Dean Teneng

https://www.etis.ee/CV/Dean_Teneng/est
teneng@ut.ee
Reisimine, lilled, jalutuskäigrid parkides

Teenistuskäik

Töökohad ja ametid
01.01.2012–...   
Eesti Matematika selts
01.01.2011–...   
statistika instituut, Liige
01.01.2010–...   
Aafrika ökonomeetrilise ühiskond, Liige
01.01.2006–...   
Füüsika Instituut, liige
 
 
Haridustee
2010–2014   
doktorant, Risk Models in Quantitative Finance, Tartu Ülikool
2009–2010   
Magistriõpe Finants- ja kindlustusmatenatikas, Levy Processes in Option Pricing, Tartu Ülikool
2003–2005   
magistrikraad (teaduskraad), The Franson Experiment, Umeå Ülikool
1998–2002   
Bakalaureus, Physics, Buea University, Cameroon
 
 
Teadusorganisatsiooniline ja -administratiivne tegevus
2013−...   
WSEAS reviewer
2013−2013   
ICMSS 2013, International Conference, Teadusliku programmikomitee liige
 
 
Teenistuskäigu lisainfo
"Reisimine on ainult kirg, mis ei pea võõrastama ees intellekt" - Lennart Meri
;

Kvalifikatsioon

Teaduskraadid
Dean Teneng, doktorant, (juh) Kalev Pärna, Risk Models in Quantitative Finance, Tartu Ülikool.
Dean Teneng, magistrant (teaduskraad), (juh) Andrei Shelankov, The Franson Experiment, Umeå Ülikool.
 
 
Teaduspreemiad ja tunnustused
2012, Dean Teneng, Dora 8 Grant, Archimedes foundation, for ICMSS 2013 Conference, Kualar Lumpur, Malaysia
2011, Dean Teneng, FDPSS Muidugi rahastamine, martingales ja seotud teemadel, Abo Academy, Finland
2011, Dean Teneng, Dora 8, foundation Archimedes for "Exploring the world of financial engineering course" in Västeras-Sweden
2010, Dean Teneng, Eesti Matemaatika ja Statistika doktorikooli Stipendium
2009, Dean Teneng, Tartu Ülikooli Stipendium magistriõppeks
2006, Dean Teneng, CONTACT Stipendium, School of World Learning, Vermont
 
 
Teadustöö põhisuunad
VALDKOND: 4. Loodusteadused ja tehnika; 4.5. Statistika; CERCS ERIALA: P160 Statistika, operatsioonanalüüs, programmeerimine, finants- ja kindlustusmatemaatika
VALDKOND: 4. Loodusteadused ja tehnika; 4.5. Statistika; CERCS ERIALA: P160 Statistika, operatsioonanalüüs, programmeerimine, finants- ja kindlustusmatemaatika ; PÕHISUUND: Stochastics, Koguselised Finance, riskianalüüsi, tõenäosuse mudelite

