Office: CAB 627 
Phone: (780) 492-2704 
Fax: (780) 492-6826
Email: michaelk@ualberta.ca

Favourite Links

• Mike's Calculus II , Mike's Calculus III

Curriculum Vitae

• Current Position
• Refereed Publications

Research Interests

1) Probability and Stochastic Processes, including filtering theory, Markov processes, measure-valued and branching processes, stochastic convergence, limit theorems, large deviations, particle systems, sequential Monte Carlo, stochastic analysis, heavy-tailed distributions, long-range dependent processes.

2) Machine Intelligence including, recurrent neural networks, generative adversarial networks, deep sets, the topological and distributional neural networks, bootstrap learning algorithms, deep Markov observation models, guided learning, recursive algorithms and real-world applications.

3) Mathematical and Computational Finance, including explicit solutions, option pricing, hedging, efficient algorithms and convergence properties.  

Graduate Students, Postdocs

The mathematical and statistical sciences are for everybody, regardless of age, race, gender, socialeconomic status, etc. I am a firm believer in Equity, Diversity and Inclusion. Mature and female people as well as those from underprivileged and LGBTQ2S+ communities are encouraged to apply.

I always consider quality students. I have helped students under my supervision win Faculty of Science disertation awards, Josephine Mitchel and Entrance scholarships and Statistics Society of Canada prizes.   For M.Sc. students, I require strong mathematical and programming ability.  For PhD students, I require exceptional mathematical ability. We have a formal process that starts with your application to our department. You can mention contacting me on the application and send me a simple notification email. There is no need to send me any other information. I can not do a proper assessment without the whole application and you have to be accepted into a program by a committee.

I am always interested in working with quality postdocs. Please consider applying for a Banting, PIMS, NSERC or Killam fellowship (see PostDocs) and send me your CV to ensure a reasonable chance of success.