University of California Santa Barbara

Tomoyuki ICHIBA

Associate Professor, Department of Statistics & Applied Probability and Center for Financial Mathematics and Actuarial Research, and Mathematics in College of Creative Studies

at University of California Santa Barbara

Hello, I'm teaching and conducting research as an Associate Professor in the Department of Statistics & Applied Probability and of the Center for Research in Financial Mathematics at the University of California, Santa Barbara.


I was born in Tokyo, and grew up in Odawara city near Tokyo. I studied Science, Statistics and Economics at University of Tokyo in my undergraduate and master. In my Ph.D study I focused mainly on Probability Theory and Stochastic Portfolio Theory under the supervision of Ioannis Karatzas at Columbia University in the city of New York in 2009.

Now I live near UC Santa Barbara to continue my research in Financial Mathematics and in the theory of Stochastic Processes, in order to find ways to tackle challenging problems in contribution to the common wealth. Recent developments in Data Science are making some changes in our education system and research environments. Here, we teach effective use of advanced computational skills in Finance and other related fields, and we do research theory of stochastic processes in finance with some connections to Data Science. I take part in Data Science Initiative at UCSB.

CV [pdf 150kb]

Ph.D. Statistics, at Columbia University in May 2009.

Email address

ichiba [at mark] pstat [dot] ucsb [dot] edu


South Hall 5508 [map] University of California Santa Barbara

Mailing address

South Hall 5607 A, Department of Statistics & Applied Probability, University of California, Santa Barbara 93106