René Carmona
Paul Wythes ’55 Professor of Engineering and Finance
[email protected]
(609) 258-2310
- Operations Research and Financial Engineering (ORFE)
- Bendheim Center for Finance
- Program in Applied and Computational Mathematics
- Andlinger Center for Energy and the Environment
- Associate Member of the Department of Mathematics
- IMS Fellow (1984), SIAM Fellow (2010), AMS Fellow (2020)
- Member of AMS, Bachelier Society, IMS, SIAM
Research Interests
Stochastic Analysis
- Stochastic Control, Stochastic Games (including Mean Field Games) and Reinforcement Learning
- Stochastic PDEs (Random Media and Disordered Systems), Stochastic Flows, Numerical Simulations
Financial Mathematics / Engineering
- Energy and Commodity Markets
- High Frequency Markets and Systemic Risk
- Environmental Economics (Weather and Emissions Markets)
Signal / Image Analysis
- Time Frequency Transforms (Wavelet & Gabor): Speech Processing, Underwater Acoustic
- Medical Imagery, PDE and Global Optimization Approaches to Image Enhancement