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Xin GuoView profile

Professor

• Mathematical Finance
• Financial Engineering
• FinTech
• +7 more

Xin Guo is Professor and Department Chair of Industrial Engineering and Operations Research (IEOR) at UC Berkeley's College of Engineering, holding the Coleman Fung Chair in Financial Modeling. Her research bridges mathematical finance, stochastic control, and machine learning with applications in risk analytics and quantitative trading. Education: Ph.D. in Mathematics, Rutgers University (1999) Research Interests: Professor Guo's work centers on mathematical finance , stochastic games , and reinforcement learning . She develops theoretical frameworks for α-potential games and mean-field systems while applying signature methods and GANs to financial data. Her research addresses critical problems in portfolio optimization, fraud detection (e.g., Medicare analytics), and market forecasting, emphasizing the intersection of stochastic control with machine learning for real-world decision-making under uncertainty. Publication Trends: Recent work (2023-2025) shows increasing focus on multi-agent reinforcement learning through mean-field game theory, with applications spanning finance (corporate bonds, trading), healthcare (fraud detection), and transportation (rate forecasting). Key innovations include BSDE approaches for stochastic games, signature-based time series analysis, and theoretical guarantees for GAN training dynamics. Scientific Awards: Holds the prestigious Coleman Fung Chair in Financial Modeling, reflecting significant contributions to quantitative finance research. Advising and Grants: As IEOR Department Chair, Professor Guo mentors graduate students in stochastic modeling and financial engineering. Her research is supported by the Coleman Fung Endowment Fund, with collaborations spanning finance, healthcare, and transportation sectors through industry partnerships. Labs and Teams: Leads the Risk Analytics & Data Analysis Research (RADAResearch) Lab ( https://risklab.ieor.berkeley.edu/ ), which develops cutting-edge methodologies for risk assessment, data-driven decision-making, and game-theoretic solutions to complex systems. The lab fosters interdisciplinary work connecting mathematical theory with practical applications in FinTech and beyond.

Joan BrunaView profile

Professor

• Machine Learning
• Deep Learning
• Signal Processing
• +5 more

Joan Bruna is a Full Professor of Computer Science, Data Science, and affiliated Mathematics at New York University's Courant Institute and Center for Data Science. He leads the CILVR group and co-founded the MaD group. His research focuses on mathematical foundations of machine learning, deep learning, signal processing, and their applications in computational science, climate modeling, and geophysics. He holds a Ph.D. in Applied Mathematics from École Polytechnique and has held roles at UC Berkeley, the Institute for Advanced Study, and the Flatiron Institute. Education: Ph.D. (2013) and M.Sc. (2005) in Applied Mathematics, École Polytechnique and ENS Cachan; dual B.Sc./M.Sc. in Telecommunications and Mathematics from UPC Barcelona (2002–2004). Awards include the NSF CAREER Award (2019) and Alfred P. Sloan Fellowship (2018). Research interests span theoretical aspects of deep learning, optimization, and statistical methods, with applications to climate science and inverse problems. He has advised numerous PhD students and postdocs, contributing to seminal work on scattering networks, geometric deep learning, and neural ODEs. Professional service includes editorial roles at TMLR, JMLR, and TPAMI, plus program chairs for major conferences. His work bridges mathematics and machine learning, emphasizing rigorous analysis and real-world impact.

• Causal Inference
• Experimental Design
• Statistical Methods
• +3 more

Peter Aronow is a Professor at Yale School of Public Health , with appointments in the Department of Statistics and Data Science , Economics Department , and the Institute for Social and Policy Studies . His interdisciplinary work bridges political science, biostatistics, and epidemiology. Professor of Public Health (Biostatistics) Secondary appointments in Political Science and Economics Associate Professor in the Institute for Social and Policy Studies Dr. Aronow specializes in causal inference and statistical methodology, particularly in non-traditional field research contexts. His research encompasses: Design-based approaches to causal inference Complex experimental designs Social network analysis Survey methodology with incomplete data His recent publications focus on spatial experiments under unknown interference, bias correction in RCTs, and temporal validity challenges. While no formal awards are listed, his work is cited across disciplines including: Political Analysis Econometrics Biostatistical Modeling Observational Study Design

