April 27, 2021
Professor Ludovic Tangpi received a E. Lawrence Keyes, Jr. /Emerson Electric Co. Faculty Advancement SEAS Junior Faculty award, which was established to recognize the most talented junior faculty members in the School of Engineering and Applied Science. Professor Tangpi intends to use the research funds from this award to support ongoing efforts to develop modern risk management techniques, with emphasis on computational issues. His research will bring together aspects of data science, high dimensional probability and stochastic calculus to design efficient simulation algorithms for general risk measures.