← Leaderboards
Vadim Linetsky
Northwestern University
$1,787,048
Attributed
$2,351,483
Total exposure
9
Grants
9
Lead (contact PI)
Attributed= this PI's even-split share of every grant they're on (the fair, additive number). Exposure = full size of all those grants.
Funding over time
peak $501.4K · FY2007–19$1M$750K$500K$250K$0
'07
'08
'09
'10
'11
'12
'13
'14
'15
'16
'17
'18
'19
Funding mix
By agency
NSF$2,351,483 · 9
By mechanism
—$2,351,483 · 9
Top collaborators
- John R Birge3 shared
- Nishit Dey1 shared
- Terry L Leitch1 shared
Grant awards (9)
Asset Allocation: A Statistical Learning Approach$398,700
· FY2019 · ENG · contact PI
Market Expectations, Long Term Risk, and Stochastic Spectral Theory$293,617
· FY2015 · ENG · contact PI
Interest Rate Modeling at the Zero Lower Bound: Applications of Diffusions with Sticky Boundaries$207,744
· FY2015 · MPS · contact PI
Spectral Methods for Optimal Stopping and First Passage Problems with Applications in Financial Mathematics$200,000
· FY2011 · MPS · contact PI
Time Changes of Markov Processes: Applications in Financial Mathematics$209,996
· FY2008 · MPS · contact PI
GOALI: Modeling and Managing Customer Default Risk in a Manufacturing Enterprise$262,334
· FY2007 · ENG · contact PI
Collaborative Research: High-Performance Computational Methods for Continuous-Time Markov Processes in Financial Engineering$279,572
· FY2004 · ENG · contact PI
Research and Education in Financial Engineering$400,391
· FY2002 · ENG · contact PI
Collaborative Research: High-Performance Computational Methods for Continuous-Time Markov Processes in Financial Engineering$99,129
· FY2002 · MPS · contact PI