March 2, 2017

Professor Han Liu and PhD student Ziwei Zhu have received The Excellence in Teaching Award for the School of Engineering and Applied Science. This honor was received for their work in the spring of 2016 in ORF 350, Analysis of Big Data.

Photos of Professor Ahmadi and Professor Liu side by side.
March 2, 2017

Assistant Professors Amirali Ahmadi and Han Liu each won a 2017 Sloan Research Fellowship. The Alfred P. Sloan Foundation awards these fellowships to early-career scholars who represent the most promising scientific researchers. Professor Ahmadi’s research focuses on three specific areas of activity: Semidefinite optimization; Algebraic methods in Optimization; Optimization in dynamical systems. Professor Liu’s research focuses on developing a new field named Combinatorial...

Professor Jianqing Fan in closeup in front of Sherrerd Hall sculpture.
January 27, 2017

Professor Fan’s research titled “Machine Learning Methods for Risk Estimation and Portfolio Selection” will focus on developing several statistical machine learning methods for volatility and risk estimation, portfolio selection, and analysis of high frequency financial data.

Professor Wang
January 27, 2017

On February 1, 2017 Assistant Professor Mengdi Wang received the NSF Career Award for her project titled “Stochastic Nested Composition Optimization Problems”. The theoretical result and new methodology is expected to advance the theory of stochastic optimization as well as to provide algorithmic solutions to a variety of emerging applications. The CAREER Award, the most prestigious award from the NSF in support of junior faculty, is given to those who effectively integrate...

Professor Powell and Professor Wang seated in Sherrerd Hall atrium.
January 27, 2017

Professors Powell and Wang’s research titled “Apply Machine Learning to Aid Clinical Decision-Making” will focus on healthcare analytics and decision-making using machine learning. The crux of the proposal states, “Healthcare costs have increased significantly in the past few decades due to cost-per-service incentive structure. Analytics tools for managing the healthcare costs generated from clinical episodes remain underdeveloped”. The research team, which will consist of...

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...