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Assoc. Prof. Dr. Nacira Agram | Mathematics | Best Researcher Award

Mathematics Department at KTH Royal, Algeria

Dr. Nacira Agram is an Associate Professor in the Department of Mathematics at KTH Royal Institute of Technology in Stockholm, Sweden. With a robust academic background and extensive research experience, her work primarily focuses on stochastic analysis, optimal control theory, and their applications in finance, insurance, and biology. Dr. Agram has made significant contributions to the field of applied mathematics, particularly in the study of stochastic differential equations and backward stochastic differential equations. Her research is characterized by a deep integration of theoretical mathematics with practical problem-solving, aiming to develop models that address real-world challenges. In addition to her research, Dr. Agram is actively involved in teaching and mentoring, guiding both master’s and doctoral students in their academic pursuits. Her international experience spans multiple countries, reflecting a commitment to fostering global academic collaborations and contributing to the advancement of mathematical sciences.

Professional Profile

Education

Dr. Agram’s academic journey began at the University of Biskra in Algeria, where she earned her Bachelor’s degree in Mathematics in 2008. She continued at the same institution to obtain her Master’s degree in Mathematics in 2010, focusing on stochastic analysis and optimal control. Her passion for these subjects culminated in a Ph.D. in Applied Mathematics from the University of Biskra in 2013, with a dissertation titled “Optimal Control in Infinite Time Horizon.” In 2021, Dr. Agram achieved the title of Docent from Linnaeus University in Växjö, Sweden, recognizing her substantial contributions to research and teaching in mathematics. This progression through rigorous academic training has equipped her with a solid foundation in both theoretical and applied aspects of mathematics, enabling her to tackle complex problems in her subsequent research and professional endeavors.

Professional Experience

Dr. Agram’s professional trajectory is marked by a series of esteemed positions across various academic institutions. Following her Ph.D., she served as an Associate Professor at the University of Biskra from 2014 to 2019, where she was instrumental in advancing the department’s research profile. She then pursued postdoctoral research at the University of Oslo in Norway between 2016 and 2018, collaborating on projects involving stochastic processes. In 2019, Dr. Agram joined Linnaeus University in Växjö, Sweden, as a Tenure-Track Assistant Professor, further honing her research and teaching skills. Her career advanced as she assumed the role of Associate Professor at KTH Royal Institute of Technology in March 2022, where she continues to contribute to the fields of probability, mathematical physics, and statistics. Throughout her career, Dr. Agram has demonstrated a commitment to academic excellence, interdisciplinary collaboration, and mentorship, impacting both her students and the broader mathematical community.

Research Interests

Dr. Agram’s research interests are centered around applied mathematics, with a particular emphasis on stochastic processes and optimal control theory. She delves into stochastic differential equations, backward stochastic differential equations, and partial differential equations, exploring their applications in various domains such as finance, insurance, and biology. Her work often involves the development of deep learning and reinforcement learning algorithms to solve complex optimal control problems, aiming to enhance decision-making processes in uncertain environments. Dr. Agram is also interested in the interplay between stochastic analysis and machine learning, seeking to leverage data-driven approaches to inform and improve mathematical models. Her interdisciplinary approach reflects a dedication to addressing practical problems through rigorous mathematical frameworks, contributing to advancements in both theory and application.

Research Skills

Dr. Agram possesses a diverse set of research skills that underpin her contributions to applied mathematics. She is proficient in stochastic modeling, adept at formulating and analyzing models that incorporate randomness to reflect real-world uncertainties. Her expertise extends to optimal control theory, where she develops strategies to influence dynamic systems towards desired objectives. Dr. Agram is skilled in the application of deep learning techniques, utilizing neural networks to approximate complex functions and solve high-dimensional problems. Her programming capabilities in Python, MATLAB, and C++ facilitate the implementation and simulation of mathematical models, enabling her to test hypotheses and validate theoretical findings. Additionally, her multilingual proficiency in Arabic, French, English, Norwegian, and Swedish enhances her ability to collaborate across diverse cultural and academic settings, fostering international research partnerships.

Awards and Honors

Throughout her career, Dr. Agram has been recognized for her academic excellence and research contributions. She has been the recipient of several prestigious grants, including a Starting Grant from KTH in 2024 amounting to 3 million SEK, and a VR Project Grant in 2020 totaling 3.6 million SEK, underscoring the significance and impact of her research endeavors. Her early academic achievements were marked by accolades such as the Best Bachelor Student Prize in 2008, Best Master Student Prize in 2010, and the First Ph.D. Defense Prize in 2013 from the University of Biskra, highlighting her consistent dedication to scholarly excellence. In 2017, Dr. Agram was selected to participate in the 5th Heidelberg Laureate Forum, an honor that connects promising researchers with laureates in mathematics and computer science, reflecting her standing in the global scientific community. These honors collectively attest to Dr. Agram’s sustained commitment to advancing mathematical sciences and her influence as a leading researcher in her field.

Conclusion

Dr. Nacira Agram exemplifies a distinguished scholar whose career seamlessly integrates rigorous research, dedicated teaching, and impactful mentorship. Her extensive work in stochastic analysis and optimal control has not only advanced theoretical mathematics but also provided practical solutions to complex problems in finance, insurance, and biology. Dr. Agram’s ability to secure significant research funding and her recognition through various awards underscore the value and relevance of her contributions to the scientific community. Her commitment to fostering international collaborations and guiding the next generation of mathematicians reflects a holistic approach to academia, where knowledge creation and dissemination go hand in hand. As she continues her tenure at KTH Royal Institute of Technology, Dr. Agram remains poised to make further strides in her research, inspiring both her peers and students through her exemplary dedication to the advancement of mathematical sciences.

Publication Top Notes

  1. “Deep learning for quadratic hedging in incomplete jump market”

    • Authors: Nacira Agram, Bernt Karsten Øksendal, Jan Rems
    • Year: 2024
    • Citations: 1
  2. “Optimal stopping of conditional McKean–Vlasov jump diffusions”

    • Authors: Nacira Agram, Bernt Karsten Øksendal
    • Year: 2024

Nacira Agram | Mathematics | Best Researcher Award

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