December 14, 2016

Dario Villani was named "Quant of the Year" by Risk Magazine, in recognition of Flylets and invariant risk metrics published in and co-authored by Santhanam Nagarajan of Tudor and Kharen Musaelian (with research support by Deepika Pyla MFIN *15 and Joanne Im '15). The paper helped address the long-standing problem faced by fixed-income traders who typically hedge against parallel shifts, steepening and convexity in the rate curve, but struggle to hedge more localised...

November 29, 2016

Georgina Hall has been named Winner of the 2016 INFORMS Computing Society Student Paper Prize. Ms. Hall, an ORFE PhD student, advised by Assistant Professor Amir Ali Ahmadi, accepted her prize at this year’s INFORMS Annual Meeting in Nashville for her paper titled “DC Composition of Nonconvex Polynomials with Algebraic Techniques”.

Professor Massey is pictured with the first recipient of the Broderick Award, Dr. Robert Rivers MD ’53.
October 19, 2016

ORFE Professor William Massey ’77, was presented with the Frank Broderick Award on September 30, 2016. The Frank Broderick Award “is given to an individual who has demonstrated a deep commitment to social justice, compassion, and selflessness – qualities that supported Dr. Broderick in his courageous efforts to achieve racial integration of the Princeton Summer Camp and to mobilize those who advocated for racial integration of Princeton University in the 1940s”.

Minerva Lectures logo indicating Columbia University Department of Mathematics affiliation.
October 6, 2016

Professor Rene Carmona, will give the Columbia University’s Minerva Lectures this year . His series of lectures will focus on “Mean Field Games” and takes place this October in New York. The Minerva Research Foundation, founded in 1993, promotes research in Mathematical and Statistical Sciences.

October 6, 2016

ORFE Senior Lydia Liu has received the Class of 1939 Princeton Scholar Award. This honor was awarded to Lydia at Opening Exercises on September 11, 2016. For the past three years Lydia has been honored at Opening Exercises. In 2014 she received the Freshman First Honor Prize and in 2015 the George B. Wood Legacy Sophomore Prize. All three of these honors have been in recognition of her...

Professor Wang on stage in front of projected slides.
August 22, 2016

At the 5th International Conference on Continuous Optimization of the Mathematical Optimization Society, Assistant Professor Mengdi Wang received the Young Researcher Prize in recognition of the paper "Stochastic Compositional Gradient Descent: Algorithms for Minimizing Nonlinear Functions of Expected Values. This paper was accepted for publication in Mathematical Programming and co-authored by Ethan X. Fang '16 and Assistant Professor Han Liu.

Professor Wang was...