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: Boolean functions, discrete mathematics, machine learning
Dr Tugkan Batu
Department of Mathematics
Experience keywords: algorithmic statistics, algorithms on massive data sets, algorithms, property testing, randomised computation, string algorithms, theory of computation
Professor Graham Brightwell
Department of Mathematics
Experience keywords: algorithms, discrete mathematics, graph theory, partially ordered sets, random graphs, random structures
Dr Christoph Czichowsky
Department of Mathematics
Experience keywords: duality, financial mathematics, market frictions, mean-variance portfolio optimisation, optimal portfolio choice, shadow prices, stochastic analysis, stochastic optimal control, transaction costs
Dr Albina Danilova
Department of Mathematics
Experience keywords: asymmetric information, derivative pricing, enlargement of filtrations, equilibrium, filtering, insider trading, price impact, stochastic calculus, stochastic control, stochastic volatility
Dr Paul Duetting
Department of Mathematics, Department of Mathematics
Experience keywords: Ad Auctions, Algorithms, Dynamic Pricing, Kidney Exchange, Sponsored Search, US FCC Incentive Auction, algorithmic game theory, combinatorial auctions (e.g., spectrum auctions), game theory, internet advertising, mechanism design, spectrum auctions, sponsored search auctions
Dr Pavel V. Gapeev
Department of Mathematics
Experience keywords: Gaussian processes, optimal stopping and free-boundary problems, pricing of American options, sequential testing and disorder detection problems, stochastic calculus
Professor Olivier Gossner
Department of Mathematics
Experience keywords: bounded rationality, game theory, information economics
Dr Andy Lewis-Pye
Department of Mathematics
Experience keywords: agent based models, algorithmic game theory, algorithmic processes, computability, discrete mathematics in general, networks, randomness
Dr Arne Lokka
Department of Mathematics
Experience keywords: Levy processes, Malliavin calculus, disorder detection, hedging of derivatives, optimal stopping, pricing of derivatives, stochastic analysis
Professor Adam Ostaszewski
Department of Mathematics
Experience keywords: analysis and set-theoretic topology (classical and topological regular variation), descriptive set theory, infinitary combinatorics, pathology of general spaces, topological groups, mathematical economics including game theory, financial mathematics and managerial accountancy (especially voluntary disclosure theory), measure theory
Dr Katerina Papadaki
Department of Mathematics
Experience keywords: approximate dynamic programming algorithms, cooperative game theory, discrete optimization, network games, network optimization, patrolling games, reoptimization, robust optimization, routing, scheduling, shortest path tree games, stochastic dynamic programming, stochastic programming, transportation, wireless network problems
Dr Johannes Ruf
Department of Mathematics
Experience keywords: Green Finance, Stochastic Portfolio Theory, econometrics, financial mathematics, option pricing, stochastic analysis
Dr Amol Sasane
Department of Mathematics
Experience keywords: applied analysis, control theory, 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, discrete mathematics, extremal hypergraph theory, graph theory, random and quasi-random structures
Dr Konrad Swanepoel
Department of Mathematics
Experience keywords: combinatorial and discrete geometry, convex geometry, geometric networks, geometry of finite-dimensional normed spaces
Professor Jan van den Heuvel
Department of Mathematics
Experience keywords: algorithms, combinatorics, discrete mathematics, graph theory, mathematics
Dr László Végh
Department of Mathematics
Experience keywords: combinatorial optimisation, game theory, mathematical programming, network optimisation
Dr Luitgard A. M. Veraart
Department of Mathematics
Experience keywords: financial mathematics, modelling of energy markets, optimal investment problems, pricing of derivatives, risk management in financial markets, statistics in finance, stochastic volatility models, systemic risk
Professor Bernhard von Stengel
Department of Mathematics
Experience keywords: algorithms, data structures, decision theory, game theory, linear programming, mathematics
Dr Giacomo Zambelli
Department of Mathematics
Experience keywords: combinatorial optimisation, integer programming, mathematical programming, operations research
Professor Mihail Zervos
Department of Mathematics
Experience keywords: derivative pricing in incomplete markets, investments in real assets, optimal stopping problems, options of American type, real options, stochastic control and optimisation, valuation of investment decisions, weather derivatives