News

Congratulations to Emre Duzoylum who advanced to candidacy on December 10. Emre's project "On Implied Volatility" is studying probabilistic models for constructing implied volatility surfaces based on bid/ask quotes.

Dr. Qiqi Li is the newest alum of our group after a successful defense on December 5. Her committee also included Profs. Ruimeng Hu and Mengyang Gu. 

Mike Ludkovski and Igor Cialenco (Illinois Tech) awarded a new NSF Applied Mathematics collaborative grant on stochastic modeling of groundwater management. The project started 9/1/2024 and will continue for 3 years. 

Congrats to Thiha on his first publication

Mike Ludkovski selected as the Bachelier Lecturer (keynote plenary) at the 2024 Bachelier Finance Society in Rio de Janeiro, Brazil

Olivier passed his advancement to PhD candidacy presentation/exam on May 21 on the topic of "Distribution Grid Uncertainty Modelling using Bayesian Optimization". Congrats!

Guillermo Terren-Serrano and Mike Ludkovski are presenting their work on operational risk in day-ahead planning at the Technical Showcase at the 2024 ARPA-E Summit in Dallas. 

Thiha Aung successfully advanced to PhD candidacy on April 30, 2024.

SCCDS Website launched at www.socaldatasci.org

Mike Ludkovski was a panelist at a ASA JEDI webinar on funding opportunities.