Steven Campbell

Steven Campbell

PhD Student

University of Toronto

Biography

I am a PhD student at the University of Toronto co-supervised by Professors Leonard Wong and Yuchong Zhang. My current research focus is in mathematical finance and some related areas. In particular, I am working on problems in stochastic portfolio theory and mean field games.

Interests
  • Mathematical Finance
  • Probability
  • Statistical Mechanics
Education

  • PhD in Mathematical Finance, (2019-Present)

    University of Toronto

  • MA in Applied Mathematics, 2019

    York University

  • BA in Applied Mathematics, 2018

    York University

  • BBA in Finance, 2017

    York University

Publications and Preprints

Steven Campbell, Ting-Kam Leonard Wong (2022). Efficient Convex PCA with applications to Wasserstein geodesic PCA and ranked data.

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Steven Campbell, Ting-Kam Leonard Wong (2022). Functional Portfolio Optimization in Stochastic Portfolio Theory. SIAM Journal on Financial Mathematics.

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Steven Campbell, Yichao Chen, Arvind Shrivats, Sebastian Jaimungal (2021). Deep learning for principal-agent mean field games.

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Steven Campbell, EJ Janse van Rensburg (2021). Lattice star and acyclic branched polymer vertex exponents in 3d. Journal of Physics A: Mathematical and Theoretical.

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Steven Campbell, EJ Janse van Rensburg (2021). Numerical Estimates of Square Lattice Star Vertex Exponents. Physical Review E.

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