Scholar
Samuel N. Cohen
Google Scholar ID: QF3n9_MAAAAJ
Professor of Mathematics, University of Oxford
Citations & Impact
Citations
1,542
H-index
15
i10-index
31
Publications
20
Co-authors
50
list available
Publications
Resume (English only)
Academic Achievements
- Co-authored the textbook 'Stochastic Calculus and Applications (2nd Ed.)' with Robert Elliott. Published multiple papers, details available on his personal website.
Research Experience
- Organized the 'BSDEs, Numerics and Finance' meeting with Gechun Liang and Arnaud Lionnet.
Education
- PhD from the University of Adelaide, supervised by Robert Elliott and the late Charles Pearce. Undergraduate and honours studies also completed at the University of Adelaide, supervised by Charles Pearce.
Background
- Professor of Mathematics at the Mathematical Institute at Oxford and the theme lead for Machine Learning in Finance at the Alan Turing Institute. Main research interests are in stochastic analysis and mathematical finance, particularly the interaction between statistical and machine learning, decision making and control, and uncertainty aversion.
Miscellany
- Interests in philosophy and Christian theology, attends St Ebbes Church. Co-wrote a booklet on 'Being a Christian in Mathematics' with Paul Roberts. Previously wrote a beer review blog.
