Esmaeil Babaei
Lecturer in Statistics
Department of Computing and Mathematics, Manchester Metropolitan University
John Dalton Building, Chester Street, Manchester M1 5GD, UK
Email: e.babaei{at}mmu.ac.uk
Lecturer in Statistics
Department of Computing and Mathematics, Manchester Metropolitan University
John Dalton Building, Chester Street, Manchester M1 5GD, UK
Email: e.babaei{at}mmu.ac.uk
Financial Mathematics, Stochastic dynamical systems, Stochastic Optimization, and Multilinear Algebra
Ph.D., Economics, The University of Manchester, UK 2015-2019
Dissertation Topic: Von Neumann-Gale Dynamical Systems with Applications in Economics and Finance.
Supervisors:
Igor Evstigneev, Professor of Mathematical Economics, University of Manchester
Klaus Schenk-Hoppé, Professor of Financial Economics, University of Manchester
Ph.D., Mathematics, Sahand University of Technology, Iran 2010-2014.
Dissertation topic: Symmetry Classes of Polynomials.
Supervisor: Yousef Zamani, Professor of Mathematics, Sahand University of Technology
Lecturer in Statistics, Manchester Metropolitan University, October 2022-
Teaching Fellow in Financial Mathematics, University of Leeds, May 2021-September 2022
Lecturer in Applied Mathematics, the University of Glasgow, January 2020 – May 2021
Teaching Associate in Economics, the University of Manchester, September 2019 – January 2020.
Primal and Dual Stochastic Perron-Frobenius Theorems, (with I.V. Evstigneev), in progress.
The growth of relative wealth, in progress.
On asset pricing in a binomial model with fixed and proportional transaction costs, portfolio constraints, and dividends. Math Meth Oper Res (2024). Open access: DOI
Asset pricing and hedging in financial markets with fixed and proportional transaction costs, Annals of Finance (2024). Open access: DOI
A Multidimensional Fatou's Lemma for Conditional Expectations, Positivity 25, 1543–1549 (2021), (with I.V. Evstigneev and K.R. Schenk-Hoppé). DOI
Von Neumann-Gale Dynamics, Market Frictions, and Capital Growth, Stochastics, published online 31 Jan 2020, (with I.V. Evstigneev, K.R. Schenk-Hoppé and M.V. Zhitlukhin). DOI
Von Neumann-Gale Dynamics and Capital Growth in Financial Markets with Frictions, Mathematics and Financial Economics, 14 283-305 (2020), (with I.V. Evstigneev, K.R. Schenk-Hoppé and M.V. Zhitlukhin). Open access: PDF
Log-optimal and rapid paths in von Neumann-Gale dynamical systems, Journal of Mathematical Analysis and Applications, 481(2) (2020) 123489 (with I.V. Evstigneev and K.R. Schenk-Hoppé). DOI
Stochastic fixed points and nonlinear Perron-Frobenius theorem, Proceedings of the American Mathematical Society, 146 (2018) 4315-4330 (with I.V. Evstigneev and S.A. Pirogov). DOI
Symmetry classes of polynomials, Communications in Algebra, 40 (2016) 1514-1530 (with Y. Zamani and M. Shahryari). DOI
The dimensions of cyclic symmetry classes of polynomials, Journal of Algebra and Applications, 13(2) (2014) 1350085 (10 pages) (with Y. Zamani). DOI
Symmetry classes of polynomials associated with the dihedral group, Bulletin of the Iranian Mathematical Society, 40(4) (2014) 863-874 (with Y. Zamani). DOI
Symmetry classes of polynomials associated with the direct product of permutation groups, International Journal of Group Theory, 3(4) (2014) 63-69 (with Y. Zamani). DOI
Symmetry classes of polynomials associated with the dicyclic group, Asian- European Journal of Mathematics, 6(3) (2013) 1350033 (10 pages) (with Y. Zamani). DOI
The edge Wiener index of the rooted product of graphs, Studia Universitatis Babes-Bolyai, Chemia, 57(3) (2012) 157 – 166 (with A. Iranmanesh).
2022: Probability Seminar, University of Leeds (March).
2020: Applied Mathematics Seminar, University of Glasgow (April).
2019: Economic Theory Seminar at the Center for Mathematical Economics, Bielefeld University (May).
2018: Innovative Research in Mathematical Finance, Marseille (September); 11th European Summer School in Financial Mathematics, Paris (August); NWDTC Economics PhD Conference, Liverpool (May).
2017: 2nd Conference on Mathematical Economics and Finance, Manchester (December).
Before 2014: the 6th International Group Theory Conference, Golestan University, Iran (March 2014); 43nd Annual Iranian Mathematics Conference, University of Tabriz, Iran (August 2012); Fourth Group Theory Conference of Iran, Payam Noor University of Isfahan, Iran (March 2012); 22nd Iranian Algebra Seminar, Hakim Sabzevari University, Sabzevar, Iran (31 Jan- 2 Feb 2012); 6th Seminar on Linear Algebra and its Applications, Arak University, Iran (June 2011); The Third Conference and Workshop on Mathematical Chemistry, Tarbiat Modares University, Iran (February 2010).
Lecturer in Statistics, Manchester Metropolitan University, 2022-
Module Leader: Statistics and Financial Mathematics, Statistics and Financial Mathematics for Data Science
Supervising undergraduate projects in Financial Mathematics
Teaching Fellow in Financial Mathematics, University of Leeds, 2021-2022
Module leader/co-leader: Interest Rates and Cash-flow Modelling, Financial Mathematics 3 - Markets, Financial Mathematics 2 - Risks
Module assistance: Actuarial Mathematics 1, Discrete-Time Finance
Supervising Master and undergraduate projects in Financial Mathematics
Lecturer in Applied Mathematics, University of Glasgow, 2020-21
Teaching courses: 2C/2E Maths (Topics in Applied Mathematics), Financial Mathematics (4th-year U-G students), and Dynamical Systems
the head of Maths 1 tutorial
Supervising undergraduate projects in Financial Mathematicstics
Teaching Associate in Economics, The University of Manchester, 2019-2020
Managerial Economics 2 (3rd-year students), Microeconomic Analysis (1st-year students)
Teaching Assistant in Economics, The University of Manchester, 2017-2019
Advanced Mathematics (1st-year students), Introduction to Mathematical Economics (1st-year students)
University Teacher in Mathematics, Sahand University of Technology, Iran, 2010 - 2014
Differential equations, Calculus, Algebra, Statistics
Advising Master dissertations in Algebra
Fellow of the Higher Education Academy (FHEA), 2024.
The Economics Department’s Excellence in Teaching Award, the University of Manchester (for 2018-2019).
Doctoral Studentship, University of Manchester (2015-2018).
Visiting fellowship, Instituto de Matematica Pura e Aplicada- IMPA, Brazil (08/2013 - 02/2014).