Ashkan Nikeghbali Cisakht
( fa, اشکان نیکبالی; born 1975
) is a mathematician and university professor . He holds the chair of Financial Mathematics at the
University of Zurich.
Academic career
Nikeghbali obtained his PhD at the
Pierre and Marie Curie University
Pierre and Marie Curie University (french: link=no, Université Pierre-et-Marie-Curie, UPMC), also known as Paris 6, was a public university, public research university in Paris, France, from 1971 to 2017. The university was located on the Jussi ...
in 2005 with the thesis "Temps aléatoires, filtrations et sous-martingales: quelques développements récents", supervised by
Marc Yor.
Prior to that, he was a researcher from February 2004 to July 2004 at the
Isaac Newton Institute
The Isaac Newton Institute for Mathematical Sciences is an international research institute for mathematics and its many applications at the University of Cambridge. It is named after one of the university's most illustrious figures, the mathema ...
on the topic of "Random matrix approaches in number theory."
After completing his PhD, Nikeghbali first worked as a postdoctoral researcher at the
American Institute of Mathematics
The American Institute of Mathematics (AIM) is one of eight mathematical institutes in the United States, funded by the National Science Foundation (NSF). It was founded in 1994 by John Fry, co-founder of Fry's Electronics, and originally located ...
(under the direction of Brian Conrey) at
Rochester University
Rochester University (formerly Rochester College) is a private Christian college in Rochester Hills, Michigan. It was founded by members of the Churches of Christ in 1959.
Rochester University is primarily undergraduate (though it offers some ...
. In June 2006, he was appointed Heinz-Hopf Lecturer at
ETH Zurich
(colloquially)
, former_name = eidgenössische polytechnische Schule
, image = ETHZ.JPG
, image_size =
, established =
, type = Public
, budget = CHF 1.896 billion (2021)
, rector = Günther Dissertori
, president = Joël Mesot
, ac ...
. In March 2007, Nikeghbali was appointed assistant professor at the Institute of Mathematics at the
University of Zurich. He was promoted to Extraordinary Professor of Applied Mathematics there in 2009.
Research
Nikeghbali's research focuses on
financial mathematics,
probability theory, and
analytic number theory
In mathematics, analytic number theory is a branch of number theory that uses methods from mathematical analysis to solve problems about the integers. It is often said to have begun with Peter Gustav Lejeune Dirichlet's 1837 introduction of Diric ...
.
In particular, he works in the areas of
portfolio theory
Modern portfolio theory (MPT), or mean-variance analysis, is a mathematical framework for assembling a portfolio of assets such that the expected return is maximized for a given level of risk. It is a formalization and extension of diversificatio ...
,
stochastic processes
In probability theory and related fields, a stochastic () or random process is a mathematical object usually defined as a family of random variables. Stochastic processes are widely used as mathematical models of systems and phenomena that appe ...
,
random operators and
matrices, and the application of stochastics in number theory and combinatorics.
In
asymptotic probability theory, Nikeghbali, together with Féray, Méliot, and Kowalski introduced the concept of
Mod-Ф convergence. In number theory, he, together with Chhaibi and Najnudel, introduced the concept of
stochastic zeta function.
Nikeghbali supervised at least six PhD students during his time at the University of Zurich.
Other activities
Member of the
world.minds
WORLD.MINDS (the foundation officially changed its name from "ZURICH.MINDS" in 2016) is a non-profit foundation set up in June 2008 by Rolf Dobelli. The stated goal of the WORLD.MINDS Foundation is "to create a bridge between the science, business ...
community since 2008. Member of the Scientific Advisory Board of
swissQuant.
Member of the advisory board of
EVMTech.
Strategy advisor for data analysis and modeling of stochastic processes at
Roche Holding
F. Hoffmann-La Roche AG, commonly known as Roche, is a Swiss multinational healthcare company that operates worldwide under two divisions: Pharmaceuticals and Diagnostics. Its holding company, Roche Holding AG, has shares listed on the SIX S ...
in Basel.
Awards
Honorary doctorate from the
University of Alba Iulia in Romania.
Publications
*
*
*
References
External links
*
{{DEFAULTSORT:Nikeghbali, Ashkan
1975 births
21st-century French mathematicians
French probability theorists
French number theorists
Pierre and Marie Curie University alumni
People associated with the University of Zurich
Living people