About
David Itkin is an Assistant Professor in Statistics at LSE and an Honorary Lecturer at Imperial College London. He obtained his PhD from Carnegie Mellon University (2022) and specializes in mathematical finance and stochastic analysis.
Research Focus: Itkin develops theoretical frameworks for portfolio optimization, market microstructure, and price impact modeling. His work bridges stochastic control theory with financial applications.
Recent Publications: Articles address efficient trading algorithms, volatility modeling, and rank-based market structures, demonstrating methodological innovation in financial mathematics.
Teaching: Contributes to probability and finance curricula at LSE.
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