ProfessorThomas Cass

Professor Cass’s research interests span pure and applied mathematics with a focus on probability, stochastic analysis, mathematical data science and mathematical finance. His research uses rough analysis and rough path theory, a major tool in the study of random systems over the past two decades. Together with his collaborators at DataSig, he has adapted rough analysis to provide a set of practical tools in contemporary machine learning and data science with applications ranging from radioastronomy to molecular biology. He has written landmark publications in rough analysis in journals such as the Annals of Mathematics and the Annals of Probability, as well as leading journals and conferences in machine learning.