About

Institute of Advanced Dynamic Uncertainty

IADU is an independent quantitative research institution producing rigorous academic research, premium education, and institutional-grade analytics in stochastic control, mean field games, and quantitative finance.

Our Mission

Rigor without compromise.

IADU exists to close the gap between academic mathematics and applied quantitative finance. We produce research, books, courses, and analytics at the same level of mathematical rigor demanded by top-tier journals — and make it accessible to practitioners, central banks, and sovereign wealth funds that can act on it.

Independent

No university affiliation, no asset manager ownership. Research conclusions are our own.

International

23 research associates across Central Europe, Northern Europe, and East Asia.

Institutional

Products and reports meet the standards required by quant desks, hedge funds, and central banks.

The Institution

Leadership

HS

H. Strakoš

Director General

Oversees IADU's research direction, institutional partnerships, and strategic development. Specialist in stochastic control theory and mean field games. Leads the institute's engagement with central bank and sovereign wealth fund clients.

AK

A. Kozmínski

Deputy Director

Responsible for fixed income and macroeconomic research programmes. Manages the reports subscription service and oversees external publication and peer-review relationships.

TZ

T. Zamrik

Head of Research

Leads the research programme in HJB equations, MFG, and numerical PDE methods. Primary contact for all consulting engagements and institutional inquiries. Coordinates the 23-member research associate network.

What We Study

Research Focus

Stochastic Control & HJB

Viscosity solutions, policy iteration, infinite-horizon problems, singular and impulse control.

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Mean Field Games

Nash equilibria in the continuum, coupled HJB + Fokker–Planck systems, numerical methods.

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Fixed Income & Rates

Short-rate models, HJM framework, term structure, calibration, credit spreads.

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Numerical PDE Methods

Finite differences, FEM, upwind schemes, method of lines, spectral methods for finance PDEs.

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Options & Derivatives

American options, free boundaries, stochastic volatility, Lévy-driven pricing PDEs.

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Quantitative Macro

Heterogeneous-agent economies, Aiyagari-Huggett models, DSGE-MFG integration.

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Work with IADU

Consulting engagements, research collaborations, and institutional subscriptions.

Consulting Subscribe to Reports Meet the team