Faculty Research Assistance Program (FRAP) Directory

The FRAP Directory allows students to identify UCSB faculty who are looking for undergraduate students to participate in their research projects or creative activities. Please use the links below to find opportunities by discipline. Students, if your desired discipline is not listed, please contact the Undergraduate Research Initiatives office at 805-893-3090 or urca@ltsc.ucsb.edu for assistance. Faculty, if you would like to post your research or creative activity opportunity, please complete the online submission form.

Statistics and Applied Probability

Tomoyuki Ichiba

Location:
South Hall 5508

Research Project

Conduct research in mathematical models of complex financial systems such as equity, derivative and interbank lending markets. Learn stochastic dynamics and probabilistic aspects in financial systems and related large scale networks. The project incorporates Probability and Statistics with numerical simulations by Python, Matlab, C++ and R. 

Undergraduate Contribution

Undergraduate students can contribute by assisting the development of modeling financial systems. Students will learn existing models, implement and develop models in theory and also in numerical simulations.

Requirements

Upper division Probability and Statistics courses