Mike Ludkovski
Professor
Statistics and Applied Probability
Co-Director, Center for Financial Mathematics and Actuarial Research
Mike Ludkovski applies probability and statistical methods to large-scale societal issues, such as energy markets, computational finance and longevity analysis. His interests include Monte Carlo methods, stochastic games and stochastic control. Some of his recent work has focused on machine learning for financial derivatives, optimizing daily battery energy storage operations and designing groundwater trading markets.