Dr. Nick Laskin
nicklaskin.ca
Partner with Dr. Nick Laskin, founder of Fractional Quantum Mechanics (FQM), to solve your most difficult problems in quantitative finance, algorithmic risk, and complex system engineering.
Traditional risk models like Black-Scholes rely on a fatal flaw: they assume that market prices follow continuous, smooth paths with **constant volatility** ($\sigma$) and zero memory.
Any quantitative trader knows this is false. The pervasive "Volatility Smile"—where deep in-the-money or out-of-the-money strikes trade at drastically higher implied volatilities—proves that real-world markets experience violent jumps, sudden shocks, and structural memory.
Relying on memoryless continuous-diffusion models leads to underpriced tail risk and suboptimal algorithmic execution.
Dr. Laskin's proprietary **Geometric Shot Noise (GSN)** and fractional stochastic models provide a mathematically rigorous alternative. By incorporating long-range memory and correlated jump-diffusion directly into the pricing kernel, we give hedge funds and risk managers the tools to price real-world risks accurately and capture alpha that standard models miss.
Continuous, smooth paths. Volatility is assumed constant. Zero memory of past shocks.
Discontinuous jumps with fractional waiting times. Past events cluster and decay slowly over time.
Dr. Laskin brings decades of experience from top-tier global institutions. His unique background allows him to bridge rigorous theoretical physics with actionable, high-performance industrial engineering.
Research Scientist | Ukraine
Collaborated with physics legends A.I. Akhiezer and S.V. Peletminskii. Focused on quark-gluon plasma instabilities, dense neutron matter magnetohydrodynamics, and predicted coherent Bremsstrahlung suppression in oriented crystals.
Department of Electrical & Computer Engineering | Canada
Founded Fractional Quantum Mechanics (FQM), generalizing Feynman path integrals over Brownian paths to Lévy flight trajectories. Discovered the Fractional Schrödinger Equation.
Department of Systems & Computer Engineering | Canada
Invented the Fractional Poisson Process (FPP), introducing Mittag-Leffler waiting times to resolve Markovian limits in complex network and queueing models.
Visiting Scholar | New York, USA
Applied fractional dynamics and Lévy flights to financial engineering, analyzing log-moneyness, the volatility smile, and econophysics modeling.
Principal Consultant | Canada
Providing bespoke consulting services in quantitative finance algorithm development, stochastic systems auditing, and complex systems architecture.
We apply highly specialized mathematical frameworks to solve industrial problems that standard modeling tools cannot handle. Partner with us to gain an unparalleled structural advantage.
Auditing and upgrading financial algorithms. We replace standard Black-Scholes approaches with Geometric Shot Noise (GSN) models to properly capture volatility clustering and memory-driven market shocks.
Optimizing queueing systems for high-frequency trading networks and telecommunications. Using the Fractional Poisson Process to predict bursty packet traffic and mitigate server bottlenecks.
Replacing flawed first-order Markovian models with fractional-order memory systems. We identify structural dependencies in complex systems and build robust mathematical models that capture real-world fractal timing.
Building high-fidelity models for semiconductor growth, including Disorder Engineering and Fractional Quantum Mechanics to predict atomic-level material defects.
Experience the power of fractional dynamics firsthand. Adjust the sliders to see how real-world memory and jumps alter classical models in real time—from optimizing semiconductor yields to revealing the hidden geometry of financial markets.
Solve the transcendental equations for InGaN/GaN wells. Adjust the Lévy Index $\alpha$ to model impurity-induced disorder (Brownian limit is $\alpha = 2.0$).
Target a transition emission wavelength:
Simulate event counts $N(t)$ driven by Mittag-Leffler waiting times. Notice the "bursty" behavior and long flat gaps (memory trapping) as $\mu$ decreases below 1.0.
Calibrate the Geometric Shot Noise process. Increase jump frequency or magnitude to see the volatility skew/smile emerge from the underlying shot-noise shocks.
Dr. Laskin's published monographs establish FQM and FPP as recognized academic sub-disciplines, bridging theoretical physics with real-world applications. These defining works compile decades of research into comprehensive guides for academics and industry professionals alike.
World Scientific Publishing
The definitive text on FQM. Covers paths integrals over Lévy flights, fractional uncertainty relations, analytically solvable wells, fractional Bohr atoms, and time-fractional non-Markovian dynamics.
World Scientific Publishing
The first dedicated book on FPP. Systematically details the Kolmogorov-Feller fractional equations, renewal theory, inverse stable subordinators, and direct Mittag-Leffler probability design, with multi-disciplinary applications.
Commercial Semiconductor Simulation Partnerships
We propose a 12-month joint development cycle to commercialize our Fractional Schrödinger Solver kernel and deploy the **Inverse Design API** for direct MOCVD growth controller coupling. By mapping doping profiles to the Lévy Index $\alpha$, fabs can achieve real-time yield optimization for high-performance InGaN blue LEDs.