Maxim Bichuch

Assistant Professor, Department of Applied Mathematics and Statistics

Maxim Bichuch is an assistant professor of applied mathematics and statistics. His research focuses on financial mathematics, utility optimization, market with transaction costs, counterparty risk, and valuation adjustments.

His projects include finding the asymptotic optimal strategy for portfolio optimization in a stochastic environment driven by correlated factors; identifying optimal electricity distribution pricing and optimal distributed photovoltaic generation by rational consumers, and exploring deep learning in a market with transaction costs.

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