Estie Arkin, Professor and Undergraduate Program Director, Ph.D., 1986, Stanford University:  Combinatorial Optimization, Computational Geometry (Chancellor's/President's Award for Excellence in Teaching)
Estie Arkin's primary research area is the design and analysis of algorithms that arise in network optimization, computational geometry, graph theory, scheduling, robotics, geographic information systems, computer graphics, manufacturing, and computer vision. Arkin is interested in analysis of worst-case complexity and approximation algorithms.  
http://www.ams.sunysb.edu/~estie/estie.html Office: Math Tower P-134B, Phone: 631-632-8363

Xinyun Chen, Assistant Professor, Ph.D., 2013, Columbia University:
Xinyun Chen's research interests are focused on modeling and computation of stochastic systems with applications in financial and service engineering. She has been working on data-based modeling of order book dynamics in high frequency trading, stochastic asymptotic analysis of insurance models and Monte Carlo methods for stochastic differential equations.
http://www.ams.stonybrook.edu/~chenxy/ Office: Math Tower B-148, Phone: 631-632-5741

Yuefan Deng, Professor, Ph.D., 1989, Columbia University: Molecular Dynamics; Parallel Computing
Yuefan Deng’s research involves developing parallel computing algorithms for a wide range of scientific problems.  In particular, he is a specialist in parallelizing the optimization technique of simulated annealing.  Deng has served as a consultant to IBM in refining the Deep Blue chess program and designing the Blue Gene supercomputers and so Craig Venter, who used ‘shot-gun sequencing’ techniques with parallel computers to complete the Human Genome Initiative several years ahead of schedule.
http://www.ams.sunysb.edu/~deng/index.html Office: Physics A-135, Phone: 631-632-8614 
    

Raphael Douady, Professor, QF Frey Endowed Chair for Quantitative Finance
Mathematician and Economist, C.N.R.S. (French national centre for scientific research), 1982, Centre d’Economie de la Sorbonne, University of Paris 1. Academic director of LabEx ReFi. Founder & Head of Research, Riskdata S.A. 
Raphael Douady is a French mathematician and economist, specialized in financial mathematics and chaos theory. With more than fifteen years experience in the banking industry (risk management, option models, trading strategies) and thirty years research in pure and applied mathematics, Dr Douady is renowned for his highly sophisticated quantitative solutions and statistical analysis. A former fellow of Ecole Normale Supérieure in Paris, he earned his Ph.D. in 1982 in Hamiltonian dynamics and became strongly involved in Finance in 1993. Currently affiliated with University of Paris 1-Sorbonne Economic Center (CES) and the French National Center for Scientific Research (CNRS), he has also been appointed International Associate Professor at New York University Polytechnic Institute. He has lead and organized numerous academic, as well as practitioner conferences around the world, including the New York University seminar of Mathematical Finance and Paris Europlace conferences. His most recent research topics are Hedge Funds risks, for which he has developed especially suited powerful nonlinear statistical models, and systemic risk. Raphael Douady is one of the founders and the research director of Riskdata, a market-leading provider of risk management tools for investors, asset managers, hedge funds, fund of funds, and pension funds. He has been appointed as academic director of the French “Laboratory of Excellence” devoted to financial regulation (LabEx ReFi). He is also a member of the Praxis Club, a New York based think tank advising the French government on its economic policy and other related topics and on the “risk committee” of Finance Innovation, a French official entity supporting innovation in financial software.  Office: Mathematics Tower B-148,  Phone: 631-632-5741

Robert J. Frey, Research Professor, Ph.D., 1986, Stony Brook University: Quantitative Finance
Robert Frey had worked in an array of operations research related managerial positions before earning his PhD as a part-time student in 1986.  Then he became involved in designing mathematically based financial trading systems, first at Morgan Stanley, then at Kepler Associates, and finally at Renaissance Technologies, from which he retired at the rank of Managing Director in 2004. Among his many current activities, he chairs the advisory committee of the U. of Chicago Financial Mathematics program (the country’s top ranked quantitative finance program), is co-owner of a small investment bank in London, and heads a construction company. Frey just launched his own hedge fund, Frey Quantitative Strategies, with initial capital of $365 million.
http://www.ams.sunysb.edu/~frey/ Office: Math Tower 1-103,  Phone: 631-473-6314

