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 a wide variety of applications, including some in data science.

He also has longstanding interests in high performance parallel computing, and in the last few years has been a pioneer within the UK in the exploitation of GPUs, which are now used widely in machine learning. His annual CUDA course is taken by many students and post-docs, including everyone in the AIMS and OxWaSP CDTs.