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researcher

Igor Cialenco

4 papers hereh-index 11 citations7 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author4

Across the 4 of 4 papers where every author was matched, so the position is known.

fields
  • math.PR1
  • q-fin.GN1
  • q-fin.MF1
  • q-fin.TR1
same name
  • Igor Cialenco — 2 papers, h 18
  • Igor Cialenco — 1 paper, h 1

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

collaborators

4 papers

q-fin.MF2026

Pro-rata mechanisms in groundwater markets

Igor Cialenco, Michael Ludkovski, Gael Dimitri Tekam Fongouo

We introduce a pro-rata rationing mechanism for resolving supply-demand imbalances in groundwater markets, extending the price-formation model of Cialenco and Ludkovski (2025). We…

q-fin.TR2026

Multiperiod Groundwater Markets

Igor Cialenco, Michael Ludkovski

Motivated by the emergence of local groundwater exchanges, we construct and analyze stochastic models of dynamic groundwater markets. Our primary focus is endogenizing the price fo…

math.PR2025

Estimation of Anisotropic Viscosities for the Stochastic Primitive Equations

Igor Cialenco, Ruimeng Hu, Quyuan Lin

The viscosity parameters play a fundamental role in applications involving stochastic primitive equations (SPE), such as accurate weather predictions, climate modeling, and ocean c…

q-fin.GN2025

A groundwater market model

Igor Cialenco, Michael Ludkovski

We introduce the problem of groundwater trading, capturing the emergent groundwater market setups among stakeholders in a given groundwater basin. The agents optimize their product…

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