Randomness is inherent to real world problems so faculty research in this area includes the development and application of probabilistic tools to model, predict, and analyze randomness in applications ...

Backward Stochastic Differential Equations (BSDEs) constitute a powerful framework where the solution is determined by a terminal condition and then propagated backwards in time. This innovative ...

In-memory computing, which processes data directly within memory units, is emerging as a powerful solution to overcome the ...

Stochastic processes provide a probabilistic framework to model the time-evolving uncertainty intrinsic to financial markets. By characterising random movements such as asset prices, interest rates ...