James Glimm, Distinguished Professor, Ph.D., 1959, Columbia Univ: Mathematical Physics; Nonlinear Waves 
James Glimm has made fundamental contributions to nonlinear analysis—winning the Amer. Math. Soc. Steele Prize— to quantum field theory—winning the American Physical Soc. Heineman Prize—and to computational fluid dynamics.  The Department of Energy adopted Glimm’s front-track methodology for shock-wave calculations, e.g., simulating weapons performance.  Glimm is a member of the Nat. Academy of Science and Academia Sinica and is a recipient of the National Medal of Science.  In 2007-08, he was President of the Amer. Math Soc.
http://www.ams.sunysb.edu/~glimm/glimm.html Office: Math Tower 1-121, Phone: 631-632-8355

David Green, Associate Professor and Graduate Program Director, Ph.D., 2000, MIT, Computational Biology; Protein Interactions and Networks
David Green's research is focused on computational studies of protein interactions.  Key areas include: Understanding the determinants of specificity in protein interactions through biomolecular simulation; development and application of algorithms for the design of binding interfaces; and development of tools for the study of protein-carbohydrate interactions, with a focus on the glycobiology of HIV-1 infection.  His research combines techniques from applied mathematics and models from biophysical chemistry to solve problems in biology and medicine.
http://www.ams.sunysb.edu/~dfgreen  Office: Math Tower P-137,  Phone: 631-632-9344

Robert Harrison, Professor and Endowed Director of Institute for Advanced Computational Science, Ph.D, 1984, University of Cambridge; Theoretical Chemistry
Robert Harrison's research interests are focused on scientific computing and the development of computational chemistry methods for the world's most technologically advanced supercomputers.http://www.ams.sunysb.edu/~Robert J Harrison Office: Math Tower, 2-108, Phone: 631-632-8121

Dima Kozakov, Assistant Professor, Ph.D., 2006, Boston University; Computational Biology
Dr. Kozakov research interests lie at the intersection of applied mathematics, physics and computational biology. He focuses on two main goals. The first is the development of mathematically elegant, computationally efficient and physically accurate algorithms for modeling macromolecular structure and function on the genome scale. The second is the application of novel methods to improving the understanding of biological problems and to the design of therapeutic molecules with desired biological and biomedical properties.
Office: Math Tower, 1-116, Phone: TBA

Pei Fen Kuan, Assistant Professor, Ph.D., 2009, University of Wisconsin, Madison; Statistical Genomics
Pei Fen Kuan's research interests focus on statistical and computational issues arising from the problems in genome biology. Many of her research projects center around tiling arrays and the next generation sequencing platforms. Her research activities have been directed at developing statistical methodologies to facilitate the analysis, integration and interpretation of high-throughput omics data.
http://www.ams.sunysb.edu/~pfkuan/ Office: Math Tower 1-106, Phone: 631-632-1419

Tom MacCarthy, Assistant Professor, Ph.D. University College London, 2005: Computational Biology;
Tom MacCarthy’s research uses computational modeling to study fundamental biological questions in both immunology and evolutionary biology. In Computational Immunology he uses computational and statistical methods to better understand the mechanisms underlying the generation of antibody diversity in response to infection and disease. In Evolutionary Systems Biology he uses modeling to study the evolution of gene regulatory networks with the aim of revealing the forces driving changes in developmental networks and the causes underlying the evolution of robustness, or tolerance to failure, in these networks. http://www.ams.sunysb.edu/~maccarth Office: Math Tower 1-101,   Phone: 2-1739

Joseph Mitchell, (Chair) Distinguished Professor, Ph.D., 1986, Stanford University: Computational Geometry(Chancellor's/President's Award for Excellence in Teaching)
Joe Mitchell is one of the country’s leaders in computational geometry, which studies the design, analysis, and implementation of efficient algorithms to solve geometric problems. His particular interest is applications to problems in computer graphics, visualization, robotics, manufacturing, geographic information systems, and computer vision.  A major current application is helping air traffic controllers route airplanes around bad weather.
http://www.ams.sunysb.edu/~jsbm/jsbm.html Office: Math Tower 1-109, Phone: 631-632-8366