Quek Su YingView profile

Associate Professor

• Materials Science
• Condensed Matter Physics
• Theoretical Physics
• +5 more

Associate Professor Quek Su Ying is affiliated with the Department of Physics at the National University of Singapore (NUS) and serves as Assistant Dean (Special Duties). Her research focuses on theoretical and computational approaches to understanding the electronic, vibrational, and transport properties of emerging materials, particularly 2D and organic systems. Affiliations : Institute of High Performance Computing, Centre for Advanced 2D Materials, NUS Research Interests : First principles calculations (mean field and many-electron perturbation theory), interface science, electronic energy level alignment, and transport in emerging materials. Her work includes studies of exciton condensation, quantum emitters, and valleytronic control via magnetic fields. Article Trends : Recent publications highlight investigations into 2D materials, organic-inorganic interfaces, and quantum phenomena. Topics include exciton dynamics, defect engineering, charge density waves, and spin-dependent transport, employing advanced ab initio methods like GW theory. Scientific Awards : Singapore NRF Fellowship Advising & Collaborations : Her group develops state-of-the-art computational methods and collaborates with experimental teams. Notable affiliations include Google Scholar Profile and partnerships with institutions like the Institute of High Performance Computing. Labs & Teams : Associated with the Centre for Advanced 2D Materials at NUS, which supports interdisciplinary research on graphene and related 2D systems. Her work bridges theoretical modeling and experimental validation.

Yiping LuView profile

Assistant Professor

• Machine Learning
• Scientific Machine Learning (AI4Science)
• Numerical Algorithms
• +7 more

Yiping Lu is an Assistant Professor in the Department of Industrial Engineering and Management Sciences at Northwestern University's McCormick School of Engineering. His research focuses on developing interdisciplinary approaches combining domain knowledge (differential equations, stochastic processes), machine learning, and experiments. Key interests include scientific machine learning (AI4Science), stochastic simulation, and robust machine learning. Education: Ph.D. in Applied and Computational Mathematics, Stanford University (2023) B.S. in Computational Mathematics, Peking University (2019) Research Highlights: Hybrid research integrating ML with scientific domains like PDEs and inverse problems Development of Physics-Informed Learning frameworks Contributions to deep learning theory (ResNets, neural collapse) Advances in kernel operator learning and adversarial robustness Awards: CPAL Rising Star Award (2024) University of Chicago Data Science Rising Star (2022) Stanford Interdisciplinary Graduate Fellowship (2021) Labs/Teams: SCALE Lab (Scientific Computation and Learning at Northwestern) Collaborations with NYU's Courant Institute and Stanford

Emilio FrazzoliView profile

Professor

• Autonomous Robotics
• Control Systems
• Game Theory
• +4 more

Emilio Frazzoli is a Full Professor at ETH Zurich’s Department of Mechanical and Process Engineering. He leads the Institute for Dynamic Systems and Control and the Center for Sustainable Future Mobility, focusing on autonomous systems, robotics, and socio-technical control frameworks. Current affiliations: ETH Zurich (Dynamic Systems and Control, Sustainable Future Mobility) Research: Autonomous mobility-on-demand, game theory for resource allocation, and safety verification in multi-agent systems His work bridges robotics, control theory, and economics, with projects like the open-source AMoDeus simulation framework for autonomous taxis and karma-based resource allocation systems. Recent publications emphasize trustworthy AI, reproducibility in autonomous vehicle control, and human-robot interaction challenges. Notable projects include nuReality (VR-based pedestrian interaction studies) and CARSI II (context-driven vehicle interfaces).

