T. Zamrik

PhD, Imperial College London, 2011
Zamrik Quant Lab

My work is the mathematics of deciding under uncertainty: when to act, how hard, and what a crowd of such decisions does to a market. The tools are stochastic analysis, optimal control and stopping, and mean field games. The papers here are working papers and technical notes; the Notebook turns the same mathematics into stories, a wildfire season, a flock of starlings, a price racing to a barrier, with models you can run in the browser.

Dr. T. Zamrik

Research

36 working papers and technical notes, each with its own page, abstract and PDF.

Notebook

53 essays: a story first, then the mathematics, with data, code and live models.

Areas

Market Modeling · Stochastic Optimal Control · Stochastic Analysis · Mean Field Games · Mathematical Finance · Miscellaneous

How to cite

The form, with the paper’s own details:

T. Zamrik ({year}). {title}. {document type}, {serial}. {DOI where the paper has one, otherwise its address on this site}.

For example:

T. Zamrik (2026). A Leverage Cap on an Inconsistent Investor. Preprint, PR-2026-51037481. https://doi.org/10.5281/zenodo.22929860

The same, as BibTeX:

@misc{zamrik2026leverage,
  author = {Zamrik, T.},
  title  = {A Leverage Cap on an Inconsistent Investor},
  year   = {2026},
  note   = {Preprint, PR-2026-51037481},
  doi    = {10.5281/zenodo.22929860},
  url    = {https://zamrik.com/research-items/pr-2026-51037481/}
}

Elsewhere

Contact: info@zamrik.com