Marco Pollanen

Associate Professor
B.Sc. (Carleton University); M.Sc., Ph.D. (University of Toronto)

Teaching

• Coordinator for the Specialization in Mathematical Finance

Office Hours

• Fall 2013: TBA

Research

Research Interests: Mathematical Software, Quasi-Monte Carlo and Monte Carlo Methods, Mathematical and Computational Finance

Current Directions: My research lies in the intersection of mathematics and computing and falls broadly into two main areas: mathematical software and mathematical simulation. In the area of mathematical software I am currently investigating interfaces for mathematical communication and mathematical equation input. Topics include usability and algorithms for the recognition of handwritten mathematics. In the area of simulation I am interested in algorithms for generating pseudo-random and quasi-random sequences (especially non-uniform and high-dimensional sequences) as well as their application to Monte Carlo problems that arise in mathematical finance. One finance problem that I am currently investigating is the pricing of drought option contracts to protect agricultural producers from the financial impacts of drought, as well, I am developing stochastic models to simulate rainfall and other underlying variables of drought.

Software

I am lead developer on several open-source mathematical software packages, namely, a mathematical communication whiteboard called enVision, the adaptive learning environment Xero, and a mathematical expression entry system called Xpress. This work has been recognized with a National Technology Innovation Award.

Publications
 

1. Pollanen, M., A Monte Carlo Approach to the Visual Recognition of Mathematical Formulae, in preparation, 2012.
2. Zhu, J., Pollanen, M., and Abdella, K., Cater, B., Modelling Drought Option Contracts, accepted, 2012.
3. Cater, B., Lew, B., and Pollanen, M., Permanent Impairment and the Disability-Mitigating Effects of Education, submitted, 2011.
4. Pollanen, Marco, Uniform Equipartition Test Bounds for Multiply Sequences, International Journal of Pure and Applied Mathematics, Vol. 72, No. 4, 2011.
5. Gozli, Davood., Pollanen, Marco, and Reynolds, Michael, The Characteristics of Writing Environments for Mathematics: Behavioral Consequences and Implications for Software Design and Usability, Lecture Notes in Artificial Intelligence 5625, Proceedings of MKM 2009, Grand Bend, Ontario, Canada, pp. 310-324, 2009.
6. Pollanen, Marco, and Reynolds, Michael, A Model for Effective Real-Time Entry of Mathematical Expressions, Research, Reflections and Innovations in Integrating ICT in Education, Formatex, 2009.
7. Pollanen, Marco, Formal Group Laws and Non-Uniform Quasi-Random Sequences, IJPAM, Vol. 37, No. 1, 2008.
8. Pollanen, M., Wisniewski, T., and Yu, X., Xpress: A Novice Interface for the Real-Time Communication of Mathematical Expressions, Proceedings of MathUI 2007, Linz, Austria, June 2007.
9. Pollanen, Marco, Group-Theoretic Generation of Non-Uniform Pseudo-Random Sequences for Simulation, IJPAM, Vol. 42, No. 4, 2007.
10. Pollanen, Marco, Improving Learner Motivation with Online Assignments, Journal of Online Learning and Teaching, Vol. 3, No. 2, 2007.
11. Huang, M.L., Pollanen, M., and Yuen, W.K. An Efficient Quasi-Monte Carlo Algorithm for the Pareto Distribution, Monte Carlo Methods and Applications, Vol. 13., No. 1, 2007.
12. Pollanen, Marco, Interactive Web-Based Mathematics Communication, Journal of Online Mathematics and its Applications, Vol. 6 , No. 4, 2006.
13. Hooper, J., Pollanen, M. and Teismann, H., Effective Online Office Hours in the Mathematical Sciences., Journal of Online Learning and Teaching, Vol. 2, No. 3, 2006.
14. Pollanen, Marco, Low-Discrepancy Sequences in Probability Spaces, Ph.D. Thesis (supervisor L. Seco), University of Toronto, 2005.
15. Pollanen, M.D., and May, L.E., Matrix Derivatives, International Journal of Mathematical Education in Science and Technology, Vol. 34, No. 2, 2003.
16. Pollanen, Marco D., and Feldman, P.A. Calculations of `Blue-Body' Spectra for Cosmic Dust Emission, Canadian Journal of Physics, Herzberg Issue, 2001.
17. Pollanen, Marco D., and Feldman, P.A., July 1995, A Catalogue of the Youngest YSOs and Candidate Protostars, Publications of the Astronomical Society of the Pacific, 107, 617-631. [Republished in Vol. 5, Dec. 1995 of the American Astronomical Society CD-ROM Series.]
18. Redman, Russell O., Feldman, P.A., Pollanen, Marco D., Balam, D.D., and Jeremy B., June 1995, Flux Density Estimates at Millimeter Wavelengths of Asteroids Near Opposition from 1996 to 2005, The Astronomical Journal, 109, 2869-2879.