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Jose Figueroa-Lopez

Jose Figueroa-Lopez

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


  • 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


  • 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:

Purdue Department of Statistics, 150 N. University St, West Lafayette, IN 47907

Phone: (765) 494-6030, Fax: (765) 494-0558

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