## Breadcrumb

# Professor Mihai Cucuringu

Associate Professor of Statistics

# Biographical Sketch

I finished my Ph.D. in Applied and Computational Mathematics (PACM) at Princeton University in 2012. I joined the Department of Statistics in 2018, and have also been an affiliated faculty at the Mathematical Institute and the Institute for New Economic Thinking. Prior to this

- 2017-2018 Turing Research Fellow, The Alan Turing Institute in London, and Department of Statistics and Mathematical Institute, University of Oxford
- 2013-2016 CAM Assistant Adjunct Professor, Department of Mathematics, UCLA
- Fall 2014 Research Fellow, Simons Institute for Theory of Computing, UC Berkeley, in the program Algorithmic Spectral Graph Theory
- Spring 2014 Research Fellow, ICERM, Brown University, in the program Network Science and Graph Algorithms
- 2012-2013 Associate Quantitative Researcher, Statistical Arbitrage, Quantitative Trading Group, Bank of America Merrill Lynch, New York

# Research Interests

I am interested in the development and mathematical & statistical analysis of algorithms that extract information from massive noisy data sets, network analysis, and certain computationally-hard inverse problems on large graphs. Applications include various problems in machine learning, statistics, finance, and engineering, often with an eye towards extracting structure from time-dependent data which can be subsequently leveraged for prediction purposes. More specifically, I have considered problems that span

- spectral and semidefinite programming relaxation algorithms and applications to ranking, clustering, group synchronization, phase unwrapping
- networks, community and core-periphery structure, network time series
- nonlinear dimensionality reduction and diffusion maps, intrinsic slow variables in dynamic data
- statistical analysis of big financial data, statistical arbitrage, market microstructure, limit order books, risk models
- low-rank matrix completion, distance geometry problems, rigidity theory, sensor network localization and 3D structuring of molecules

# Publications

**Causality-Inspired Models for Financial Time Series Forecasting**”,

*arXiv*.

**Dynamic angular synchronization under smoothness constraints**”,

*arXiv*.

**ROBUST ANGULAR SYNCHRONIZATION VIA DIRECTED GRAPH NEURAL NETWORKS**”, in

*12th International Conference on Learning Representations, ICLR 2024*.

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Contact Details

Affiliations: Fellow at the Alan Turing Institute, Lecturer at Merton College

Email: mihai.cucuringu@stats.ox.ac.uk

Office: 1.04