Mike Ludkovski

Michael Ludkovski
Statistics and Applied Probability


The Simulation and Control in Finance and Insurance (SCiFI) team led by Mike Ludkovski is investigating new links between machine learning and stochastic modeling, especially in terms of using statistical surrogates for Monte Carlo-based dynamic optimization algorithms. Our applications range from management of batteries in microgrids, to robust portfolio optimization, to efficient response to infectious disease outbreaks. Recently we are also focusing on the InsurTech domain, exploring novel use of data science tools for insurance and actuarial risk management.