Petter N. Kolm
Clinical Professor of Mathematics
Director of the Mathematics in Finance M.S. Program
Warren Weaver Hall, Office 520
Ph.D., Yale University, USA, 2000.
M.Phil. (Tekn. Lic.), Royal Institute of Technology, Sweden, 2000.
M.S. (Diplommathematiker), ETH Zurich, Switzerland, 1994.
Data science, econometrics, financial mathematics, machine learning, market making, optimization, portfolio optimization, quantitative & systematic trading, risk management, robo advisory & investing, smart beta strategies, stochastic optimal control, transaction costs, and tax-aware investing.