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Dive into the research topics where Ronnie Sircar is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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New perspectives in contract theory: Optimal incentives for interacting agents in a common random environment
Hubert, E. (PI) & Sircar, R. (PI)
NSF - National Science Foundation
7/1/23 → 6/30/26
Project: Research project
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AMPS:Collaborative Research: Stochastic Modeling of the Power Grid
Sircar, R. (PI)
NSF - National Science Foundation
9/1/17 → 8/31/21
Project: Research project
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Mathematics of Energy Markets & Differential Games, Financialization of Commodities Markets, and Volatility & ETF Derivatives
Sircar, R. (PI)
NSF - National Science Foundation
9/1/12 → 8/31/16
Project: Research project
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Fare Game: A Mean Field Model of Stochastic Intensity Control in Dynamic Ticket Pricing
Aydın, B., Parmaksız, E. & Sircar, R., 2026, (Accepted/In press) In: Mathematics and Financial Economics.Research output: Contribution to journal › Article › peer-review
Open Access -
Optimal Trading under Instantaneous and Persistent Price Impact, Predictable Returns and Multiscale Stochastic Volatility
Chan, P., Sircar, R. & Zimbidis, I., 2026, (Accepted/In press) In: Applied Mathematical Finance.Research output: Contribution to journal › Article › peer-review
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ASYMPTOTIC EXPANSIONS OF EVOLUTION EQUATIONS WITH FAST VOLATILITY
Howison, S. D., Reisinger, C., Sircar, R. & Wang, Z., 2025, In: Multiscale Modeling and Simulation. 23, 1, p. 486-513 28 p.Research output: Contribution to journal › Article › peer-review
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Factor Learning Portfolio Optimization Informed by Continuous-Time Finance Models
Geng, S., Nassif, H., Kuang, Z., Reppen, A. M. & Sircar, R., 2025, In: Transactions on Machine Learning Research. 2025-AugustResearch output: Contribution to journal › Article › peer-review
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Financial Mathematics
Carmona, R. & Sircar, R., Jan 1 2025, The Princeton Companion to Applied Mathematics. Princeton University Press, p. 640-648 9 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter