Igor Cialenco, Ph.D.
Assistant Professor
Applied Mathematics
Office: Engineering 1, Room 234C
10 W. 32nd Street
Chicago, IL 60616
Office Hours:
Phone: 312.567.3131
Fax: 312.567.3135
Email:
igor_AT_math_DOT_iit_DOT_edu
Web:
Igor Cialenco's webpage
Expertise
Education
- Ph.D. in Applied Mathematics, University of Southern California (2005)
- Ph.D in Mathematics And physics, Moldova State University (1999)
- MS in Mathematical Finance, University of Southern California (2005)
- BS in Mathematics, Moldova State University (1994)
Curriculum Vitae
Research & Major Accomplishments
Current Projects
Awards/Honors
Patents
Books
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.
Finiteness of the point spectrum of some nonselfadjoint operators close to the operators generated by Jacobi matrices, with P. Cojuhari, Bul. Acad. Stiinte Repub. Mold. Mat., vol 3, 28, pg. 65-70, 1998.
Finiteness of eigenvalues of some integro-differential operators, Bul. Acad. Stiinte Repub. Mold. Mat., vol 2, 27, pg. 117-119, 1998.
On the point spectrum of nonselfadjoint perturbed operators of Wiener-Hopf type, Mathematical analysis and applications, Scientific Annals of University
Professional Society Memberships
- American Mathematical Society (AMS)
- Mathematical Society of the Republic of Moldova
- Romanian Mathematical Society
- Society for Industrial and Applied Mathematics (SIAM)