Quantitative Finance 

 

Faculty portrait

Robert Frey

Research Professor and Director for Quantitative Finance

Research interests include interactions via regime-switching models and developing policies for risk control and capital structure management through micro-simulations.

 

Faculty portrait

Stan Uryasev

Frey Family Endowed Chair and  Co-Director for Quantitative Finance

Focuses on efficient computer modeling and optimization techniques and their applications in finance and Department of Defense projects.

 

 

Faculty portrait

Andrew Mullhaupt

Research Professor

Research interests include partial differential equations and linear algebra.

 

Faculty portrait

Haipeng Xing

Professor

Research interests spread over three disciplines: quantitative finance, statistics, and macroeconomics.

 

Faculty portrait

Pawel Polak

Assistant Professor

Research interests include machine learning, big data, predictive modeling, and signal processing with shrinkage and regularization.