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Core Faculty

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Amir Ali Ahmadi
Research Interests:
Polynomial and semidefinite optimization, dynamical systems, computational complexity in numerical optimization, applied mathematics
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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 and emission markets), Environmental finance
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Yuxin Chen
Assistant Professor
Research Interests:
High-dimensional data analysis, mathematical optimization, statistical learning, information theory, and their applications to medical imaging and computational biology
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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
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Warren Powell
Research Interests:
Stochastic optimization, optimal learning, approximate dynamic programming
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Ramon van Handel
Associate Professor
Research Interests:
Probability theory, stochastic analysis, ergodic theory, mathematical statistics, information theory, mathematical physics, applied mathematics
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Robert Vanderbei
Research Interests:
nonparametric statistics, multi-armed bandits, probability, optimization, exoplanet imaging, applied mathematics
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Mengdi Wang
Associate Professor