All members

amirali's picture
Amir Ali Ahmadi
Assistant Professor
Research Interests:
Polynomial and semidefinite optimization, dynamical systems, computational complexity in numerical optimization, applied mathematics
rcarmona's picture
Rene Carmona
Paul M. Wythes '55 Professor of Engineering and Finance
Research Interests:
Stochastic analysis (SPDEs, BSDEs, FBSDEs, stochastic control and stochastic differential games), Financial mathematics (models for the equity, fixed income and credit markets, commodity, energy..., Environmental finance
jqfan's picture
Jianqing Fan
Professor of Statistics; Frederick L. Moore '18 Professor of Finance
Research Interests:
High-dimensional Statistics, Machine Learning, Financial Econometrics, Computational Biology, Statistical Theory and Methods
samory's picture
Samory Kpotufe
Assistant Professor
Research Interests:
Machine Learning Theory, Nonparametric Statistics, High-dimensional Inference, Unsupervised and Semi-supervised Learning
rvan's picture
Ramon van Handel
Associate Professor
Research Interests:
Probability theory, stochastic analysis, ergodic theory, mathematical statistics, information theory, mathematical physics, applied mathematics
rvdb's picture
Robert Vanderbei
Research Interests:
nonparametric statistics, multi-armed bandits, probability, optimization, exoplanet imaging, applied mathematics