Profile

Niels Nygaard

Expertise

  • Machine Learning
    Quantitative Trading Strategies
    Probability Theory
    Number Theory
    Algebraic Geometry
Biography

Niels O Nygaard is a Professor in the Department of Mathematics at the University of Chicago since 1982. Prior to joining the University of Chicago he taught at Princeton University. He holds a Ph.D. in Mathematics from MIT. Professor Nygaard was the Director of the Financial Mathematics Program since its inception in 1996 until April 2010. Besides his interest in Financial Mathematics he has done research in Arithmetic, Algebraic Geometry and Number Theory. Professor Nygaard was the founding director of both the Financial Mathematics Program and the Stevanovich Center for Financial Mathematics. Professor Nygaard is a recognized scientist in the field of financial mathematics and has a long list of publications.

Education
  • Ph.D. in Mathematics, MIT, 1977
    MSc in Mathematics, Aarhus University, 1974
Courses
  • Machine Learning in Finance
    Regression Analysis and Quantitative Trading Strategies
    Advanced Computing for Finance
    Probabilistic Programming and Deep Learning
Research and Publications
Resources

Video