Research Interests

Richard Bernhard,
Professor, Industrial and Systems Engineering
Office: 488 Daniels
Phone: 919-513-7220
  • 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
David Dickey,
William Neal Reynolds Professor, Statistics
Office: 5230 SAS Hall
Phone: 919-515-1925
  • General Statistical Methodology
  • Regression
  • Time Series
Paul Fackler,
Professor, Agricultural and Resource Economics
Office: 4344 Nelson
Phone: 919-515-4535
  • 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
  • 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
Ilze Kalina,
Assistant Professor, Economics
Office: Nelson Hall 4164
Phone: 919-513-2872
  • Nonparametric Estimation
  • Inference for Volatility with High Frequency Data
Min Kang,
Associate Professor, Mathematics
Office: SAS – 4114
Phone: 919-515-7891
  • 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
  • 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
  • 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
  • Financial Engineering
  • Operations Research
  • Stochastic Control
Andrew Papanicolaou,
Associate Professor, Mathematics
Office: SAS Hall 3152
Phone: 919-515-7443
  • Computational Finance
  • Financial Data Science
  • Stochastic Control and Optimization
Denis Pelletier,
Professor and Department Chair, Economics
Office: 4162 Nelson
Phone: 919-513-7408
  • Financial Economics
  • Risk Management
  • Time Series Econometrics
Jeff Scroggs,
Associate Professor, Mathematics
Office: SAS Hall 3140
Phone: 919-515-7817
  • 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
  • Level crossing and first passage times
  • Poisson driven stochastic differential equations
Mark D. Walker,
Professor, Finance
Office: 4128 Nelson Hall
Phone: 919-513-0504
  • Corporate governance
  • Corporate financial policies
Richard S. Warr,
Professor, Finance; Associate Dean,  Poole College of Management
Phone: 919-513-4646
  • 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
  • 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

Faculty Advisory Committee

Departmental Contacts:
Richard Bernhard, Industrial and Systems Engineering (bernhar@ncsu.edu)
Sujit Ghosh, Statistics (ghosh@stat.ncsu.edu)
Paul Fackler, Agricultural and Resource Economics (paul_fackler@ncsu.edu)
Denis Pelletier, Economics (denis_pelletier@ncsu.edu)
Negash Medhin, Mathematics (ngmedhin@ncsu.edu)

Adjunct Faculty

Wei Chen, PhD, FRM
Director, Stress Testing Solutions – SAS

Richard Ellson, PhD
Founder & Principal – Ellson Consulting