Institute of Advanced Dynamic Uncertainty
Rigorous quantitative research, premium education, and institutional-grade analytics. Serving quant desks, central banks, sovereign wealth funds, and MFE researchers worldwide.
Research. Education. Analytics.
Research
Working papers, preprints, and peer-reviewed publications in stochastic control, MFG, HJB, and quantitative finance.
Browse ResearchBooks
High-end technical books priced $100–$150. Equivalent in depth to Springer and Kluwer — direct PDF or KDP print.
View CatalogCourses
40-hour premium courses hosted on iadu.org. MFG, HJB, numerical PDE methods, and quantitative finance.
Explore CoursesConsulting
Model audits, PDE system design, MFG engagements. Serving quant desks, hedge funds, and sovereign wealth funds.
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Technical Books
Equivalent in depth to Springer and Kluwer graduate texts. Available as PDF download or KDP print-on-demand.
Latest Research
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The Optimal Carbon-Tax Trajectory: A Finite-Horizon HJB Approach
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Fredholm Methods for Optimal Stopping under Lévy Noise
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Stochastic Stackelberg Games with a Jump-Diffusion Follower: Existence, Verification, and a Fixed-Point Algorithm
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An HJB Estimator for Output-Gap Uncertainty
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A Stochastic Maximum Principle for Volterra SDEs
Our Research Associates
An international network of quantitative researchers spanning stochastic control, fixed income, macro, and computational mathematics.
H. Strakoš
PresidentInstitutional governance; monetary and economic policy
A. Razumovskii
VP for ResearchStochastic optimal control; mean field theory; HJB on infinite-dimensional spaces
E. Nygård
VP for Institutional AffairsOptimal control & stochastic policy theory
E. Bergström
Director — Stochastic Analysis & ControlMathematical analysis & stochastic PDEs
T. Horáčková
Director — Games, Dynamics & Strategic ControlStochastic control, mean field games & HJB
M. Valkonen
Director — Quantitative Policy & MacroeconomicsQuantitative analytics & policy methods