Office: Hagey Hall 383D
Phone: 519-888-4567 x35210
Education and certifications
PhD (Queen's University)
My research interests focus primarily on developing statistical methodology for applications in finance and finance-related areas. My current work explores the use of finite mixtures of distributions and ultra-high frequency data for volatility forecasting, portfolio choice and financial risk management. I am also a full professor at the Department of Statistics & Actuarial Science of the Faculty of Mathematics; visit my web page with the Department of Statistics and Actuarial Science. In addition, I am also cross-appointed as a full professor to the Cheriton School of Computer Science of the Faculty of Mathematics.
- Shen, Y. and T. S. Wirjanto (2018). Stationarity as a Path Property. To appear in Probability and Mathematical Statistics.
- Fang, M., K. S. Tan, and T. S. Wirjanto (2018). Sustainable Portfolio Management under Climate Change, Journal of Sustainable Finance & Investment, September 21. Doi:10.1080/20430795.2018.1522583.
- Melkuev, D, D. Guo and T. S. Wirjanto (2018). Applications of Random-Matrix Theory and Nonparametric Change-Point Analysis to Three Notable Systemic Crises. A special issue on Systemic Risk Measurement in Quantitative Finance and Economics, 2(2): 413–467, doi: 10.3934/QFE.2018.2.413.
- Men, Z. and T. S. Wirjanto (2018). A New Variant of Estimation Approach to Asymmetric Stochastic Volatility Model. A special issue on Volatility of Prices of Financial Assets in Quantitative Finance and Economics, 2(2): 325-347, doi: 10.3934/QFE.2018.2.325.
- Andrews, D., J. Oberoi, T. S. Wirjanto and C. M. Zhou (2018). Demography and Inflation: An International Study. North American Actuarial Journal, February 13, https://doi.org/10.1080/10920277.2017.1387572.
- Wirjanto, T. S. and A. Zhu (2018). Implied Volatility Surfaces During the Period of Global Financial Crisis. International Journal of Financial Engineering, March, Vol. 05, No. 01, https://doi.org/10.1142/S2424786318500019.
- University Research Chair, 2009-2016.
- Senior Fellow (in Financial Econometrics), Rimini Centre for Economic Analysis (RCEA), Rimini, Italy, since 2008 (http://www.rcfea.org/).
- Senior Guest Professor (in Finance), Department of Finance, School of Economics, Zhejiang University, Hangzhou, Zhejiang, China, since 2005 (a life-time award).
Recent research grants:
- Centers of Actuarial Excellence (CEA): 2018-2021, $297,000.00, “Maintaining Financial Stability in an Era of Changing Climate and Demographics.”
- UW International Research Partnership Grants (IRPG): 2017-2018. $20,000+ matched amount by ECUST $20,000.00, Volatility Models and Financial Risk Analysis: an Empirical Study on Shanghai and Shenzhen Stock Markets.”
- Society of Actuaries” 2017-2018, USD $30,000.00, “Managing Climate and Carbon Risk in Investment Portfolios.”
- The Social Sciences and Humanities Research Council (SSHRC): 2015-2019, $140,000.00, "Return Correlations during Episodes of Systemic Crises in Financial Markets."
- Member of Editorial Board, Austin Statistics, since 2014.
- Associate Editor-in-Chief, Journal of Mathematical Finance, since 2012.
- Editorial Board, Mathematical Finance Letters, since 2013.
- Editorial Board, Econometrics, since 2012.
- Associate Editor, International Journal of Finance and Accounting Studies (IJFAS), since 2013.
- Associate Editor, Empirical Economics, 2006-2013.
- Associate Director of Waterloo Research Institute in Insurance, Securities and Quantitative finance (WatRISQ), since 2009.
- Director of Master in Quantitative Finance (MQF), Faculty of Mathematics, 2014-2016.
Tony Wirjanto is an expert in using mathematics and statistics to model, measure and forecast financial risk. But the professor of statistics and actuarial science admits if you want to know what lies ahead for the economy - look back. Read more.