Assistant Professor of Finance and Analytics
School of Management
mfdixon at usfca dot edu
I have relocated to the Illinois Institute of Technology in Chicago. I teach programming and computational courses in the MS in Finance and MS in Analytics Programs. I consult for a number of clients in the finance and software industries and am a chartered financial risk manager. My primary research interests are in the application of high performance computing and machine learning to problems arising in large-scale and fast risk analytics for trading and regulatory reporting. I am co-chair of the workshop on high performance computational finance at SC and am a program committee member of HPC'16. I also serve on the editorial board of the Journal of Finanical Innovation. I'm a former Krener Assistant Professor in computational and applied mathematics at UC Davis and postdoctoral researcher in the Institute for Computational and Mathematical Engineering at Stanford University. I graduated in 2007 with a Ph.D. in Applied Mathematics from Imperial College, London. More about my research.