• Stochastic Differential Equations
• Financial Mathematics
• Partial Differential Equations
• +5 more

Professor Ben Goldys is a distinguished academic at The University of Sydney's School of Mathematics and Statistics, where he conducts research at the intersection of pure mathematics and applied sciences. His work spans multiple disciplines including stochastic analysis, partial differential equations, and financial mathematics, with significant contributions to both theoretical frameworks and practical applications in science and finance. Goldys' research interests center on stochastic (ordinary and partial) differential equations and their applications. His specific focus areas include stochastic partial differential equations, stochastic geometric PDEs, stochastic boundary value problems, stochastic fluid dynamics, ergodic theory of infinite-dimensional diffusions, and applications in financial mathematics such as interest rate derivatives, credit risk, and stochastic volatility. His work bridges pure mathematical theory (Functional Analysis, PDEs, Ergodic Theory) with complex real-world problems across multiple domains. His research aligns with the University of Sydney Faculty of Science Research Strengths including Understanding the Universe, Fundamental Laws of Nature, Complex Systems, and Next Generation Materials. Professor Goldys has secured multiple significant research grants from the Australian Research Council, including recent projects such as 'Mathematics for future magnetic devices' (2024), 'Mathematics for breaking limits of speed and density in magnetic memories' (2019), and 'Novel Approaches for Problems with Uncertainties' (2015). His current research projects focus on geometric stochastic partial differential equations and applications in micromagnetism, mean field games in finance, stochastic boundary value problems, and stochastic Navier-Stokes equations on the rotating sphere. He maintains extensive international collaborations with institutions in Germany (University of Tuebingen), Italy (LUISS University), Poland (Institute of Mathematics Polish Academy of Sciences), and the United Kingdom (University of York), working on projects involving optimal control, stochastic systems with memory, and geometric stochastic PDEs. Goldys is an active member of the Applied Mathematics Research Group and The University of Sydney Nano Institute, contributing to interdisciplinary research initiatives that connect mathematical theory with cutting-edge technological applications.

• Quantum Physics
• Quantum Computing
• Ultracold Atoms

Péter Juhász is a Stipendiary Lecturer at Brasenose College and a Postdoctoral Research Associate in the Department of Physics at the University of Oxford. He holds an MA from the University of Cambridge and a DPhil from the University of Oxford. His research centers on quantum physics, specifically quantum computing and ultracold atomic systems. Juhász investigates Bose-Einstein condensates of dipolar gases, focusing on stability, loss mechanisms, and novel trapping geometries. He employs deep learning for atom cloud analysis and develops experimental protocols for large condensate production. His work combines theoretical modeling with advanced experimental techniques in ultracold physics. He previously served as Viscogliosi Fellow and Policy Adviser at the Permanent Observer Mission of the Holy See to the United Nations. He is President of the Cambridge–Oxford Alumni Club of Hungary and volunteers with the Order of Malta's soup kitchen initiatives.

Ronnie SircarView profile

Professor

• Financial mathematics
• Stochastic models
• Market volatility
• +5 more

Ronnie Sircar is the Eugene Higgins Professor of Operations Research and Financial Engineering at Princeton University , where he contributes to the Department of Operations Research and Financial Engineering (ORFE). His work spans financial mathematics, stochastic modeling, and applied probability, with a focus on market volatility, optimal investment strategies, and dynamic game theory. Email: sircar@princeton.edu Office: Sherrerd Hall, Room 208, Princeton, NJ 08544 His research interests include: Stochastic Volatility: Asymptotic analysis, calibration, and impact on option pricing and portfolio optimization. Mean Field Games: Applications to cryptocurrency mining, energy markets, and interbank network formation. Portfolio Theory: Forward performance processes, drawdown constraints, and risk-averse strategies. Credit Risk: Multi-name credit derivatives, CDO valuation, and risk measures. Energy Systems: Renewable reliability, unit commitment, and electricity market design. Recent publications emphasize mean field games in energy and blockchain, stochastic volatility in portfolio optimization, and machine learning applications for financial engineering. He has advised graduate students such as Giulia Crippa, Nicolas Garcia, and Burak Aydin, often collaborating with researchers including M. Soner, P. Chan, and A.M. Reppen.

