Ernesto Mordecki
Encyclopedia
Ernesto Mordecki Pupko (born 6 October 1962 in Montevideo
) is a Uruguay
an mathematician
and professor.
. His research interests include optimal stopping
of stochastic process
es and applications to finance
, and received his Ph.D in statistics
of stochastic processes in 1994 from the Steklov Mathematical Institute, under the supervision of Albert Shiryaev
. During 2000–2001 he was director of the Centro de Matemática (Mathematics Center), Science Faculty, Montevideo. Professor Mordecki has authored more than 30 articles on his research interests.
3, through the chain Paul Erdős
- Pal Révész - Mario Wschebor - Ernesto Mordecki, and also through Ernesto Mordecki - Paavo Salminen - Endre Csáki - Paul Erdős.
Montevideo
Montevideo is the largest city, the capital, and the chief port of Uruguay. The settlement was established in 1726 by Bruno Mauricio de Zabala, as a strategic move amidst a Spanish-Portuguese dispute over the platine region, and as a counter to the Portuguese colony at Colonia del Sacramento...
) is a Uruguay
Uruguay
Uruguay ,officially the Oriental Republic of Uruguay,sometimes the Eastern Republic of Uruguay; ) is a country in the southeastern part of South America. It is home to some 3.5 million people, of whom 1.8 million live in the capital Montevideo and its metropolitan area...
an mathematician
Mathematician
A mathematician is a person whose primary area of study is the field of mathematics. Mathematicians are concerned with quantity, structure, space, and change....
and professor.
Biography
Mordecki is a professor at the Centro de Matemática of the University of the Republic, UruguayUniversity of the Republic, Uruguay
The University of the Republic is Uruguay's public university. It is the most important and country's largest university, with a student body of more than 80,000 students. It was founded on July 18, 1849 in Montevideo, where most of its buildings and facilities are still located. Its current...
. His research interests include optimal stopping
Optimal stopping
In mathematics, the theory of optimal stopping is concerned with the problem of choosing a time to take a particular action, in order to maximise an expected reward or minimise an expected cost. Optimal stopping problems can be found in areas of statistics, economics, and mathematical finance...
of stochastic process
Stochastic process
In probability theory, a stochastic process , or sometimes random process, is the counterpart to a deterministic process...
es and applications to finance
Finance
"Finance" is often defined simply as the management of money or “funds” management Modern finance, however, is a family of business activity that includes the origination, marketing, and management of cash and money surrogates through a variety of capital accounts, instruments, and markets created...
, and received his Ph.D in statistics
Statistics
Statistics is the study of the collection, organization, analysis, and interpretation of data. It deals with all aspects of this, including the planning of data collection in terms of the design of surveys and experiments....
of stochastic processes in 1994 from the Steklov Mathematical Institute, under the supervision of Albert Shiryaev
Albert Shiryaev
Al'bert Nikolayevich Shiryaev is a Soviet and Russian mathematician. He is known for his work in probability theory, statistics and financial mathematics....
. During 2000–2001 he was director of the Centro de Matemática (Mathematics Center), Science Faculty, Montevideo. Professor Mordecki has authored more than 30 articles on his research interests.
Curiosities
Mordecki has Erdős numberErdos number
The Erdős number describes the "collaborative distance" between a person and mathematician Paul Erdős, as measured by authorship of mathematical papers.The same principle has been proposed for other eminent persons in other fields.- Overview :...
3, through the chain Paul Erdős
Paul Erdos
Paul Erdős was a Hungarian mathematician. Erdős published more papers than any other mathematician in history, working with hundreds of collaborators. He worked on problems in combinatorics, graph theory, number theory, classical analysis, approximation theory, set theory, and probability theory...
- Pal Révész - Mario Wschebor - Ernesto Mordecki, and also through Ernesto Mordecki - Paavo Salminen - Endre Csáki - Paul Erdős.