News

Çinlar, Vanderbei co-author Book
Jan. 18, 2013

Professor Erhan Çinlar and Professor Robert J. Vanderbei have co-authored a new textbook on analysis.  Real and Convex Analysis, published by Springer, aims to provide an accessible introduction to real and convex analysis. It also lays the foundation…

Massey Selected AMS Fellow
Nov. 6, 2012

Professor William Massey has been selected as an inaugural Fellow of the American Mathematical Society (AMS). This distinguished honor not only recognizes substantial contributions to the mathematics profession, but also highlights exemplars of excellence in the field. ORFE congratulates Professor Massey on his selection as a member of this…

Thesis Highlighted by Forbes
Aug. 17, 2012

Forbes has published an article highlighting the thesis work of an undergraduate major of the Department of Operations Research and Financial Engineering (ORFE). The article summarizes ORFE major Chetan Narain's ('11) own senior thesis work modeling presidential election outcomes in relation to the speeches delivered by the candidates. Analysis…

Fan Elected Academician
July 9, 2012

Professor Jianqing Fan has been elected as Academician of Academia Sinica by the 30th Convocation of Academicians, July 2–5. The Academia Sinica is a Chinese national science academy in Taiwan, supporting research activities in mathematics, the…

Undergrad Wins Spirit Award
May 22, 2012

An undergraduate concentrating in operations research and financial engineering is among nine students that have been named winners of the 2012 Spirit of Princeton Award. The 

Van Handel Mentoring Honored
May 16, 2012

Assistant Professor Ramon van Handel is one of four faculty members selected to receive the Graduate Mentoring Award. Graduate students nominate faculty through the McGraw Center for Teaching and Learning in recognition of the faculty member's outstanding efforts as a mentor. The award will be given during the Graduate School hooding ceremony…

ORFE Commended for Teaching
May 9, 2012

The following ORFE faculty and graduate students are recognized for their outstanding teaching fall 2011!

Faculty Birgit Rudloff, ORF435, Financial Risk Management Ramon van Handel, ORF 474, Special Topics in OR&FE - Stochastic Methods for Quantitative FinanceGraduate Students Graduate Students Zach Feinstein,…
New ORFE Web Site and Logo
April 8, 2012

In April, 2012, the department of Operations Research and Financial Engineering launched a new web site, complete with an update to the departmental logo, originally conceived of by founding member and Chair, Professor Erhan Çinlar and David Bernstein as, "a stylized matrix.  [Where] the blocks of the matrix are supposed to convey…

Professor Robert J. Vanderbei selected as SIAM Fellow
March 30, 2012

Bob Vanderbei has been selected as Fellow of the Society for Industrial and Applied Mathematics (SIAM) for his contributions to technologies for exoplanet searches and to interior-point methods for nonlinear optimization. The SIAM Fellowship honors members who have made outstanding contributions to the fields served by the Society for…

van Handel Receives NSF CAREER Award
March 8, 2012

Prof. Ramon van Handel has received a National Science Foundation (NSF) CAREER Award, effective July, 1, 2012. The title of his project is "Conditional Theory of Large-Scale Stochastic Systems." Prof. van Handel aims to develop a systematic understanding of the interplay between complex models, randomness, and observed data that lies at the…

Shige Peng, Princeton Global Scholar will visit ORFE
Nov. 16, 2011

Shige Peng, Professor, School of Mathematics, Qilu Institute of Finance, Shandong University, has been appointed as a Princeton Global Scholar in the Departments of Operations Research and Financial Engineering, Mathematics, and the Program in Applied and Computational Mathematics. The Global Scholar Program recruits stellar scholars from…

Princeton’s Master of Finance Program Tops QuantNet Ranking
Nov. 7, 2011

Princeton University's Master of Finance program has placed among the top three Financial Engineering programs available nationwide, as ranked by QuantNet. The 2011 QuantNet Ranking of Financial Engineering Programs surveyed 22 masters programs in the areas of…

Jamol Pender wins INFORMS Student Contest
Oct. 12, 2011

Jamol Pender, fourth year graduate student in the Department of Operations Research and Financial Engineering (ORFE), has won the New Jersey Chapter of the Institute for Operations Research and the Management Sciences (INFORMS) Student Contest for 2011. Jamol's research presentation, “Skewness-Variance Approximation for Dynamic Rate Multi…

Schneider, Princeton Engineers Develop Planning Simulator
Aug. 26, 2011

“In 2003 Schneider decided to invest in a fleet-wide 'tactical planning simulator' that would use software algorithms to mimic the decision making of human dispatchers on an inhumanly large scale. Schneider looked to one of the leading practitioners of logistics simulation, Warren Powell, a professor of operations research and financial…

From wind power to electric cars, engineer Powell helps industry chart energy resources
March 4, 2011

From wind power to electric cars, engineer Powell helps industry chart energy resources.

E-Council honors Professor Erhan Çınlar with Lifetime Achievement Award
March 1, 2011

On February 24th, Professor Erhan Çınlar received a Lifetime Achievement Award from the Engineering Council in recognition of excellence in teaching. Lifetime Achievement Awards are presented once a professor has received over five Excellence in Teaching Awards from the E-Council.

Prof. Rigollet Receives NSF CAREER Award
Feb. 1, 2011

Prof. Philippe Rigollet has received a National Science Foundation (NSF) CAREER Award, effective July, 1, 2011. The title of his project is "Large Scale Stochastic Optimization and Statistics". Prof. Rigollet will study a unified treatment of a number of large scale problems emerging from statistical learning and from optimization under…

Princeton Probability and Statistics is "High-Impact"
Jan. 20, 2011

According to Science Watch, a weekly web publication by Thomson Reuters, Princeton University is a "high-impact" research institution in the areas of probability and statistics. Princeton claims the third spot among institutions ranked by the number of citations per paper. The comparison data was drawn from U.S.-based institutions, specifically…

Simao, Prof. Powell win Transportation Science Prize
Nov. 15, 2010

Hugo Simao and Warren Powell won the 2010 Best Paper Prize from the Society for Transportation Science and Logistics at the Informs annual meeting this fall.  The paper, entitled "An Approximate Dynamic Programming Algorithm for Large-Scale Fleet Management: A Case Application" uses…