Program Director: Alec Kercheval.
Coordinator of Actuarial Science: Stephen Paris.

Core Affiliated Faculty

Feng Bao

Professor Bao's research interests include analysis and numerical solutions for stochastic differential equations, data assimilation, statistical inference, uncertainty quantification, and stochastic optimization.

Qi Feng

Professor Feng works in financial mathematics, stochastic analysis, rough path theory, and machine learning.

Ali Kara

Professor Kara works in stochastic control and operations research, reinforcement learning theory, and applications of probability theory.

Alec Kercheval

Professor Kercheval works in financial mathematics and mathematical economics, including: portfolio and credit risk, high frequency pricing models, and high dimensional covariance estimation.

Giray Ökten

Professor Ökten is interested in computational finance and Monte Carlo & quasi-Monte Carlo methods.

Lingjiong Zhu

Professor Zhu works in applied probability, data science, operations research and financial engineering.

Additional Affiliated Faculty