Mykhaylo Shkolnikov
Assistant Professor of Operations Research and Financial Engineering
Office: 202 Sherrerd Hall
Phone: 609-258-1044
Interdisciplinary Research Area: Applied Math
Research Area: Applying stochastic analysis to problems in random matrix theory and stochastic portfolio theory. Various topics in probability theory and partial differential equations: interacting particle systems, random growth models, concentration of measure, large deviations, random operators, probabilistic approach to hyperbolic and parabolic partial differential equations.
Primary affiliation
Operations Research and Financial Engineering
The Department of Operations Research and Financial Engineering is unique in the United States, combining deep roots in mathematics with engineering, business, and finance. Much of the research in the department focuses on developing mathematical and computational tools for making decisions under uncertainty. Work by faculty and students helps manage risk, optimize performance of complex systems, and manage resources efficiently. Expertise include “big data” analysis and financial technology (FinTech).
