Dr. Mike Kouritzin

Biography

Mike Kouritzin is a Professor at the University of Alberta, holding a Ph.D. from the University of Waterloo. His research encompasses various areas in probability, stochastic processes, and machine intelligence. He focuses on filtering theory, Markov processes, measure-valued branching processes, stochastic convergence, limit theorems, and large deviations, as well as particle systems and sequential Monte Carlo methods. In machine intelligence, his work spans recurrent neural networks, generative adversarial networks, and advanced learning algorithms, applying these to real-world situations. He is also active in mathematical computational finance, particularly in explicit solutions and option pricing. Throughout his career, Kouritzin has mentored numerous graduate students and postdoctoral fellows, believing firmly in equity, diversity, and inclusion within academia. He is an advocate for underrepresented communities and has helped students secure various awards and scholarships.

Research Interests

Experience

Courses