• Basic Membership Access to Journal, Shadow Stock portfolio & monthly updates for stock screens
  • A+ Investor Full access to AAII.com, Journal, and a power data suite for investment ideas
  • AAII Platinum Full access to all of AAII's model portfolios and premium services at a significant discount
  • Dividend Investing Newsletter and model portfolio that focuses on dividend growth
  • AAII Growth Investing Find secular growth stocks poised for outperformance regardless of macroeconomic conditions.
  • Retirement Investing Discover trusted strategies for every stage of retirement. Get actionable insights and resources for smart retirement planning.
  • Sentiment Investing A research-driven newsletter with 10+ signals decoding sentiment across retail and institutional behavior.
  • Stock Superstars Report Get stock ideas inspired by the market's leading professionals
  • VMQ Stocks For the value investor looking to harness academic research in an actively managed portfolio
  • Bits and Bips Newsletter delivering insights on linking traditional finance, macro trends and cryptocurrency opportunities to help investors build stronger, more diversified portfolios.
All premium products come with free basic membership.
Explore All Membership Options
Join Now
« Back to Author Index

Peter Forsyth

Area of Expertise: Computational Finance

Topics Presented in Speeches: Optimal stochastic control in finance


Biography:

After graduating in 1979, Peter Forsyth was a senior simulation scientist at the Computer Modelling Group (CMG) in Calgary, where he developed petroleum reservoir analytics. After leaving CMG, Forsyth was the founding president of software startup Dynamic Reservoir Systems (DRS), also in Calgary. DRS produced reservoir simulation software for PCs, using the then enormous amount of memory available (640KB). DRS had three employees: a president and two vice presidents. After selling out his shares of DRS in 1987, Forsyth joined the University of Waterloo, where he was a Professor in the Cheriton School of Computer Science. After 29 years, Peter officially retired from Waterloo on November 1, 2016, and is now a distinguished professor emeritus. 

Forsyth’s current research focuses on computational finance. He is a member of the editorial board of Applied Mathematical Finance and the Journal of Computational Finance. During the years 2008-2013, he was the editor-in-chief of the Journal of Computational Finance. Forsyth’s research has been funded by such organizations as: the Royal Bank of Canada, Scotiabank, Credit Suisse, Tata Consultancy Services, Morgan Stanley, ITO33, Bell Canada and the Global Risk Institute.

author Image Peter A. Forsyth Ph.D., is emeritus professor in the David R. Cheriton School of Computer Science at the University of Waterloo, Ontario, Canada.

Recent Articles

  • Target Wealth: A Better Bet for Achieving Wealth Goals

    AAII JOURNAL ● PORTFOLIO STRATEGIES ● October 2017