Group photo Professors and students of Oxford and Princeton on steps of Sherrerd Hall
November 20, 2018

The 11th Oxford-Princeton workshop on Financial Mathematics and Stochastic Analysis was held on Friday, November 16th and Saturday, November 17th, co-sponsored by ORFE, the Bendheim Center for Finance and the Oxford Mathematics department. Started in 2002 by Ronnie Sircar, Sam Howison, Rene Carmona and Terry Lyons, the workshop is held every 18 months or so, alternately in Princeton and Oxford. This year's meeting featured, among others, talks by ORFE assistant professors Miklos...

Jamol Pender, William Massey, Mykhaylo Shkolnikov, Daniel Lacker pose for picture at INFORMS with award.
November 7, 2018

Misha Shkolnikov received this year's Erlang Prize from the INFORMS Applied Probability Society. "This prestigious award is given every two years to one or two early career probabilists, who have made significant contributions to applied probability."

"The Applied Probability Society of INFORMS presents the 2018 Erlang Prize to Mykhaylo Shkolnikov for...

Georgina Hall_Katya Scheinberg_Amirali Ahmadi_awards
November 6, 2018

ORFE Assistant Professor Amir Ali Ahmadi and Georgina Hall *18, Assistant Professor at INSEAD, have received the Young Researchers Paper Prize for their joint work on their paper titled "On the construction of converging hierarchies for polynomial optimization based on certificates of global positivity". They will present their work at the 2018 INFORMS Annual Meeting this November.

October 26, 2018

On October 12th the Board of Trustees at Princeton University approved 22 faculty appointments , which included Mete Soner. Mete, who has been a professor of mathematics at ETH Zurich since 2009 and the Chair of their Math Department since 2017, was a founding faculty member of ORFE. He will rejoin the ORFE Department in the summer of 2019.

Picture of Ludovic Tangpi
October 26, 2018

This Fall the ORFE department welcomed Ludovic Tangpi as its newest Assistant Professor. Ludovic obtained his Master's degree from Stellenbosch University in Cape Town. Thereafter, he started his doctoral studies in Mathematics at Humboldt University in Berlin, through a scholarship of the Berlin Mathematical School. His thesis was completed in 2015 jointly with the University of Konstanz and was followed by a three-year postdoctoral research fellowship at the University of...

Montage of PDO Photos; Group Photo, Student Poster Presenter, Speaker
October 4, 2018

On Friday, September 28th, the inaugural Princeton Day of Optimization (PDO) took place in McDonnell Hall. This Princeton University multi-department event drew approximately 350 attendees representing over 50 academic and industrial institutions. ORFE was in full force with many students volunteering alongside the staff. The poster presentation in Taylor Commons was a beehive of activity with presenters, judges and attendees...