László Márkus
Senior Research Fellow
László is an associate professor at the Department of Probability Theory and Statistics. He has over 30 years of teaching experience, including courses at major international firms, six sigma and design of experiments trainings at various companies, and several BSc and MSc courses in mathematical finance and time series analysis, partly in English, some in the US. He is a member of the Education Committee on Actuarial and Financial Mathematics at his home institution.
He has his Ph.D. from Lomonosov Moscow State University. He was a post-doc fellow at Meijo University Japan and a Fulbright scholar at the University of Connecticut. He has run applied research projects funded by large insurance companies, banks, and financial services companies, as well as government-funded fundamental research projects. He has written lecture notes in financial mathematics. His research includes the use of machine learning techniques in mathematical finance.
László Márkus
Senior Research Fellow
László is an associate professor at the Department of Probability Theory and Statistics. He has over 30 years of teaching experience, including courses at major international firms, six sigma and design of experiments trainings at various companies, and several BSc and MSc courses in mathematical finance and time series analysis, partly in English, some in the US. He is a member of the Education Committee on Actuarial and Financial Mathematics at his home institution.
He has his Ph.D. from Lomonosov Moscow State University. He was a post-doc fellow at Meijo University Japan and a Fulbright scholar at the University of Connecticut. He has run applied research projects funded by large insurance companies, banks, and financial services companies, as well as government-funded fundamental research projects. He has written lecture notes in financial mathematics. His research includes the use of machine learning techniques in mathematical finance.