Publikatsioonid

Klass
Aasta
Publikatsioon
 
3.1.
2014
Teneng, Dean; Pärna, Kalev (2014). Risk Processes with Normal Inverse Gaussian Claims and Premiums. Mathematical and Statistical Methods for Actuarial Sciences and Finance: MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE April 22-24, 2014. _EditorsAbbr C. Perna, M. Sibillo. Springer, 177−181.10.1007/978-3-319-05014-0_40.
1.2.
2013
Teneng, Dean; Pärna, Kalev (2013). Modeling and forecasting index prices with normal inverse Gaussian. Scientific Bulletin of the Politehnica University of Timişoara. Transactions on Mathematics & Physic, 305−308.
3.1.
2013
Teneng, Dean (2013). Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian. 1557: INTERNATIONAL CONFERENCE ON MATHEMATICAL SCIENCES AND STATISTICS 2013 (ICMSS2013), Feb 5-7. _EditorsAbbr Z. K. Eshkuvatov, Adem Kilicman, Leong Wah June. Kualar Lumpur - Malaysia: Amer Inst Physics, 444−448. ( Proceedings of the International Conference on Mathematical Sciences and Statistics 2013).10.1063/1.4823953.
3.1.
2013
Teneng, Dean (2013). Outperforming the naïve Random Walk forecast of foreign exchange daily closing prices using Variance Gamma and normal inverse Gaussian Levy processes. 2: 31st International conference on Mathematical Methods in Economics; Jihlava, Czech Republic; 11-13 September 2013. _EditorsAbbr Hana Vojáčková. Jihlava: College of Polytechnics Jihlava, Tolstého 16, Jihlava, Czech Republic, 944−949.
3.1.
2013
Teneng, Dean (2013). A note on NIG-Levy process in asset price modeling: case of Estonian companies. 2: Mathematical Methods in Economics; Jihlava, Czech Republic; 11-13 September 2013. _EditorsAbbr Hana Vojáčková. Jihlava: College of Polytechnics Jihlava, Tolstého 16, Jihlava, Czech Republic, 939−943.
3.4.
2013
Teneng, Dean (2013). Risk Processes with NIG Premiums and Gamma Claims. 3rd International Scientific Conference of Students and Young Scientists “Theoretical and Applied Aspects of Cybernetics”. _EditorsAbbr D. O. Terletskyi, A. A. Prashchur, I. O. Lytvynenko. Kiev - Ukraine: Bukrek, 201−206.
3.1.
2012
Teneng, Dean (2012). NIG-Levy process in asset price modeling: case of Estonian companies. Proceedings of the 30th International conference Mathematical Methods in Economics, 2: 30th International conference on Mathematical Methods in Economics; Karviná, Czech Republic; 11 - 13 September 2012. _EditorsAbbr Ramik, Jaroslav; Stavarek, Daniel. Karvina - Czech Republic: Silesian University, 891−896.
3.4.
2012
Teneng, Dean (2012). Modeling foreign exchange closing prices with normal inverse Gaussian distribution. The 2nd International Scientific Conference of Students and Young Scientists: Theoretical and Applied Aspects of Cybernetics: The 2nd International Scientific Conference of Students and Young Scientists: Theoretical and Applied Aspects of Cybernetics; Kiev; 12.-26.11.2012. _EditorsAbbr I. O. Lytvynenko; D. O. Terletskyi. Kiev, Ukraine: Bukovynian Publishing, 141−144.
5.2.
2012
Teneng, D. (2012). The normal inverse Gaussian distribution: Exposition and applications. "Uued suundumused statistikas" Eesti Statistikaseltsi 24. konverents 27.-28. september 2012. _EditorsAbbr Imbi Traat, Kalev Pärna and Kelli Sander. Tartu: Tartu Ülikooli Kirjastus, 37−37.
5.2.
2012
Teneng, Dean; Pärna, Kalev (2012). Modeling and forecasting index prices with NIG. In: (25−25).THE XIII INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 1-3rd November 2012 , Timisoara, ROMANIA. Timisoara.
5.2.
2012
Teneng, Dean; Pärna, Kalev. (2012). Simulating risk processes with different claim distributions. 17th International Conference on Mathematical Modelling and Analysis: June 6-9, 2012, Tallinn, Estonia, Abstracts: 17th International Conference on Mathematical Modelling and Analysis: June 6-9, 2012, Tallinn, Estonia.. _EditorsAbbr J. Janno. Tallinn: Tallinn University of Technology, 127−127.
5.2.
2012
Teneng, Dean; Pärna, Kalev (2012). The normal inverse Gaussian distribution: exposition and applications to modeling asset, index and foreign exchange closing prices. In: Allaberen Ashyralyev, Alexey Lukashov (_EditorsAbbr). .First International Conference on Analysis and Applied Mathematics (ICAAM 2012).
1.2.
2011
Teneng, Dean (2011). Limitations of the Black-Scholes model. International Research Journal of Finance and Economics, 68, 99−102.
3.2.
2011
Teneng, Dean (2011). NIG-Levy process in asset price modeling. In: Jevgenijs Carkovs, Anatoliy Malyarenko and Kalev Pärna (_EditorsAbbr). Conference booklet (95−102).. Malardarlen - Sweden: Malardalen University Press.
3.4.
2011
Teneg, D. (2011). Path properties of Levy processes. Theoretical and Applied Aspects of Cybernetics. Proceedings of the International Scientific Conference of Students and Young Scientists — Kyiv, Ukraine. _EditorsAbbr I. O. Lytvynenko, D. O. Terletskyi.
5.2.
2011
Teneng, Dean. (2011). NIG Levy process in asset price modelling: case of Estonian companies. In: Kollo, T.; Kaasik, A. (_EditorsAbbr). Abstracts (72−72).9th Tartu Conference on Multivariate Statistics the 20th International Workshop on Matrices and Statistics. 26 June - 1 July 2011, Tartu, Estonia. Tartu: Tartu University Press.
5.2.
2011
Teneng, Dean (2011). Time changes in asset price modelling. 16th International Conference Mathematical Modelling and Analysis : May 25 - 28, 2011, Sigulda, Latvia, Abstracts. Sigulda, Latvia, 132.
13.11.2018

Dean Teneng

https://www.etis.ee/CV/Dean_Teneng/eng
0037255962743
teneng@ut.ee
Enjoy traveling, flowers, walks in parks

Career

Institution(s) and position(s)
01.01.2012–...   
Estonian Mathematical society
01.01.2011–...   
Institute of Statistics, member
01.01.2010–...   
African Econometric Society, member
01.01.2006–...   
Institute of Physics, member
 
