Andrew Papanicolaou

Andrew Papanicolaou is an assistant professor in the Department of Mathematics at North Carolina State University. His PhD is in applied mathematics from Brown University. He also holds an MS in Financial Mathematics from the University of Southern California, and a BS in Mathematical Sciences from the University of California at Santa Barbara. 

Research Interests

Papanicolaou’s research interests are computational finance and stochastic systems for control and optimization. Currently, he is working on problems involving non-Markovian and high-dimensional optimizations. These problems were previously unsolvable due to the immensity of their computational demands. The applications of this work include financial data analysis and the challenges associated with these highly complex data sets. His background is in probability theory and nonlinear filtering. Among the newer problems that he is considering, are issues related to financial data and how machine learning methods can be applied.

Education