Jose Figueroa-Lopez

Education

  • B.S., Universidad Autónoma Metropolitana , Applied Mathematics , 1995
  • M.S., CIMAT/Universidad de Guanajuato , Statistics , 1998
  • M.S., Georgia Institute of Technology , Quantitative Computational Finance , 2002
  • Ph.D., Georgia Institute of Technology , Applied Mathematics , 2004

Research Interests

  • Mathematical Finance: Calibration methods and portfolio optimization problems in continuous-time models. Emphasis on Levy driven and jump-diffusion models.
  • Probability and Stochastic processes: Stochastic control, stochastic analysis, simulation, and concentration inequalities.
  • Nonparametric estimation methods for stochastic processes
  • Information and coding theory

Ph.D. Students from Purdue University Department of Statistics

  • Steven Lancette
  • Hyoeun Lee
  • Cheng Li ( Joint with Professor Hao Zhang )
  • Jeffrey (Jeff) Nisen
  • Sveinn Olafsson

Ph.D. Students from Other Departments and Universities

  • Jonathan Chavez Casillas, Purdue University, Department of Mathematics
  • Yankeng Luo, Purdue University, Department of Mathematics

Awards/Honors

  • Purdue University Faculty Scholar, 2014-2019
  • College of Science Team Award, 2012
  • National Science Foundation CAREER Award, 2012
  • Department of Statistics Outstanding Assistant Professor Undergraduate Teaching Award, 2011
  • Associate Editor, Electronic Journal of Statistics, 2010-2012
For more information about Jose Figueroa-Lopez, please visit: /~figueroa/
Last Updated: Sep 28, 2017 2:20 PM

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