Daniel Lacker (Columbia University) and Mykhaylo Shkolnikov (Princeton University) are dual recipients of the 2019 SIAM Activity Group on Financial Mathematics and Engineering Early Career Prize. The duo were honored during the 2019 SIAM Conference on Financial Mathematics & Engineering, which took place in early June at the University of Toronto in Ontario, Canada. The award recognizes Lacker for his remarkable contributions to the probabilistic theory of mean field games and its applications to mathematical finance. Shkolnikov was commended for his major contributions to the study of large systems of competing particles and corresponding applications to rank-based models in stochastic portfolio theory.
Alvaro Cartea of the University of Oxford (far left), invited speaker at the 2019 SIAM Conference on Financial Mathematics & Engineering, and Sebastian Jaimungal of the University of Toronto (far right), organizing committee co-chair, pose with SIAM Activity Group on Financial Mathematics and Engineering Early Career Prize winners Mykhaylo Shkolnikov of Princeton University (second from left) and Daniel Lacker of Columbia University (second from right). SIAM photo.