Susan Meredith Smith Professor of Mathematics; Director of Quantitative Finance & Risk Management Masters Program
About
Erhan Bayraktar, the holder of the Susan Smith Chair, is a full professor of Mathematics at the University of Michigan, where he has been since 2004. Professor Bayraktar's research is in stochastic analysis, control, applied probability, mean field games, machine learning, and mathematical finance. He has over 180 publications in top journals in these areas.
Professor Bayraktar is recognized as a leader in his areas of research: He is a corresponding editor in the SIAM Journal on Control and Optimization and also serves on the editorial boards of Applied Mathematics and Optimization, Frontiers in Mathematical Finance, Mathematics of Operations Research, Mathematical Finance. His research has also been continually funded by the National Science Foundation. In particular, he received a CAREER grant. He has been a plenary speaker at numerous conferences (AMAMEF, Bachlier Congress, etc.) and workshops (at CIRM, BIRS, Oberwolfach, University of Chicago, etc.).
Professor Bayraktar has also been devoting his time to teaching and synergistic activities: Professor Bayraktar has been the director of the Risk Management and Quantitative Finance Masters program since its inception in 2015. He organizes the Financial/Actuarial Math seminar which brings about 15-20 outside speakers every academic year. He has also organized several international workshops in stochastic analysis for finance and insurance in Ann Arbor. He has had 14 Ph.D. students, 13 of whom graduated. They hold prestigious positions both in academia (tenure track positions in Boston University, Universities of Colorado, Sydney, and Toronto) and industry. He has mentored over 30 post-docs.
Areas of interest: Mathematical finance, applied probability, machine learning, mean field games, stochastic analysis, stochastic control, optimal stopping.
A full list of his papers that already appeared is here: https://sites.lsa.umich.edu/erhan/publications/
Papers just accepted or preprints: https://sites.lsa.umich.edu/erhan/recent-articles/
Distinctions:https://sites.lsa.umich.edu/erhan/curriculum-vitae/
Grants:https://sites.lsa.umich.edu/erhan/grants/
Former and current Ph.D. students:https://sites.lsa.umich.edu/erhan/phd-students/
CV is here.
