Pleased to be awarded a new grant from the NSF AMPS program. This is a 3-year project together with Ruimeng Hu (UCSB Math/PSTAT), starting on July 1, 2025.
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.
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.
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.
