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# Core Faculty

Professor Research Interests: Polynomial and semidefinite optimization, dynamical systems, computational complexity in numerical optimization, applied mathematics |

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 and emission markets), Environmental finance |

Assistant Professor Research Interests: High-dimensional data analysis, mathematical optimization, statistical learning, information theory, and their applications to medical imaging and computational biology |

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 |

Professsor Research Interests: Stochastic optimization, optimal learning, approximate dynamic programming |

Associate Professor Research Interests: Probability theory, stochastic analysis, ergodic theory, mathematical statistics, information theory, mathematical physics, applied mathematics |

Professor Research Interests: nonparametric statistics, multi-armed bandits, probability, optimization, exoplanet imaging, applied mathematics |

Associate Professor |