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Andrew Papanicolaou I am in my last year of PhD studies and plan to defend my dissertation in May, 2010. For the last 4 years, my research has been funded by the Non-Linear Tracking MURI, headed by my advisor Boris Rozovsky. My thesis covers problems in non-linear filtering and applications. My areas of research include probabilistic modeling and non-linear filtering with applications to image processing. I also have worked on fast mean-reverting processes and how they affect non-linear filtering algorithms. In addition, I have taken courses in economics and business and am interested in financial mathematics.
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