Gaukhar Shaimerdenova

About

Gaukhar Shaimerdenova is a consultant at the Stochastic Numerics Research Group (STOCHNUM) of Professor Raul F. Tempone at King Abdullah University of Science and Technology (KAUST).

Research Interests

Gaukhar's research interests include ​Stochastic Differential Equations, Numerical Analysis, Data Assimilation, Multilevel/Multi-index Monte Carlo methods, Ensemble Kalman Filtering and Computational Finance.

Selected Publications

• Rached, N.B., Schwerin, E.V., Shaimerdenova, G. and Tempone, R., 2026. Importance sampling for rare event tracking within the ensemble Kalman filtering framework. Statistics and Computing, 36(1), p.2.
• Hoel, H., Shaimerdenova, G. and Tempone, R., 2022. Multi-index ensemble Kalman filtering. Journal of Computational Physics.
• Hoel, H., Shaimerdenova, G. and Tempone, R., 2020. Multilevel ensemble Kalman filtering based on a sample average of independent EnKF estimators. Foundations of Data Science, 2(4):35.
• Capriotti, L., Jiang, Y. and Shaimerdenova, G., 2019. Approximation methods for inhomogeneous geometric Brownian motion. International Journal of Theoretical and Applied Finance, 22(02), p.1850055.

Education Profile

• ​B.Sc. Mathematics, Eurasian National University, 2013.
• M.Sc. Financial Mathematics, University College London, 2015.
• Ph.D. Mathematics, KAUST, 2024.

Awards and Distinctions

• ​Fully-funded Bolashak Scholarship for Master studies, 2013.
• KAUST Fellowship for Ph.D. studies, 2017.