Faculty
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C.D.
Aliprantis Professor, Economics and Mathematics 765 494-4404 aliprantis@mgmt.purdue.edu Economic Theory, Game Theory, Mathematical Economics, Functional Analysis, Operator Theory. |
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Fabrice Baudoin Associate Professor, Mathematics 765 494-1406 fbaudoin@math.purdue.edu Stochastic calculus applied to financial modeling, Modeling of anticipations on financial markets, Portfolio optimization |
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Sugato
Chakravarty Professor, Consumer Science and Management 765 494-4908 sugato@purdue.edu |
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Michael Cooper Associate Professor, Management 765 494-4438 mcooper@krannert.purdue.edu Investment Finance |
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Jose Figueroa-Lopez Assistant Professor, Statistics 765 494-6036 figueroa@stat.purdue.edu Mathematical Finance: Calibration methods and portfolio optimization problems in continuous-time models. Emphasis on Levy driven and jump-diffusion models. |
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Elias
Houstis Professor, Computer Science 765 494-6181 enh@cs.purdue.edu Problem solving environments (PSEs), parallel computation, performance evaluation and modeling, computational intelligence, computational finance, and on-line learning. |
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Michael (Mihails) Levine Assistant Professor, Statistics 765 496-7571 mlevins@stat.purdue.edu Financial Econometrics, Nonlinear Time Series, and Nonparametric Regression |
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Bruce
Schmeiser Professor, Industrial Engineering 765 494-5422 bruce@purdue.edu Stochastic operations research, especially Monte Carlo simulation methods |
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Charlene Sullivan Professor, Management 765 494-4382 sullivan@mgmt.purdue.edu Personal bankruptcy, the evolution of cost management systems in manufacturing firms, and capital budgeting processes. |
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Frederi
Viens Professor, Statistics and Mathematics 765 494-6035 viens@stat.purdue.edu Stochastic analysis and control, and applications to finance, filtering, and fluid dynamics |
