People

The four participating universities have strong research groups, active in a wide variety of topics in stochastics and financial mathematics. The logos at the top can be clicked for more information about the mathematics departments of the  four universities. The researchers connected to the master's programme work in a great variety of relevant fields, including probability theory, stochastic processes, mathematical statistics, industrial statistics, operations research, dynamical systems, biostatistics and financial mathematics.

In the list below, short descriptions are given of the research interests of the staff members. For more information, follow the links to their homepages.

prof.dr. Chris Klaassen (UvA) My main research interests are in semiparametric, asymptotic, and finite sample estimation theory. I have studied Edgeworth expansions, cross sectional sampling, financial time series models, such as GARCH models. Consultation for IBIS UvA BV resulted in research on acceptance sampling and on queuing theory where customers arrive by appointment.	prof.dr. Aad van der Vaart (VU) My research is centered on statistical models with many or infinite-dimensional parameters, with an emphasis on asymptotic methods, and the applications of such models, for instance, to positron emission tomography, epidemiology, or time series analysis. In the last years I have published on Bayesian methods, and am increasingly active in applications of statistics in genetics. My teaching ranges from core statistics and probability to statistical genetics and financial engineering.	prof.dr.ir. E.J. Balder (UU) My current research interests include game theory and economic theory (e.g., stability and existence of equilibria in: discontinuous games, games with incomplete information, continuum economies), measure theory and convex analysis (e.g., Young measure theory and applications, convergence properties of Pettis and Gelfand integrals).
prof.dr. Ronald Meester (VU) Many of my research interests are captured by the phrase `spatial probability'. More precisely, percolation theory, interacting particle systems and long range dynamics. On the more practical side, I am involved in studying the spread of diseases among animals, e.g. the recent swine fever epidemics. I also publish about the philosophy of probability, in particular about the relation between science and religion.	dr. Bert van Es (UvA) My main research interests are nonparametric curve estimation, in particular kernel estimation methods, inverse problems such as nonparametric deconvolution, and semiparametric cross sectional sampling models.	prof.dr. Bert Kersten (VU) Business executives are constantly looking for methods and techniques to improve the efficiency and effectiveness of their operations. The central focus of my research is finding ways for companies to obtain added value from recent developments in the field of mathematics, computer science and business administration. Key areas are: queues in call centres, building customer profiles, quantitative risk management and data mining.
dr. Alexander Gnedin (UU) Research interests: optimal stopping, stochastic optimisation, exchangeability, combinatorial probability, stochastic games, systems identification and control, classical finite groups' characters, multicriteria optimisation	dr. Federico Camia (VU) My research interests lie at the interface between probability theory and statistical physics, particularly in the areas of equilibrium statistical mechanics, percolation, interacting particle systems and disordered systems. I am especially interested in the study of phase transitions and of the continuum scaling limit of critical models, in particular in two dimensions, where critical models are related to conformal field theories and Schramm-Loewner Evolutions.	dr. Peter Spreij (UvA) Peter Spreij studied Mathematics at the Vrije Universiteit. He obtained his doctoral degree at the Universiteit Twente, although he carried out the research leading to his thesis at the Center for Mathematics and Computer Science (CWI) in Amsterdam. His research fields include stochastic processes, stochastic systems theory, time series, statistics and financial mathematics.
prof.dr. Rob van den Berg (VU) Most of my research involves random spatial processes, in particular percolation, interacting random walks and contact processes. These mathematical models are motivated by physical and biological phenomena (ferromagnets, spread of diseases, forest fires) and by problems concerning communication networks. I am also very interested in correlation-like inequalities, especially those with a strong combinatorial flavour.	dr. Karma Dajani (UU) My research interests are primarily in ergodic theory and its application to other fields such as number theory, probability theory and symbolic dynamics. I am also interested in the area of financial mathematics and I have been the master thesis advisor of several students who wrote their thesis in this area.	prof.dr. Ger Koole (VU) My research is at the interface of stochastic operations research and service operations management. My favorite application areas are call centers, health care operations, and revenue management. My theoretical background is queueing theory and Markov decision chains, but as my research gets more applied I use more and more other methodologies, often in joint projects with specialists in that particular field.
