Rogemar Sombong Mamon, CSci, CMath, FIMA, FHEA, FRSA is a Canadian mathematician,[1] quant, and academic.
[2] Mamon is known for his contributions to the developments and applications of regime-switching framework useful in economic, financial and actuarial modeling.
Majority of his works promote regime-switching paradigms modulated by either discrete- or continuous-time hidden Markov models (HMM).
He also made contributions in the areas of derivative pricing, asset allocation, risk measurement, filtering to remove noise from data as well as inverse problems in quantitative finance.
[10] He was supervised by Robert J. Elliott making him a mathematical descendant of Godfrey Harold Hardy, Sir Isaac Newton and Galileo Galilei.