Prof. Coralia Cartis

Assoc. Prof. Cartis’ research is on optimization, algorithm development, analysis and implementation for a variety of problem classes (linear, convex, nonconvex, smooth/nonsmooth, stochastic), suitable for large scale. In the past few years, her research focused on complexity of nonconvex optimization problems; compressed sensing; parameter estimation for climate modelling. Currently, she is investigating optimization methods for […]

Prof. J. Doyne Farmer

J. Doyne Farmer is Director of the Complexity Economics program at the Institute for New Economic Thinking at the Oxford Martin School, Professor in the Mathematical Institute at the University of Oxford, and an External Professor at the Santa Fe Institute. His current research is in economics, including agent-based modeling, financial instability and technological progress.   He was a founder of […]

Prof. Mike Giles

Mike Giles is Professor of Scientific Computing in the Mathematical Institute, and Associate Director of the Oxford e-Research Centre. After working on computational fluid dynamics for many years, he moved into computational finance and in particular research on the improvement and analysis of Monte Carlo methods. His multilevel Monte Carlo method has been used for […]

Prof. Raphael Hauser

Assoc. Prof. Hauser is a member of the Numerical Analysis and Computational Finance Groups at the Mathematical Institute, University of Oxford, and a Tutorial Fellow in Applied Mathematics at Pembroke College, Oxford. Before joining Oxford as a University Lecturer, Hauser was a postdoc at the University of Cambridge. He received his PhD in Operations Research […]

Prof. Renaud Lambiotte

Renaud Lambiotte has a PhD in physics from the Université libre de Bruxelles. After postdocs at ENS Lyon, Université de Liège, UCLouvain and Imperial College London, and a professorship in Mathematics at the University of Namur, he is currently associate professor at the Mathematical Institute of Oxford University. His main research interests are the modelling […]

Prof. Terry Lyons

Professor Terry Lyons is the Wallis Professor of Mathematics; he was a founding member (2007) of, and then Director (2011-2015) of, the Oxford Man Institute of Quantitative Finance; he was the Director of the Wales Institute of Mathematical and Computational Sciences (WIMCS; 2008-2011). He came to Oxford in 2000 having previously been Professor of Mathematics […]

Prof. Christoph Reisinger

Christoph Reisinger is Associate Professor for Mathematical Finance in the Mathematical Institute at the University of Oxford, a Faculty Member of the Oxford-Ni Financial Big Data Lab, and an Associate Member of the Man-Institute for Quantitative Finance. He teaches a variety of courses in computational finance and serves on the editorial board of Applied Mathematical […]

Prof. Jared Tanner

Prof. Tanner’s research concerns extracting models of high dimensional date which reveal of the essential information in the data.  Specific contributions include the derivation of sampling theorems in compressed sensing using techniques from stochastic geometry and the design and analysis of efficient algorithms for matrix completion which minimise over higher dimensional subspaces as the reliability of the data warrants. […]

Prof. Ulrike Tillmann

Prof. Ulrike Tillmann FRS has been at the University of Oxford since 1992. She is an algebraic topologist, known in particular for her work on Riemann surfaces and the homology of their moduli spaces. She has long standing research interest in homology stability questions. In 2011 she introduced an annual course (with Abramsky) in Computational […]