José E. Figueroa-López

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

    mailing address:

    • Washington University
    • CB 1146
    • One Brookings Drive
    • St. Louis, MO 63130-4899
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    ​Professor Figueroa-López's research interests include statistics, mathematical finance, and probability 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.