The Center faculty are highly research-active, publishing many articles each year. They also regularly recruit new graduate students to their groups. Among  themes that are presently investigated are: Mean Field Games for Systemic Risk; Stochastic Portfolio Theory; Gaussian Process Regression for Portfolio Risk Management; Limit Order Book modeling; Contagion in Random Financial Networks; Stochastic Volatility models;  Monte Carlo methods for Stochastic Control; Stochastic Games.

Jean-Pierre Fouque (Distinguished Professor and Co-Director of the CFMAR)
Stochastic processes. Financial Mathematics. Volatility modeling. Systemic risk, Mean-field Games
Publications

Mike Ludkovski (Professor and Co-Director of the CFMAR)
Monte Carlo simulation; Machine Learning for Stochastic Control; Energy Markets & Stochastic Games; Modeling of Renewable Power Generation; Longevity Risk.
Publications

Tomoyuki Ichiba (Associate Professor PSTAT)
Probability Theory, Stochastic Processes and their applications. Stochastic Differential Equations, Collisions of Brownian Particles, Local Time of Semimartingales, Mathematical Economics & Finance (Stochastic Portfolio Theory), and Statistics in Finance

Nils Detering (Assistant Professor PSTAT)
Financial Mathematics: Systemic risk, energy markets and model risk; Probability theory: Stochastic Analysis and Random graphs, especially percolation on random graphs

Alex Shkolnik (Assistant Professor PSTAT)

Quantification and management of credit risk; factor models for portfolio selection; simulation of jump-diffusion processes

Ruimeng Hu (Assistant Professor PSTAT and MATH)

Machine learning, financial mathematics, and game theory: Deep learning algorithms and theory for stochastic differential games; mean-field portfolio games; portfolio optimization;  and optimal switching problems; systemic risk and central counterparty.