Dr Esmaeil Babaei Khezerloo
Lecturer in Statistics
My profile
Biography
I am a Lecturer (Assistant Professor) in Statistics at The Manchester Metropolitan University (MMU). Before joining MMU, I held positions as a Teaching Fellow in Financial Mathematics at the University of Leeds, a lecturer in Applied Mathematics at the University of Glasgow, and a Teaching Associate in Economics at the University of Manchester. I received my PhD in Economics from the University of Manchester in 2019. Additionally, I completed a PhD in Mathematics in 2014 at Sahand University of Technology, Iran.
Interests and expertise
Financial Mathematics, Stochastic dynamical systems, Stochastic Optimization and Multilinear Algebra
Teaching
2022/23: Statistics and Financial Mathematics (6G5Z3018)
Supervision
Supervising Master and undergraduate projects in Financial Mathematics
Research outputs
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Journal articles
Babaei, E., Evstigneev, I.V., Schenk-Hoppé, K.R., Zhitlukhin, M. 'Von Neumann-Gale Model, Market Frictions, and Capital Growth.' SSRN Electronic Journal,
Babaei, E., Evstigneev, I.V., Schenk-Hoppé, K.R. (2021) 'A multidimensional Fatou lemma for conditional expectations.' Positivity, 25(4) pp. 1543-1549.
Babaei, E., Evstigneev, I.V., Schenk-Hoppé, K.R., Zhitlukhin, M. (2021) 'Von Neumann–Gale model, market frictions and capital growth.' Stochastics, 93(2) pp. 279-310.
Babaei, E., Evstigneev, I.V., Schenk-Hoppé, K.R., Zhitlukhin, M. (2020) 'Von Neumann–Gale dynamics and capital growth in financial markets with frictions.' Mathematics and Financial Economics, 14(2) pp. 283-305.
Babaei, E., Evstigneev, I.V., Schenk-Hoppé, K.R. (2020) 'Log-optimal and rapid paths in von Neumann-Gale dynamical systems.' Journal of Mathematical Analysis and Applications, 481(2)
Babaei, E., Evstigneev, I.V., Pirogov, S.A. (2018) 'Stochastic fixed points and nonlinear Perron–Frobenius theorem.' Proceedings of the American Mathematical Society, 146(10) pp. 4315-4330.
Babaei, E., Zamani, Y., Shahryari, M. (2016) 'Symmetry Classes of Polynomials.' Communications in Algebra, 44(4) pp. 1514-1530.
Zamani, Y., Babaei, E. (2014) 'The dimensions of cyclic symmetry classes of polynomials.' Journal of Algebra and its Applications, 13(2)
Babaei, E., Zamani, Y. (2014) 'Symmetry classes of polynomials associated with the direct product of permutation groups.' International Journal of Group Theory, 3(4) pp. 63-69.
Babaei, E., Zamani, Y. (2014) 'Symmetry classes of polynomials associated with the dihedral group.' Bulletin of the Iranian Mathematical Society, 40(4) pp. 863-874.
Zamani, Y., Babaei, E. (2013) 'Symmetry classes of polynomials associated with the dicyclic group.' Asian-European Journal of Mathematics, 6(3)