Viens Earns Promotion in 2008

07-16-2008

Congratulations to Frederi Viens, on his recent promotion to Professor. His promotion was effective July 1, 2008.

Dr. Viens received his Ph.D. in Mathematics from the University of California at Irvine in 1996. He was awarded two National Science Foundation (NSF) international postdoctoral fellowships, one in Barcelona, Spain, and one in Paris, France. He then spent three years as an Assistant Professor at the University of North Texas, before joining Purdue's Department of Statistics and Department of Mathematics in 2000. Dr. Viens's research, which began on the topic of stochastic partial differential equations, has evolved to span several areas in probability theory and stochastic analysis, including Gaussian processes, Malliavin calculus, fractional Brownian motion, particle methods, random media, mathematical and computational finance, time series, and parameter estimation. One question he is currently trying to understand is: how do long memory and long-range dependence effect stochastic systems? He believes answers to this issue, which will have modeling consequences ranging from internet traffic to quantitative finance to climate evolution, must bring together all the above topics. Dr. Viens, who supervises a number of Ph.D. students' research in stochastic analysis, is also Director of Purdue's Computational Finance program, a joint Mathematics, Statistics, and Management program which trains MS students in all aspects of quantitative and stochastic finance.