Agnes Tourin holds an undergraduate degree from the Mines ParisTech engineering school and received a Ph.D. from the University Paris-Dauphine, in France where she subsequently served as an Assistant Professor for several years before moving to Canada. She occupied a limited term Assistant Professorship at the University of Toronto, a tenure track Associate Professorship at McMaster University, and was awarded a University Faculty Award by NSERC in 2002. In addition, she was a visiting member of the Fields Institute in Toronto in 2003-2004. After a 6 year hiatus, she was granted a research immersion fellowship by the Fields Institute in 2010 and soon afterwards was appointed to her current position at Tandon.
In her Department, where she briefly served as an Interim Chair in 2023, she oversees the capstone program. She served on several major university committees, on the Tandon Faculty Executive Committee, and on the steering committee of the Contract Faculty Senate Council in 2020-2021 and 2023-2025.
Selected publications
- E. Rouy and A. Tourin (1992). A viscosity solutions approach to shape- from-shading, Siam J. Numer. Anal., 29, 3, pp 867-884.
- P.-L. Lions, E. Rouy and A. Tourin (1993). Shape-from-Shading, viscosity solutions and edges, Numer. Math., 64, 3, pp 323-353.
- A. Tourin and T. Zariphopoulou (1994). Numerical schemes for invest- ment Models with singular transactions, Computational Economics, 7,4, pp 287-307.
- O. Alvarez and A. Tourin (1996). Viscosity solutions of nonlinear integro- differential equations. Ann. Inst. Henri Poincar ́e, 13, 3, pp 293-317.
- A. Tourin (2013), Finite Difference schemes, in N. Touzi, Optimal Stochastic Control Stochastic target problems and Backward SDE, The Fields Institute Monographs,29, Springer, pp. 201--212.
- A. Tourin and R. Yan (2013). Dynamic Pairs Trading using the stochastic control approach, Journal of Economic Dynamics and Control, 37(10), pp. 1972–1981.
- P. S. Lintilhac and A. Tourin (2017). Optimal trading of cointegrated portfolios in arbitrary dimensions and application to arbitrage in bitcoin markets, Quantitative Finance, 17(5), pp. 703-716.
- Z. Li and A. Tourin (2022), A Finite Difference Scheme for Pairs Trading with Transaction Costs, Computational Economics, 60(2), pp. 601-632.
- A. Lefevre and A. Tourin (2023), Incorporating Climate Risk into Credit Risk Modeling: An Application in Housing Finance, Fintech, 2(3), pp. 614-640.
