Jonathan Chavez-Casillas

Associate Professor

University of Rhode Island

United States

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Jonathan Chavez-Casillas is an Associate Professor at the University of Rhode Island, USA. His research focuses on adaptive optimal market making strategies, stochastic models for contagious epidemics, and hybrid algorithms for singular value decomposition. Additionally, he investigates temporal patterns in global chlorophyll concentrations and develops time-dependent Markovian models of limit order books, as well as methods for predicting harmful algal blooms through automated cell imaging.

Articles (6)

Year:

2024

Year:

2024

Year:

2024

Year:

2024

Year:

2024

Year:

2023

Collaborators (1)

Colleen Mouw

Associate Professor

University of Rhode Island

UNITED STATES

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Jonathan Chavez-Casillas

Research Interests

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Articles (6)

Adaptive Optimal Market Making Strategies with Inventory Liquidation Cost

A stochastic model for the early stages of highly contagious epidemics by using a state-dependent point process

A hybrid algorithm for computing a partial singular value decomposition satisfying a given threshold

Patterns in the temporal complexity of global chlorophyll concentration

A Time-Dependent Markovian Model of a Limit Order Book

Sub-monthly prediction of harmful algal blooms based on automated cell imaging

Collaborators (1)

Colleen Mouw

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