 
Education
2010–2014   
PhD Student, Risk Models in Quantitative Finance, Tartu University
2009–2010   
Master's studies, Levy Processes in Option Pricing , Tartu University
2003–2005   
Master of Science Degree, The Franson Experiment (The Franson Experiment), Umeå University
1998–2002   
BSc Physics (minor in Mathematics and Computer Sciences), Buea University, Cameroon
 
 
R&D related managerial and administrative work
2013−...   
WSEAS reviewer
2013−2013   
International conference committee member, International Conference on Mathematical Sciences and Statistics (ICMSS2013), Kualar Lumpur, Malaysia
 
 
Additional career information
"Traveling is the only passion that does not need to feel shy in front of intellect" - Lennart Meri
;

Qualifications

Academic degrees
Dean Teneng, Phd student, (sup) Kalev Pärna, Risk Models in Quantitative Finance, University of Tartu.
Dean Teneng, MA / MSc student, (sup) Andrei Shelankov, The Franson Experiment, Umeå University.
 
 
Honours & awards
2012, Dean Teneng, Dora 8 Grant, Archimedes foundation, for ICMSS 2013 Conference, Kualar Lumpur, Malaysia
2011, Dean Teneng, FDPSS Course Financing, Martingales and related topics, Abo Academy, Finland
2011, Dean Teneng, Dora 8 Grant, Archimedes foundation for "Exploring the world of financial engineering course" in Västeras-Sweden
2010, Dean Teneng, Scholarship from Estonian Doctoral School in Mathematics and Statistics
2009, Dean Teneng, Tartu University Scholarship for master studies
2006, Dean Teneng, CONTACT Scholarship, School of World Learning, Vermont
 
 
Field of research
FIELD OF RESEARCH: 4. Natural Sciences and Engineering; 4.5. Statistics; CERCS SPECIALITY: P160 Statistics, operation research, programming, actuarial mathematics
FIELD OF RESEARCH: 4. Natural Sciences and Engineering; 4.5. Statistics; CERCS SPECIALITY: P160 Statistics, operation research, programming, actuarial mathematics ; SPECIALITY: Stochastics, Quantitative Finance, Risk analysis, Probability models

