Ibrahim Ekren

Ibrahim Ekren is an Associate Professor of Mathematics at the University of Michigan, specializing in stochastic control, PDEs, and mathematical finance. He holds a Diplôme d'Ingénieur from École Polytechnique (2009), an M.Sc. from Université Paris VI (2010), and a Ph.D. from the University of Southern California (2014).

His research integrates stochastic analysis with applications in finance and machine learning, including market microstructure modeling, online learning algorithms, and high-dimensional optimization. Recent publications demonstrate a focus on quantitative finance (Kyle-Back models, liquidity effects) and machine learning (regret minimization, adversarial prediction).

He actively advises doctoral students (including Lu Vy and Liwei Huang) and postdoctoral researchers. His NSF grants include DMS-2406240 (2024-2027) and DMS-2007826 (2020-2024). He serves as associate editor for Finance and Stochastics, Applied Mathematics and Optimization, and Advances in Continuous and Discrete Models.