Dr. Matt Davison

Biography

Matt Davison is a Professor of Statistical and Actuarial Sciences at Western University. He completed his Ph.D. at the University of Western Ontario in 1995. His research interests include Financial Mathematics, particularly in Commodity Finance Mathematics, Data Science for Financial Wellness, and Stochastic Optimal Control methods. He has contributed significantly to the fields of Applied Probability Theory and Industrial Mathematics. Professor Davison has supervised several graduate students and has published numerous articles in reputable journals, showcasing his expertise. His work explores topics such as optimal inventory policies, aggregate reliability analysis for wind turbine generators, and real option analysis. He has also engaged in collaborative projects, enhancing the understanding of stochastic processes and their applications in various domains including energy and finance. At Western University, he plays a critical role in advancing the discipline through both teaching and research output, solidifying his reputation in the academic community and beyond.

Research Interests