معرفی
Aleksandar Mijatović is a Professor of Probability at the Department of Statistics, University of Warwick, and Deputy Head of Department for Research. He was previously Chair in Probability at King's College London and Reader in Probability at Imperial College London. His research focuses on probability theory, stochastic processes, mathematical finance, numerical stochastics, and data science. He holds a Ph.D. in low-dimensional topology from Trinity College Cambridge and worked as a quantitative analyst in foreign exchange derivatives before academia.
Research interests include stochastic analysis of processes with jumps, simulation methods (e.g., Monte Carlo), stochastic control, and applications in finance. He is a Fellow of the Alan Turing Institute and maintains a YouTube channel, Prob-AM, explaining his research. His work often bridges theoretical probability with practical applications in finance and data science.
Key publications explore topics like reflected Brownian motion, Lévy processes, branching processes, and stochastic gradient descent. Collaborations with institutions like King’s College London and Imperial College London highlight his academic networks. His contributions span theoretical advancements and computational methodologies, with applications in risk management, option pricing, and algorithm development.
