Gaukhar Shaimerdenova is a Ph.D. candidate at Stochastic Numerics Research Group (STOCHNUM) under the supervision 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

  • 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):351.
  • Capriotti, L., Jiang, Y. and Shaimerdenova, G., 2019. Approximation methods for inhomogeneous geometric Brownian motion. International Journal of Theoretical and Applied Finance22(02), p.1850055.
  • A study on Expected Shortfall in a multi-currency environment, with Alex Backwell, Christopher Roberts, and Fergus Wegner at FMTC, Cape Town, 2015.

Education Profile

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

Awards and Distinctions

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