Michael Roberts
Teaching Fellow and Graduate Student
Office: 408E08
Office Phone: 7012316950
Email: michael(dot)roberts(dot)1@ndus(dot)edu
Curriculum Vitae
Research interests:
Mathematical Finance, Stochastic Processes, Statistics, Machine Learning, Differential Equations
Publications:
Sequential hypothesis testing in machine learning, and crude oil price jump size detection, to appear in Applied Mathematical Finance (with I. SenGupta).
Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing, Annals of Finance, Vol. 16(1), pp. 121–139, March 2020 (with I. SenGupta)
Decay estimates for nonlinear wave equations with variable coefficients, Electronic Journal of Differential Equations, Vol. 2019 (2019), No. 91, pp. 1–16. ISSN: 1072-6691.
Honors and Awards:
Mathematics Graduate Student Research Award, NDSU, 2020.
Graduate Student Travel Grant, NDSU, 2019.
Graduate Teaching Fellow, NDSU, 2018.
Mathematics Graduate Student Teaching Award, NDSU, 2017.
John H. Barrett Prize, UTK, 2010.