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Financial Engineering & Mathematical Optimization Lab
Financial Engineering & Mathematical Optimization Lab
Financial Engineering & Mathematical Optimization Lab
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Welcome to the webpage of the Financial Engineering and Mathematical Optimization Laboratory (FEMO Lab). FEMO Lab, founded in 2016, is a core research unit within the Department of Mathematics of the School of Applied Mathematical and Physical Sciences at the National Technical University of Athens. FEMO Lab's research lies within the broad areas of uncertainty quantification, optimization and control, with applications in economics and finance. The members of FEMO Lab collaborate with both academic and non-academic entities in the mathematical modelling and simulation of complex real-life problems. FEMO Lab's core competence areas include:
  1. mathematical modeling
  2. financial engineering
  3. operations research
  4. optimization and control
  1. numerical analysis
  2. stochastic simulation
  3. uncertainty quantification
  4. financial technology (FinTech).
FEMO Lab consists of six faculty members and four external members, all of whom are leading experts in their research areas, as well as three post-doctoral researchers and three doctoral researchers. The members of FEMO Lab have attracted funding from both local and European funding agencies. A short video presentation of the lab is available from this link (in Greek) and also below (in English).


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