Emmanuel Haven Explained

Emmanuel Haven
Occupation:Academic, author and researcher
Education:B.A., Economics
M.A., Economics
Ph.D., Finance
Alma Mater:McGill University
Concordia University
Workplaces:Memorial University
University of Leicester (UK)
University of Essex (UK)

Emmanuel Haven is an academic, author and researcher. He previously held a personal Chair at the University of Leicester (UK) and is currently full professor and the Dr. Alex Faseruk Chair in Financial Management at the Faculty of Business Administration, Memorial University.[1]

Haven focuses his research on interdisciplinary fields with particular attention to apply formalisms from other disciplines (like physics) to areas such as economics, psychology, biology and finance.[2] He is also the co-author of several books notably Quantum Social Science (Cambridge University Press), joint with Andrei Khrennikov and Quantum methods in social science: a first course (World Scientific), joint with Andrei Khrennikov and Terry Robinson. He has co-edited several books such as Foundations of Probability and Physics – 6 (American Institute of Physics), The Handbook of Post Crisis Financial Modelling, The Palgrave Handbook of Quantum Models in Social Science (both at (Palgrave-Macmillan-Springer Nature)).

Haven is a member of the Council of the International Quantum Structures Association (IQSA),[3] an Co-Editor for Economics: The Open-Access, Open-Assessment Journal (De Gruyter).[4]

Education

Haven received his Bachelor’s and Master’s degree in Economics from McGill University, where he was the recipient of the James McGill Award. He then enrolled at Concordia University and earned a Doctoral degree in Finance.[1]

Career

Haven started his career in 2000 as an Assistant Professor of Finance at the University of Essex, and was promoted to Associate Professor in 2003. In 2007, he joined the University of Leicester as an Associate Professor of Finance, and became a Full Professor with a personal Chair in 2008. He held his next appointment in 2017 as a Full Professor and Alex Faseruk Chair in Financial Management at the Faculty of Business Administration, Memorial University.[1]

Haven is a member of the board of the International Center for Mathematical Modelling (ICMM) at Linnaeus University (Sweden),[5] and a co-founder and Secretary of IQSCS (Centre for Quantum Social and Cognitive Science) at the University of Leicester (UK).[6]

Research

Haven’s research focuses on concepts regarding Physics, Finance and Economics. He has also co-edited several special issues notably in Journal of Mathematical Economics;[7] International Journal of Theoretical Physics;[8] Frontiers in Physics; Frontiers in Psychology and Quantum Reports. He has also co-edited special issues in Journal of Mathematical Psychology;[9] and Philosophical Transactions of the Royal Society A.[10] He was co-organizer (jointly with Andrei Khrennikov; Jerome Busemeyer; Arkady Plotnitsky; Ehti Dzhafarov and Emmanuel Pothos) of the conference Quantum probability and the mathematical modelling of decision making at the Field’s Institute (University of Toronto) and other conferences.

Haven has worked on the usage of quantum mechanical concepts in the context of social science.[11] He studied the implications of a wave function in the formulation of the (finite state space) financial non-arbitrage theorem. In his study regarding quantum formalism in social sciences, he demonstrated how elements of the formalism of quantum mechanics can be helpful in solving and re-interpreting social science problems, and suggested several applications of pilot-wave theory in terms of financial economics and of Expected utility theory (EUT) in terms of economic modeling.[12]

In other research, Haven has explored the power of the wavelet method in the de-noising of option pricing data, while using Monte Carlo simulations.[13] [14]

Awards and honors

Bibliography

Books

Selected articles

Notes and References

  1. Web site: Emmanuel Haven - Memorial University.
  2. Web site: Yaffle. mun.yaffle.ca.
  3. Web site: IQSA International Quantum Structures Association. www.vub.be.
  4. Web site: Economics. De Gruyter.
  5. Web site: International Center for Mathematical Modeling. Lnu.se.
  6. Web site: IQSCS — University of Leicester. www2.le.ac.uk.
  7. Web site: JME | Journal of Mathematical Economics | Vol 78, Pages 1-198 (October 2018) | ScienceDirect.com by Elsevier. www.sciencedirect.com.
  8. Foreword to the Special Issue "Quantum Structures – Leicester 2016". Emmanuel. Haven. Sandro. Sozzo. December 1, 2017. International Journal of Theoretical Physics. 56. 12. 3717–3718. 10.1007/s10773-017-3559-4. free. 2381/40921. free.
  9. Web site: Journal of Mathematical Psychology | Quantum Probability and Contextuality in Psychology and Economics | ScienceDirect.com by Elsevier. www.sciencedirect.com.
  10. Web site: Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences: Vol 374, No 2058. Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences.
  11. Web site: Physics goes social: How behaviour obeys quantum logic. New Scientist.
  12. A proposal to extend expected utility in a quantum probabilistic framework. Diederik. Aerts. Emmanuel. Haven. Sandro. Sozzo. June 1, 2018. Economic Theory. 65. 4. 1079–1109. Springer Link. 10.1007/s00199-017-1051-2. 1612.08583. 253717769 .
  13. De-noising option prices with the wavelet method. Emmanuel. Haven. Xiaoquan. Liu. Liya. Shen. October 1, 2012. European Journal of Operational Research. 222. 1. 104–112. ScienceDirect. 10.1016/j.ejor.2012.04.020.
  14. Revealing the implied risk-neutral MGF from options: The wavelet method. Emmanuel. Haven. Xiaoquan. Liu. Chenghu. Ma. Liya. Shen. March 1, 2009. Journal of Economic Dynamics and Control. 33. 3. 692–709. ScienceDirect. 10.1016/j.jedc.2008.09.001. 2381/4516. free.
  15. Web site: Quantum mechanics and violations of the sure-thing principle: The use of probability interference and other concepts.