معرفی
Ryan Donnelly is a Lecturer of Financial Mathematics at King's College London, specializing in stochastic control, algorithmic trading, and market microstructure. Previously, he served as a Postdoctoral Researcher at École Polytechnique Fédérale de Lausanne (EPFL) and a Research Associate at the University of Washington. He holds a PhD in Mathematics from the University of Toronto and has held academic positions at Imperial College London and the University of Oxford.
His research focuses on stochastic control applications in financial markets, including mean-field competition models, optimal execution strategies, and insider trading dynamics. He also explores latent factor models, entropy-based control methods, and hedging non-tradable risks with transaction cost considerations.
Donnelly teaches advanced courses in financial mathematics, stochastic analysis, and algorithmic trading. His publications emphasize quantitative finance, with contributions to applied mathematical finance, SIAM Journal on Financial Mathematics, and Mathematical Finance. His work addresses topics like limit order book models, liquidity risk, and market impact analysis.
His teaching includes modules at King's College London such as Financial Markets, Stochastic Control, and Stochastic Analysis, along with courses at the University of Washington and other institutions on investment science, portfolio management, and engineering mathematics.
