SCiFI Research Group: Simulation and Control in Finance and Insurance

Our group broadly works on numerical and control methodologies inspired by applications in quantitative finance and insurance. A particular focus is the interface between machine learning and probabilistic techniques, cross-cutting across Financial Mathematics, Actuarial Science, Applied Probability, Operations Research and Data Science communities.

My industry outreach activities have been focused on InsurTech, connecting academic research with actuarial practice.

Some of the recent research topics have included (see Research page for more details):

I actively recruit UCSB PSTAT students to my group. Please note, however, that I will not respond to queries from outside UCSB. All prospective PhD students should apply via the normal admissions process to PSTAT; students pick advisors well after arriving at UCSB, usually towards the end of their 2nd year of studies.

SCiFI Group Jan 2018

Current PhD Students

Former PhD Students

Other Graduate Students