This EPSRC-funded interdisciplinary programme grant will use modern mathematical methods from probability theory, advanced Monte Carlo methods and inverse problems to develop novel approaches to the theory and application of radiation transport. We will pursue an interactive exploration of foundational, translational and application-driven research; developing predictive models with quantifiable accuracy in the energy, health care and space exploration nuclear industries.
CRiSM has been established to consolidate and strengthen the UKs pre-eminent position in the development of statistical methodology, and to support multi-disciplinary collaboration across a range of important statistical applications. The abundance of complex and often high-dimensional data sets in science industry and society creates difficult challenges and exciting opportunities for 21st century statisticians.
Stochastic Finance at Warwick draws together a variety of finance-related research and activities taking place within the Department of Statistics at the University of Warwick. The research in Mathematical Finance within the Department of Statistics is concentrated on the use of stochastic processes and probabilistic modelling in mathematical finance, and encompasses fundamental research on the properties of no-arbitrage, stochastic volatility, interest rate modelling, American options and optimal stopping problems, agent interactions, robust and model-free hedging, along with many other topics.