prof.dr. Frank den Hollander (UL) Most of my research lies at the interface between probability theory, statistical physics and ergodic theory. I am particularly interested in developing variational descriptions of complex interacting stochastic systems with the help of large deviation theory and functional analysis.	dr. Bas Kleijn (UvA)	dr. Michael Schröder (VU) Research area: Financial mathematics
prof.dr. Peter Grünwald (UL) My research interests lie where statistics, computer science and information theory meet: theories of learning from data. I am particularly interested in information-theoretic approaches for model selection and prediction, as described in my book The Minimum Description Length Principle.  A large part of my current research is about the common situation where all statistical models for the data at hand are wrong, yet some are useful. I am also interested in foundations of probability theory and statistics.	prof.dr. Roberto Fernandez (UU)	prof.dr. Richard Gill (UL)
dr. Sandjai Bhulai (VU) My research is focused on the theory and applications of Markov decision processes. My favorite application areas include the control of communication networks and call centers. I am currently involved in the control of time-varying systems, partial information models, value functions, and reinforcement learning.	dr. Mathisca de Gunst (VU) I am interested in stochastic modelling and statistical analysis of biological processes that range from the genetic to the cell population level. For example, I use hidden Markov models and Markov chain Monte Carlo techniques to solve statistical problems related to ion channel kinetics and cancer growth. My research is in the area of stochastic modeling and statistical analysis of biological processes, and comprises development, assessment and application of statistical models and tools. My main interest is in modeling cellular and genetic networks with a special focus on neuroscience applications.	dr. Erik Winands (VU) I am currently working as a risk validator at Rabobank and also have a part-time assignment as an assistant professor at VU University. My research is centered around risk management with applications in finance and operations research. The main components of successful risk management are (I) the identification of the key sources of risk, (II) the quantification of the future performance of the system, (III) the management of this future performance. Consequently, these components play an important role throughout all of my research and teaching activities.
dr. René Bekker (VU) My research focuses on the performance analysis and control of queueing systems. The main application areas are in communication networks and production systems. Currently, I am considering the impact of service-rate control on the performance of stochastic (queueing) models	dr. Fetsje Moné-Bijma (VU) My research is centered on statistical methods for life sciences, in particular for neuroscience. During the last years I have been working on inverse problems and covariance models for brain imaging techniques like MEG, EEG and EEG/fMRI. My interests also include network analysis for the human brain.	dr. Mark van de Wiel (VU) My research focuses on modelling and inference for high-dimensional genomics data. Moreover, I am interested in evaluation of classification and prediction methods using these data, possibly in combination with clinical information. I use statistical models to integrate genomics markers such as DNA copy number, gene expression and microRNA expression. Relating these to each other and to clinical information may contribute to better understanding of disease progression. I happily collaborate closely with tumor biologists from the VUmc.
dr. Wouter Kager (VU) I study discrete systems with random spatial behavior, such as lattice aggregation models, random fields and (self-interacting) random walks. I am particularly interested in limiting behavior and scaling limits of these models.	dr. Marianne Jonker (VU) My research is focused on the application of statistics in life sciences, in particular in genetics. Last years I have worked on the development of statistical methods for detecting genes that are involved in hereditary traits and diseases, like migraine.	dr. Klaas van Harn (VU) My research concerns several aspects of probability theory. The main topic is the theory of infinitely divisible distributions, and their relation with renewal processes, branching processes and processes with stationary independent increments. Much of the work is being done jointly with Prof. Steutel (TU-Eindhoven).
dr. Wessel van Wieringen (VU) The study of biological processes in the cell has been revolutionized by the advent of high-throughput techniques. Such techniques generate complex experimental data from various aspects of the cell, e.g., gene expression, mass spectrometry, ChiP-on-chip. Sound statistical methodology for the analysis of these data is imperative for the understanding of the molecular mechanisms underlying the data. In this field of molecular biostatistics I work on the design and analysis of copy number, gene expression, methylation and microRNA microarray experiments. A special focus of my research is the integrative analysis of data from these platforms.	prof.dr. Rob van der Mei (VU) My main research interest is in the development and analysis of quantitative models for the performance of computer-communication systems and the Internet, traffic characterization of communications networks, and queuing theory. I am currently focused on the performance of transaction-based distributed system architectures, performance of Web servers and performance modeling of TCP.