Martin LarssonView profile

Professor

• Mathematical Finance
• Stochastic Analysis
• Probability Theory
• +4 more

Martin Larsson is a Professor in the Department of Mathematical Sciences at Carnegie Mellon University (CMU), affiliated with the Mellon College of Science. He holds a Ph.D. from Cornell University and completed a postdoctoral appointment at the Swiss Finance Institute at EPFL, Lausanne, Switzerland. His research focuses on Mathematical Finance, stochastic analysis, probability, and statistics, with emphasis on affine and polynomial processes, stochastic portfolio theory, and sequential statistics. Key research domains include modeling interest rate term structures, large-scale equity market dynamics, and statistical testing in online settings. He serves as the Departmental representative for the Master of Science in Computational Finance (MSCF) program at CMU. Larsson has received the Bruti-Liberati Visiting Fellowship from the University of Technology Sydney. His work bridges theoretical probability with applications in finance, including contributions to stochastic volatility modeling, optimal contracts in trading, and robust portfolio optimization under uncertainty. Publications span topics such as martingale exit times, Wasserstein distance convergence, and ergodic control in stochastic systems, reflecting his interdisciplinary approach to mathematical finance and probability theory. His research often combines analytical techniques with stochastic control and geometric flows.

Jin MaView profile

Professor

• Stochastic Analysis
• Stochastic Differential Equations
• Stochastic Control Theory
• +3 more

Jin Ma is a Professor in the Department of Mathematics at the University of Southern California (USC), where he has served since 2007. He previously held professorships at Purdue University (1994–2008). His research focuses on stochastic analysis, stochastic differential equations, mathematical finance, and control theory. He directs USC's Mathematical Finance Program and serves on editorial boards for journals like Probability, Uncertainty and Quantitative Risk and SIAM Journal on Control and Optimization . Ma received his Ph.D. in Mathematics from the University of Minnesota (1992) and M.S./B.S. in Applied Mathematics from Fudan University (1985/1982). His work bridges theoretical stochastic analysis and applied domains like finance and insurance, with notable contributions to forward-backward SDEs and mean-field games. Research Highlights: Developed frameworks for stochastic control and backward SDEs in financial and insurance contexts. Advanced mean-field game models for limit order book dynamics and equilibrium analysis. Explored set-valued stochastic differential equations and their applications in risk management. Grants & Advising: Advised numerous graduate students in stochastic processes and mathematical finance. Research supported by NSF grants and industry collaborations.

• Game Theory
• Control Systems
• Stochastic Processes
• +5 more

Tamer Başar is a Maybelle Leland Swanlund Endowed Chair Emeritus and Professor Emeritus of Electrical and Computer Engineering at the University of Illinois' College of Engineering. He leads research in game theory, control systems, and networked systems through the Coordinated Science Lab. His work focuses on stochastic processes, multi-agent systems, and optimization under uncertainty. Research interests include Nash equilibrium analysis, mean-field theory, and reinforcement learning applications in dynamic systems. Recent publications explore strategic incentives in large population games, nonstationary reinforcement learning, and coupled bi-virus models. Notable honors include the IEEE Control Systems Award (2014), American Academy of Arts and Sciences Membership (2023), and honorary doctorates from multiple institutions. His work bridges theoretical foundations with practical applications in socio-technical networks and edge computing systems. Basar's contributions span over 900 publications, focusing on distributed control algorithms, network security, and strategic information design. His research lab at Illinois addresses challenges in timely computation, resilient systems, and decentralized decision-making frameworks.

