Faculty

	Department	Research Interests
	Richard Bernhard, Professor, Industrial and Systems Engineering Office: 488 Daniels Phone: 919-513-7220 (homepage)	Bayesian Decision Analysis Capital Investment Economic Analysis Financial Engineering Multi-Attribute Decision Making
	Peter Bloomfield, Professor, Statistics Office: 5210 SAS Hall Phone: 919-515-1913 (homepage)
	David Dickey, William Neal Reynolds Professor, Statistics Office: 5230 SAS Hall Phone: 919-515-1925 (homepage)	General Statistical Methodology Regression Time Series
	Paul Fackler, Professor, Agricultural and Resource Economics Office: 4344 Nelson Phone: 919-515-4535 (homepage)	Commodity Market Analysis Computational Economics Futures and Options Markets Risk Analysis and Managements
	Sujit Ghosh, Professor, Statistics Office: 5112 Sas Hall Phone: 919-515-1950 (homepage)	Bayesian inference and applications in the areas of financial data Environmental data Medical data and related fields
	Kazufumi Ito, Professor, Mathematics Office: SAS 3270 Phone: 919-515-7140 (homepage)
	Ilze Kalina, Assistant Professor, Economics Office: Nelson Hall 4164 Phone: 919-513-2872 (homepage)	Nonparametric Estimation Inference for Volatility with High Frequency Data
	Min Kang, Associate Professor, Mathematics Office: SAS – 4114 Phone: 919-515-7891 (homepage)	Applications to Statistical Physics Interacting Particle Systems Probability Theory and Partial Differential Equations Stochastic Partial Differential Equations
	Negash Medhin, Professor, Mathematics Office: SAS Hall 4142 Phone: 919-513-3585 (homepage)	Differential Games Mathematical Theory of Sociodynamics Molecular Dynamics Simulation and Applications Optimal Control Theory Optimization Stochastic Control and Applications
	Dominykas Norgilas, Assistant Professor, Mathematics Office: SAS Hall 4224 Phone: 919-515-0696 (homepage)	Control, Optimization and Modeling Financial Mathematics Probability Stochastic Processes
	Tao Pang, Professor, Mathematics; Director of the Financial Mathematics Graduate Program Office: SAS – 4116 Phone: 919-513-2110 (homepage)	Financial Engineering Operations Research Stochastic Control
	Andrew Papanicolaou, Associate Professor, Mathematics Office: SAS Hall 3152 Phone: 919-515-7443 (homepage)	Computational Finance Financial Data Science Stochastic Control and Optimization
	Denis Pelletier, Professor and Department Chair, Economics Office: 4162 Nelson Phone: 919-513-7408 (homepage)	Financial Economics Risk Management Time Series Econometrics
	Jeff Scroggs, Associate Professor, Mathematics Office: SAS Hall 3140 Phone: 919-515-7817 (homepage)	Financial Mathematics Fluid Dynamics (climate modeling, internal flows) Numerical Methods for Partial Differential Equations Scientific Computing (especially utilizing Object Oriented Design)
	Charles Eugene Smith, Associate Professor, Statistics Office: SAS – 4248 Phone: 919-515-1907 (homepage)	Level crossing and first passage times Poisson driven stochastic differential equations
	Mark D. Walker, Professor, Finance Office: 4128 Nelson Hall Phone: 919-513-0504 (homepage)	Corporate governance Corporate financial policies
	Richard S. Warr, Professor, Finance; Associate Dean, Poole College of Management Phone: 919-513-4646 (homepage)	Information transmission in markets Equity valuation Capital structure and market microstructure
	Jim Wilson, Professor, Industrial and Systems Engineering Office: 400 Daniels Phone: 919-515-2362 (homepage)	Analysis of output processes Applications of these techniques to production systems engineering and financial engineering Improving simulation efficiency using variance reduction techniques Modeling, estimation, and generation of stochastic input processes Optimization using multiple-comparison and search procedures Probabilistic and statistical issues in the design and analysis of large-scale simulation experiments