Michel Mandjes

Michel Mandjes is a Professor at the University of Amsterdam's Faculty of Science and holds a Visiting Professor position at the Faculty of Economics and Business (FEB). His research focuses on stochastic processes, queueing theory, and probability theory, with applications in risk modeling, network analysis, and operations research.

Recent publications highlight his contributions to multivariate Hawkes processes, Lévy-driven systems, and dynamic random graphs, emphasizing large deviations, rare event simulation, and statistical inference. His work bridges theoretical probability with practical challenges in traffic flow, financial risk, and social network modeling.

The trends in his research include the development of stochastic models for network stability, appointment scheduling optimization, and inference techniques for non-stationary processes. His methodological innovations often leverage advanced probability theory and queueing frameworks to address real-world problems in transportation, healthcare, and finance.