José E. Figueroa-López

José E. Figueroa-López

Professor of Mathematics and Statistics
PhD, Georgia Institute of Technology
research interests:
  • Statistics
  • Biostatistics

contact info:

mailing address:

  • WASHINGTON UNIVERSITY
    CB 1146
    ONE BROOKINGS DR.
    ST. LOUIS, MO 63130-4899

​Professor Figueroa-López's research interests include statistics, mathematical finance, and probabability and stochastic processes. His work is supported by the National Science Foundation. 

Figueroa-Lopez’s work lies on the interplay between Statistics, Financial Mathematics, and Probability. Current and broad research interests include: Inference Based on High-Frequency and Limit Order Book Data; Nonparametric Estimation and Model Selection Methods; Time Series Analysis; Lévy-driven and Jump-Diffusion Models; Near-Expiration and Short-Maturity Option Asymptotics; Portfolio Optimization and Stochastic Control in Continuous-Time Models;  High-Frequency Algorithmic Trading; Limit Order Book Modeling, and Asset Price Formation.