Faculty
David Audley
Senior Lecturer & Executive Director Financial Mathematics Master’s Program
Research Interests: Financial Mathematics, Term Structure Models, Fixed Income Derivatives, Quantitative Portfolio Strategies
Amitabh Basu
Associate Professor
Research Interests: Optimization, Discrete and Combinatorial Geometry, Operations Research, Convex Analysis
Maxim Bichuch
Assistant Professor
Research Interests: financial mathematics, utility optimization, market with transaction costs, counterparty risk, valuation adjustments
Tamás Budavári
Associate Professor
Research Interests: Computational statistics, Bayesian inference, Low-dimensional embeddings, Streaming algorithms, Parallel processing on GPUs, Scientific databases, Survey astronomy
Beryl Castello
Senior Lecturer
Research Interests: Operations Research, Optimization, Facility Location, Inventory Modeling
Nicolas Charon
Assistant Professor
Research Interests: Shape analysis, Image analysis, Riemannian and Discrete Geometry
William Cook
Professor
Research Interests: Combinatorial optimization, Integer programming, Operations research, Large-scale computing
Greg Eyink
Professor
Research Interests: Mathematical Physics, Fluid Mechanics, Turbulence, Dynamical Systems, Partial Differential Equations, Nonequilibrium Statistical Physics, Geophysics and Climate
James A. Fill
Professor & Associate Director of Undergraduate Studies
Research Interests: Probability, Stochastic Processes, Random Structures and Algorithms
Donniell Fishkind
Associate Research Professor & Director of Undergraduate Studies
Research Interests: Graph Theory, Matrix Analysis
Edinah Gnang
Assistant Professor
Research Interests:
discrete mathematics, graph theory, multilinear algebra, image analysis, experimental math
Mengyang Gu
Assistant Research Professor
Research Interests:
Bayesian Analysis, Uncertainty Quantification, Computer Model Emulation and Calibration, Bayesian Decision Theory, Utility elicitation, Spatial Statistics, Bayesian Objective Priors, Shrinkage Estimators, Time Series, Robust Analysis, Graphical Models, Nonparametric Bayes and Bayesian Hierarchical Models
Yannis Kevrekidis
Bloomberg Distinguished Professor
Research Interests:
Algorithms, data, and the computer-assisted modeling of complex dynamical systems
Mauro Maggioni
Bloomberg Distinguished Professor
Research Interests:
Analysis, Partial Differential Equations, Algebraic Topology, Big Data, Data Intensive Computation, Harmonic Analysis over Manifolds and over Discrete Structures
Mario Micheli
Senior Lecturer
Research Interests: Mathematical image processing, Shape analysis, Variational methods, Applied Statistics
John Miller
Senior Lecturer
Research Interests: financial mathematics, equity derivative trading and risk management, number theory
Daniel Q. Naiman
Professor, Director of Graduate Studies and Director of Financial Mathematics M.S.E. Program
Research Interests: Statistics, Computational Probability, Bioinformatics
Carey Priebe
Professor
Research Interests: Computational Statistics, Kernel and Mixture Estimates, Statistical Pattern Recognition, Statistical Image Analysis, Statistical Inference for High-Dimensional and Graph Data
Daniel Robinson
Assistant Professor
Research Interests: Optimization, Numerical Analysis, Matrix Analysis
Edward Scheinerman
Professor & Vice Dean for Graduate Education
Research Interests: Discrete Mathematics, Partially Ordered Sets, Random Methods, Graph Theory
James C. Spall
Research Professor
Research Interests: Stochastic Systems, Parameter Estimation, Stochastic Optimization, Monte Carlo Methods and Simulation, Neural Networks, Control Systems, System Identification and Kalman Filtering, Mathematical Statistics, Optimization Theory, Uncertainty Calculation
Fred Torcaso
Senior Lecturer
Research Interests: Stochastic Processes, Asymptotics and Partial Differential Equations
John Wierman
Professor
Research Interests: Probability, Stochastic Processes, Statistics, Discrete Mathematics, Percolation Theory, Random Graphs
Yanxun Xu
Assistant Professor
Research Interests: Bayesian statistics, cancer genomics, clinical trial design, graphical models, nonparametric Bayesian statistical inference for big data analysis, high-throughput genomic data, proteomics data
Laurent Younes
Professor & Chair
Research Interests: Statistical Properties of Markov Random Fields, Image Analysis, Deformation Analysis, Shape Recognition
