Stochastic Modeling

Related Faculty

Bahman Angoshtari

Research Associate
Ivana Bozic

Assistant Professor
Tim Leung

Associate Professor, Director of Computational Finance and Risk Management Program
Matthew Lorig

Associate Professor, Graduate Program Coordinator

Liu, Y., Khisti, A., and Mahajan, A., “On privacy in smart metering systems with periodically time-varying input distribution,” Proceedings of IEEE Global Conference on Signal and Information Processing, Nov. 14-16, 2017. Learn more
Liu, Y.H., Lee, S-H., and Khisti, A., “Information-theoretic privacy in smart metering systems using cascaded rechargeable batteries,” IEEE Signal Processing Letters, 2017. Learn more
Tim Leung and Marco Santoli (2016). Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation, Springer Briefs in Quantitative Finance, Springer, New York. Learn more
Tim Leung and Xin Li. (2016). Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications. (1st ed.) Singapore, World Scientific Publishing Company. Learn more