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Ali Al-AradiArabic script: علي العرادي![]() Ph.D. Candidate Dept. of Statistical Sciences University of Toronto ![]() ![]() ![]() ![]() |
Hello! Welcome to my homepage. I am a Ph.D. candidate at the University of Toronto under the supervision of Prof. Sebastian Jaimungal.
My main research interests are in stochastic portfolio theory, stochastic optimal control and portfolio selection problems.
- I will be presenting at the SIAM Conference on Financial Mathematics & Engineering in Toronto, Canada.
Update: I was chosen as a finalist for the SIAG/FME Conference Paper Prize!
Update 2: Congrats to my colleague Philippe Casgrain on winning the award!
- I will be presenting at the Quantitative Methods in Finance 2018 Conference in Sydney, Australia.
- I will be participating in the Financial Mathematics Team Challenge 2018 in Rio de Janeiro, Brazil.
Update: our team came in first place! Here is our final report.
- My paper with S. Jaimungal entitled Outperformance and tracking: Dynamic asset allocation for active and passive portfolio management was accepted for publication in Applied Mathematical Finance.
- I will be presenting at the Bachelier Finance Society 10th World Congress in Dublin, Ireland.
- Joint work with Á. Cartea and S. Jaimungal entitled Technical uncertainty in real options with learning was accepted for publication in The Journal of Energy Markets.
- I will be presenting a poster on Outperformance and Tracking via Convex Analysis at the Statistics Graduate Student Research Day at the Fields Institute. Update: I was given an award for best poster presentation!