Andrew Mullhaupt, Research Professor, Ph.D., 1984, New York University: Quantitative Finance
Andrew Mullhaupt's original research interests involved partial differential equations and linear algebra. He has worked on Wall Street for over 20 years designing mathematically based trading systems, first at Morgan Stanley, then at Renaissance Technologies, and most recently at S A C Capital where he was Director of Research for the SAC's Meridian Fund.
http://pw1.netcom.com/~amullhau/ Office: Mathematics Tower B-148,  Phone: 631-632-5479

Matthew G. Reuter, Assistant Professor, Ph.D., 2011, Northwestern University: Chemistry;Computational Chemistry; Mathematical Physics
Matt Reuter joined SBU in 2014 as an Assistant Professor. Prior to coming to Stony Brook he was a Research Associate in the Department of Chemistry at Northwestern University, where he studied single-molecule behavior. He received B.Sc. degrees in chemistry and mathematics from Michigan Technological University (2006) and a Ph.D. degree in theoretical/ computational chemistry from Northwestern University (2011). From 2011 to 2013, he was a Eugene P. Wigner Fellow at Oak Ridge National Laboratory, where he developed theories and algorithms for studying electron transport processes and materials chemistry. Matt is the lead author of 17 peer-reviewed journal articles. He was also the recipient of a U.S. DoE Computational Science Graduate Fellowship for most of his graduate studies at Northwestern. 
http://you.stonybrook.edu/reutergroup/ Office: Mathematics Tower, 1-117, Phone: 631-632-8198

Yan Yu, Research Assistant Professor, Ph.D., 2004, Stony Brook University: Computational Applied Mathematics 
Yan Yu's primary research area is in the field of computational fluid dynamics. Key areas include: analyzing chaotic flow fields of turbulent mixing, uncertainty quantification, numerical simulations of fluid interface instabilities such as the Rayleigh-Taylor instability and the Richtmyer-Meshkov instability. Her research has involved collaborations with scientists at Los Alamos National Laboratory and Brookhaven National Laboratory. She is also the SPIR coordinator of the department. 
http://www.ams.sunysb.edu/~yan2000/ Office: Math Tower 1-104, Phone: 631-632-9360

Wei Zhu is a statistician whose diverse research projects include design and analysis of experiments (for dose response studies and clinical trials), longitudinal and contemporaneous pathway discovery and analysis (for biological pathways and financial networks), errors in variable modeling (for measurement platform/instrument comparisons and calibrations), and robust regression analysis. Her former students have taken positions in academia and in a broad range of industry as quality control managers, biostatisticians, risk managers and financial analysts. Professor Zhu is also affiliated with the SBU Center for Finance (http://www.stonybrook.edu/commcms/clusterhires/clusters/cf.html).  
http://www.ams.sunysb.edu/~zhu/index.html Office: Math Tower P-138,  Phone: 631-632-8374

Before joining Stony Brook University as Visiting Professor, Sergio Focardi was Professor of Finance at the French business school EDHEC (Nice). His research interests include the study of factor models of equity prices, explaining and predicting market trends, trend reversals and market crashes, economic models with multiple inflation rates, and financial economics with artificial markets. The underlying theme of his research agenda is economics as a complex system with multiple interacting agents.

Sergio is the author/co-author of  numerous papers that have appeared in major journals and books published by Wiley and the Research Foundation of CFA Institute. Among the latter are the following titles: Investment Management: A Science to Teach or an Art to Learn? (2014), Investment Management after the Global Financial Crisis (2010), Challenges in Quantitative Equity Management (2008), and Trends in Quantitative Finance (2006).  The most recent  CFA Institute monograph Investment Management: A Science to Teach or an Art to Learn? had as its objective to explore the need to rethink how we teach (and practice) investment management following the 2007-2009 financial crisis. Sergio is on the Editorial Board of the Journal of Portfolio Management.

An engineer by training, Sergio started his career in scientific computing, where most recently he held the position of Managing Director of the Italian subsidiary of the supercomputer firm Control Data. Sergio was a co-founder of CINEF, a multidisciplinary research center in Econophysics at the University of Genoa (Italy), and of the consulting firm The Intertek Group (Paris), which consults major pension funds and financial institutions.

Sergio holds a degree in Electronic Engineering from the University of Genoa and a PhD in Financial Mathematics from the University of Karlsuhe (Germany). 

Curriculum Vitae