Srinivas PeetaView profile

Professor

• Transportation Systems Engineering
• Dynamic Traffic Networks
• Connected and Automated Vehicles (CAV)
• +6 more

Dr. Srinivas Peeta is the Frederick R. Dickerson Chair and Professor in Transportation Systems Engineering at the Georgia Institute of Technology’s School of Civil and Environmental Engineering. He previously held the Jack and Kay Hockema Professorship at Purdue University, where he served for 24 years. He is also the Associate Director of the USDOT Center for Connected and Automated Transportation. Education: B. Tech. from IIT Madras, M.S. from Caltech, and Ph.D. from UT Austin, all in Civil Engineering. His research focuses on large-scale transportation systems, infrastructure interdependencies, and connected/automated vehicles. He has authored over 345 publications and secured over $48M in research funding. Research Interests: Dynamic traffic networks and driver behavior modeling Information-based navigation in vehicular systems Systems perspectives for complex adaptive infrastructure Autonomous vehicle integration and human-vehicle interactions Key Achievements: Developed DYNASMART software for traffic operations Recipient of NSF CAREER Award (1997) and ASCE Walter Huber Prize (2009) Directed NEXTRANS UTC and pioneered USDOT’s real-time route guidance systems Grants & Outreach: Secured funding from USDOT, NSF, FHWA, and international agencies Initiated NEXTRANS internship programs and K-12 outreach Labs/Teams: Active in Georgia Tech’s ACT Lab, focusing on autonomous transportation systems and human-vehicle-environment interactions.

Massimo FornasierView profile

Professor

• Mathematical Modeling
• Data Analysis
• Image/Signal Processing
• +5 more

Prof. Massimo Fornasier holds the Chair of Applied Numerical Analysis at the Technical University of Munich (TUM), within the School of Computation, Information and Technology and the Department of Mathematics. His research focuses on mathematical modeling, numerical analysis, and data-driven methods, particularly in areas like compression, sparse recovery, and optimization. He has made significant contributions to consensus-based optimization, control of multiagent systems, and applications in image/signal processing. Education: PhD in Computational Mathematics, University of Padua (2003) Postdoctoral fellowships at University of Vienna, Sapienza University of Rome, and Princeton University Awards: ERC Starting Grant (2012) START Prize (2011) Prix de Boelpaepe (2009) His work bridges theoretical analysis and computational methods, with applications ranging from compressive sensing to machine learning. Recent research emphasizes consensus-based optimization frameworks and their global convergence properties. Editorial roles include journals like Networks and Heterogeneous Media and Calcolo . He leads research groups in areas such as Data Science and Numerical Analysis at TUM.

• Control Theory
• Machine Learning
• Nonlinear Estimation
• +6 more

Prashant Mehta is a Professor of Mechanical Science and Engineering at the University of Illinois at Urbana-Champaign , affiliated with the Coordinated Science Laboratory . His research focuses on controlled interacting particle systems and machine learning applications , particularly in human activity recognition using motion sensors. Education: Ph.D. in Mathematics, Cornell University (2004) M.S. in Electrical & Computer Engineering, University of Massachusetts Amherst (1996) B.E. in Electrical & Electronics Engineering, Birla Institute of Technology & Sciences (1993) Mehta's work has pioneered the feedback particle filter (FPF) algorithm for nonlinear estimation, applied in robotic systems and gesture recognition. His research spans control of combustion instabilities in jet engines, mean-field games , and dynamical systems in aerospace engineering. His publications emphasize nonlinear control theory and stochastic filtering , with recent trends in sensor data pattern recognition and cyber-physical systems . He has received multiple scientific awards , including the MURI award for the Cyberoctopus project and Excellence in Undergraduate Advising Awards . Scientific Honors: MURI Award (2019) for Cyberoctopus Excellence in Undergraduate Advising (2010, 2008) Outstanding Teaching Assistant Award (1994) Senior Member, IEEE Control Systems Society Member, ASME Energy Systems Subcommittee Member, SIAM Dynamical Systems Group Mehta has supervised students like Jin Kim (IEEE CDC Best Student Paper, 2019) and co-founded the startup Rithmio , acquired by Bosch Sensortec . His laboratory develops gesture-detection filters for applications in soft robotics and human-machine interfaces .