Jose Figueroa-Lopez

• Adjunct Associate Professor of Statistics
• E-mail: figueroa@purdue.edu
• Homepage: https://www.stat.purdue.edu/~figueroa
• Publications: http://scholar.google.com/citations?user=mGhb8rMAAAAJ&hl=en
• Fax: 765-494-0558

Research Interests

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

Previous 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

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

Awards/Honors

• Purdue University Faculty Scholar, 2014
• 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

For more information about Jose Figueroa-Lopez, please visit: https://www.stat.purdue.edu/~figueroa