Michael Ludkovski

Michael Ludkovski is a Professor in the Department of Statistics and Applied Probability at the University of California, Santa Barbara (UCSB). He serves as Co-Director of the Center for Financial Mathematics and Actuarial Research, Project Leader of the Pacific Alliance for Low-income Inclusion in Statistics & Data Science (NSF DUE-2221421), and Lead PI of the Southern California Consortium for Data Science. His work is supported by NSF grant DMS-2407550.

Education:

• PhD in Princeton University

Research Interests: Focuses on financial mathematics, applied probability, energy markets, computational finance, longevity analysis, and optimal stopping. His work integrates stochastic modeling and quantitative methods to address challenges in finance, energy systems, and actuarial science. Recent contributions include Gaussian process models for quantitative finance and sustainable water rights management.

Awards & Recognition:

• Delivered the prestigious Bachelier Lecture at the BFS Congress in Rio de Janeiro

Grants & Leadership:

• NSF grants for stochastic modeling in energy and water rights
• Leadership roles in interdisciplinary data science initiatives targeting equitable access to statistics and data science education

Labs & Teams: Leads research groups at the Center for Financial Mathematics and Actuarial Research, collaborating on projects such as low-income inclusion in data science and regional data science consortia.