Results for Department: Mathematics, Department of.

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Dr Peter Allen Department of Mathematics Experience keywords: Ramsey theory; asymptotic enumeration; extremal combinatorics; random and quasirandom graphs and hypergraphs

Professor Martin Anthony Department of Mathematics Experience keywords: discrete mathematics; Boolean functions; machine learning

Dr Tugkan Batu Department of Mathematics Experience keywords: algorithmic statistics; randomised computation; theory of computation; string algorithms; property testing; algorithms on massive data sets; algorithms

Professor Graham Brightwell Department of Mathematics Experience keywords: random structures; partially ordered sets; algorithms; random graphs; discrete mathematics; graph theory

Dr Christoph Czichowsky Department of Mathematics Experience keywords: market frictions; stochastic optimal control; mean-variance portfolio optimisation; shadow prices; financial mathematics; stochastic analysis; optimal portfolio choice; transaction costs; duality

Dr Albina Danilova Department of Mathematics Experience keywords: price impact; insider trading; asymmetric information; enlargement of filtrations; stochastic calculus; filtering; derivative pricing; equilibrium; stochastic control; stochastic volatility

Dr Paul Duetting Department of Mathematics Experience keywords: game theory; mechanism design; sponsored search auctions; Algorithms; combinatorial auctions (e.g., spectrum auctions)

Dr Pavel V. Gapeev Department of Mathematics Experience keywords: optimal stopping and free-boundary problems; sequential testing and disorder detection problems; Gaussian processes; stochastic calculus; pricing of American options

Professor Olivier Gossner Department of Mathematics Experience keywords: bounded rationality; information economics; game theory

Dr Andy Lewis-Pye Department of Mathematics Experience keywords: algorithmic processes, randomness, computability, algorithmic game theory, agent based models, networks, discrete mathematics in general

Dr Arne Lokka Department of Mathematics Experience keywords: Malliavin calculus; stochastic analysis; hedging of derivatives; optimal stopping; Levy processes; disorder detection; pricing of derivatives

Professor Adam Ostaszewski Department of Mathematics Experience keywords: mathematical economics including game theory, financial mathematics and managerial accountancy (especially voluntary disclosure theory); infinitary combinatorics, pathology of general spaces, topological groups); descriptive set theory; measure theory; analysis and set-theoretic topology (classical and topological regular variation)

Dr Ron Peretz Department of Mathematics Experience keywords: entropy methods in game game theory; game theory; repeated games with bounded memory

Dr Amol Sasane Department of Mathematics Experience keywords: control theory; applied analysis; partial differential equations

Dr Robert Simon Department of Mathematics Experience keywords: combinatorics; ergodic theory; game theory

Dr Jozef Skokan Department of Mathematics Experience keywords: discrete geometry; graph theory; random and quasi-random structures; extremal hypergraph theory; discrete mathematics

Dr Konrad Swanepoel Department of Mathematics Experience keywords: geometry of finite-dimensional normed spaces; combinatorial and discrete geometry; geometric networks; convex geometry

Professor Jan van den Heuvel Department of Mathematics Experience keywords: algorithms; discrete mathematics; graph theory; mathematics; combinatorics

Dr Luitgard A. M. Veraart Department of Mathematics Experience keywords: statistics in finance; systemic risk; modelling of energy markets; pricing of derivatives; financial mathematics; risk management in financial markets; stochastic volatility models; optimal investment problems

Professor Bernhard von Stengel Department of Mathematics Experience keywords: algorithms; linear programming; mathematics; decision theory; data structures; game theory

Professor Mihail Zervos Department of Mathematics Experience keywords: optimal stopping problems; stochastic control and optimisation; real options; investments in real assets; valuation of investment decisions; derivative pricing in incomplete markets; weather derivatives; options of American type