معرفی
Eyal Neuman is an Associate Professor in the Department of Mathematics at Imperial College London, where he also serves as co-director of the MSc in Mathematics and Finance program. His research focuses on probability theory, stochastic processes, and their applications in mathematical finance and interacting particle systems. He has held prior research positions at the University of Rochester and Hong Kong University of Science and Technology.
His academic service includes editorial roles for Mathematical Finance journal and organizing numerous conferences, including the 12th Bachelier World Congress minisymposium on Market Microstructure and the ETH-Hong Kong-Imperial Mathematical Finance Workshop. He has supervised multiple PhD students and mentored postdoctoral researchers such as Wolfgang Stockinger and Yonatan Shadmi.
Neuman's work spans theoretical advancements in stochastic analysis and practical applications in quantitative finance, including optimal trading strategies, market microstructure analysis, and systemic risk modeling. His research often bridges abstract mathematical frameworks with real-world financial systems.
