Zhou, Lin, Marcus and Fu Win Best Theoretical Paper Award
A paper written by ECE graduate students Enlu Zhou and Kun Lin and Professors Michael Fu (BUS/ECE/ISR), and Steve Marcus (ECE/ISR), has won the Best Theoretical Paper Award at the 2009 Winter Simulation Conference (WSC), December 13-16, in Austin, Texas. The paper was titled "A Numerical Method for Financial Decision Problems under Stochastic Volatility." WSC is the premier international forum for disseminating recent advances in the field of system simulation.
Zhou earned her Ph.D. in 2009, and was co-advised by Steve Marcus and Michael Fu. She is now an Assistant Professor at the University of Illinois Urbana-Champaign. Kun Lin is currently an ECE Ph.D. student, and is also co-advised by Marcus and Fu.
December 18, 2009