and a charity which promotes statistics for the public good. ...

, and was an elected member of the

London Mathematical Society The London Mathematical Society (LMS) is one of the United Kingdom's Learned society, learned societies for mathematics (the others being the Royal Statistical Society (RSS), the Institute of Mathematics and its Applications (IMA), the Edinburgh ...

. He began

PhD A Doctor of Philosophy (PhD, DPhil; or ) is a terminal degree that usually denotes the highest level of academic achievement in a given discipline and is awarded following a course of graduate study and original research. The name of the deg ...

studies in

Mathematical Finance Mathematical finance, also known as quantitative finance and financial mathematics, is a field of applied mathematics, concerned with mathematical modeling in the financial field. In general, there exist two separate branches of finance that req ...

at the

, and completed his dissertation during a research visit at the

, Australia.Editorial: Philippine Canadian Times of Alberta, Vol. 2, No. 4, Fall 2000, p. 4. He was supervised by Robert J. Elliott making him a mathematical descendant of

Godfrey Harold Hardy Godfrey Harold Hardy (7 February 1877 – 1 December 1947) was an English mathematician, known for his achievements in number theory and mathematical analysis. In biology, he is known for the Hardy–Weinberg principle, a basic principle of pop ...

Sir Isaac Newton Sir Isaac Newton () was an English polymath active as a mathematician, physicist, astronomer, alchemist, theologian, and author. Newton was a key figure in the Scientific Revolution and the Enlightenment that followed. His book (''Mathe ...

and

Galileo Galilei Galileo di Vincenzo Bonaiuti de' Galilei (15 February 1564 – 8 January 1642), commonly referred to as Galileo Galilei ( , , ) or mononymously as Galileo, was an Italian astronomer, physicist and engineer, sometimes described as a poly ...

References

{{DEFAULTSORT:Mamon, Rogemar Canadian mathematicians Canadian people of Filipino descent University of Alberta alumni Academic staff of the University of Western Ontario Living people Place of birth missing (living people) Year of birth missing (living people) Fellows of the Higher Education Academy