Mike Ludkovski

Mike Ludkovski

University of California

Mike Ludkovski is a Professor of Statistics and Applied Probability at University of California Santa Barbara where he co-directs the Center for Financial Mathematics and Actuarial Research. Among his research interests are Monte Carlo techniques for optimal stopping/stochastic control, stochastic modeling of energy markets, and applications of machine learning in longevity and non-life insurance. His research has been supported by NSF, DOE, ARPA-E and CAS. He is a past Chair of the SIAM Activity Group on Financial Mathematics and Engineering, and is a current member of the Council of the Bachelier Finance Society. He holds a Ph.D. in Operations Research and Financial Engineering from Princeton University and has held visiting positions at London School of Economics and Paris Dauphine University.

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