Publications

Category
Year
Publication
 
3.1.
2014
Teneng, Dean; Pärna, Kalev (2014). Risk Processes with Normal Inverse Gaussian Claims and Premiums. Mathematical and Statistical Methods for Actuarial Sciences and Finance: MATHEMATICAL AND STATISTICAL METHODS FOR ACTUARIAL SCIENCES AND FINANCE April 22-24, 2014. _EditorsAbbr C. Perna, M. Sibillo. Springer, 177−181.10.1007/978-3-319-05014-0_40.
1.2.
2013
Teneng, Dean; Pärna, Kalev (2013). Modeling and forecasting index prices with normal inverse Gaussian. Scientific Bulletin of the Politehnica University of Timişoara. Transactions on Mathematics & Physic, 305−308.
3.1.
2013
Teneng, Dean (2013). Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian. 1557: INTERNATIONAL CONFERENCE ON MATHEMATICAL SCIENCES AND STATISTICS 2013 (ICMSS2013), Feb 5-7. _EditorsAbbr Z. K. Eshkuvatov, Adem Kilicman, Leong Wah June. Kualar Lumpur - Malaysia: Amer Inst Physics, 444−448. ( Proceedings of the International Conference on Mathematical Sciences and Statistics 2013).10.1063/1.4823953.
3.1.
2013
Teneng, Dean (2013). Outperforming the naïve Random Walk forecast of foreign exchange daily closing prices using Variance Gamma and normal inverse Gaussian Levy processes. 2: 31st International conference on Mathematical Methods in Economics; Jihlava, Czech Republic; 11-13 September 2013. _EditorsAbbr Hana Vojáčková. Jihlava: College of Polytechnics Jihlava, Tolstého 16, Jihlava, Czech Republic, 944−949.
3.1.
2013
Teneng, Dean (2013). A note on NIG-Levy process in asset price modeling: case of Estonian companies. 2: Mathematical Methods in Economics; Jihlava, Czech Republic; 11-13 September 2013. _EditorsAbbr Hana Vojáčková. Jihlava: College of Polytechnics Jihlava, Tolstého 16, Jihlava, Czech Republic, 939−943.
3.4.
2013
Teneng, Dean (2013). Risk Processes with NIG Premiums and Gamma Claims. 3rd International Scientific Conference of Students and Young Scientists “Theoretical and Applied Aspects of Cybernetics”. _EditorsAbbr D. O. Terletskyi, A. A. Prashchur, I. O. Lytvynenko. Kiev - Ukraine: Bukrek, 201−206.
3.1.
2012
Teneng, Dean (2012). NIG-Levy process in asset price modeling: case of Estonian companies. Proceedings of the 30th International conference Mathematical Methods in Economics, 2: 30th International conference on Mathematical Methods in Economics; Karviná, Czech Republic; 11 - 13 September 2012. _EditorsAbbr Ramik, Jaroslav; Stavarek, Daniel. Karvina - Czech Republic: Silesian University, 891−896.
3.4.
2012
Teneng, Dean (2012). Modeling foreign exchange closing prices with normal inverse Gaussian distribution. The 2nd International Scientific Conference of Students and Young Scientists: Theoretical and Applied Aspects of Cybernetics: The 2nd International Scientific Conference of Students and Young Scientists: Theoretical and Applied Aspects of Cybernetics; Kiev; 12.-26.11.2012. _EditorsAbbr I. O. Lytvynenko; D. O. Terletskyi. Kiev, Ukraine: Bukovynian Publishing, 141−144.
5.2.
2012
Teneng, D. (2012). The normal inverse Gaussian distribution: Exposition and applications. "Uued suundumused statistikas" Eesti Statistikaseltsi 24. konverents 27.-28. september 2012. _EditorsAbbr Imbi Traat, Kalev Pärna and Kelli Sander. Tartu: Tartu Ülikooli Kirjastus, 37−37.
5.2.
2012
Teneng, Dean; Pärna, Kalev (2012). Modeling and forecasting index prices with NIG. In: (25−25).THE XIII INTERNATIONAL CONFERENCE ON MATHEMATICS AND ITS APPLICATIONS 1-3rd November 2012 , Timisoara, ROMANIA. Timisoara.
5.2.
2012
Teneng, Dean; Pärna, Kalev. (2012). Simulating risk processes with different claim distributions. 17th International Conference on Mathematical Modelling and Analysis: June 6-9, 2012, Tallinn, Estonia, Abstracts: 17th International Conference on Mathematical Modelling and Analysis: June 6-9, 2012, Tallinn, Estonia.. _EditorsAbbr J. Janno. Tallinn: Tallinn University of Technology, 127−127.
5.2.
2012
Teneng, Dean; Pärna, Kalev (2012). The normal inverse Gaussian distribution: exposition and applications to modeling asset, index and foreign exchange closing prices. In: Allaberen Ashyralyev, Alexey Lukashov (_EditorsAbbr). .First International Conference on Analysis and Applied Mathematics (ICAAM 2012).
1.2.
2011
Teneng, Dean (2011). Limitations of the Black-Scholes model. International Research Journal of Finance and Economics, 68, 99−102.
3.2.
2011
Teneng, Dean (2011). NIG-Levy process in asset price modeling. In: Jevgenijs Carkovs, Anatoliy Malyarenko and Kalev Pärna (_EditorsAbbr). Conference booklet (95−102).. Malardarlen - Sweden: Malardalen University Press.
3.4.
2011
Teneg, D. (2011). Path properties of Levy processes. Theoretical and Applied Aspects of Cybernetics. Proceedings of the International Scientific Conference of Students and Young Scientists — Kyiv, Ukraine. _EditorsAbbr I. O. Lytvynenko, D. O. Terletskyi.
5.2.
2011
Teneng, Dean. (2011). NIG Levy process in asset price modelling: case of Estonian companies. In: Kollo, T.; Kaasik, A. (_EditorsAbbr). Abstracts (72−72).9th Tartu Conference on Multivariate Statistics the 20th International Workshop on Matrices and Statistics. 26 June - 1 July 2011, Tartu, Estonia. Tartu: Tartu University Press.
5.2.
2011
Teneng, Dean (2011). Time changes in asset price modelling. 16th International Conference Mathematical Modelling and Analysis : May 25 - 28, 2011, Sigulda, Latvia, Abstracts. Sigulda, Latvia, 132.
13.11.2018
Detailne otsing
  • Leitud 3 kirjet
ProgrammLiikNumberNimiProjekti algusProjekti lõppVastutav täitjaAsutusFinantseerijapoolne rahastamine
IUTIUT34-5Matemaatiline statistika: teooria ja rakendused01.01.201531.12.2020Jüri LemberTartu Ülikool, Loodus- ja täppisteaduste valdkond, matemaatika ja statistika instituut430 000,00 EUR
SFSF0180015s12Stohhastika: teooria ja rakendused01.01.201231.12.2014Jüri LemberTartu Ülikool, Matemaatika-informaatikateaduskond120 450,00 EUR
ETFETF8802Tõenäosuslike mudelite arendamine finantsmatemaatika ja teiste rakenduste tarvis01.01.201131.12.2014Kalev PärnaTartu Ülikool, Matemaatika-informaatikateaduskond47 040,00 EUR