News

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…

Çınlar receives Award for Distinguished Teaching
June 2, 2010

At Commencement ceremonies Tuesday, June 1st, Professor Erhan Çınlar received the President's Award for Distinguished Teaching. A committee of faculty, undergraduate and graduate students and academic administrators selected the winners from nominations by current students, faculty colleagues and alumni.

Jelena Bradic and Xu Han Recipients of the 2010 IMS Laha Award
May 27, 2010

ORFE Graduate Student, Jelena Bradic and Postdoctoral Research Associate and Lecturer, Xu Han are recipients of the IMS Laha Award.  Each year IMS selects only ten people to receive this award which enables the awardee to travel to present a paper…

Dr. Ke Yu accepted position of Associate at JP Morgan
May 24, 2010

Ke Yu successfully defended his PhD dissertation, May 21, 2010.   His thesis is titled, "High Frequency Data Based Asset Allocation and Dynamic Covariance Matrix Modeling".  Ke received his Bachelor's degree in Mathematics and Statistics from the Univ. of Oxford and earned his MSc in Financial Math from Stanford.  His research…

Yang Feng appointed Assistant Professor at Columbia University, Department of Statistics
May 13, 2010

Congratulations to Yang Fang who successfully defended his PhD dissertation, May 6, 2010.   His thesis is titled, High-dimensional Statistical Learning and Nonparametric Modeling.
 
Yang received his Bachelor's degree in Mathematics in 2006 from University of Science and  Technology of China.  His research…

Congratulations to E-Council Excellence in Teaching Award Recipients
May 13, 2010

The department would like to congratulate the most recent recipients of the E-Council Excellence in Teaching Award.  The award ceremony took place on May 6, 2010 in the Friend Center Convocation Room.  The recipients included:

Professor Erhan Çinlar, E-Council Excellence in Teaching Award for ORF 309, Fall 2009 Professor…
ORFE graduate student, Jelena Bradic, selected to receive an APGA Teaching Award
May 10, 2010

Jelena Bradic has been selected by the Association of Princeton Graduate Alumni (APGA) to receive an APGA Teaching Award for her work as an assistant in instruction for ORF 245.  The award recognizes and honors graduate students who have made a significant contribution to undergraduate teaching. The award will be presented to her at APGA's…

ORFE @ 10: Celebrating 10 years of Operations Research & Financial Engineering
May 6, 2010

Friday, April 23, 2010, ORFE celebrated it's 10th anniversary.  The department welcomed back many undergraduate and graduate alumni for an eventful day of activities including panel discussions on the financial crisis and energy and climate change.

 

ORFE Senior, Katie Hsih, awarded 2010 ReachOut Grant for Public Service
March 2, 2010

Katie Hsih '10 who is pursuing a major in ORFE and certificates in global health and health policy and engineering biology, has been awarded a 2010 fellowship from ReachOut 56-81 to support a year-long public serivce project after graduation…

Launch of SIAM Journal on Financial Mathematics
Jan. 25, 2010

The SIAM Journal on Financial Mathematics launched January 21, 2010.
 
ORFE Professors René Carmona and Ronnie Sircar are Editors-in-Chief of this latest journal that brings together theoretical developments in financial mathematics as well as breakthroughs in the computational challenges they encompass. It provides a common…

Operations Research at UPS
Jan. 21, 2010

The "OR/MS Today" newsletter (for Informs) included an article about operations research at UPS.  The article touches on the work that UPS is funding at CASTLE Lab, where we are building an optimization module that is part of a load planning tool (plans how shipments are routed through the…

ORFE's Professor Kornhauser *71 is keynote speaker at computer festival
Dec. 9, 2009

Professor Alain Kornhauser gave the keynote address at the 34th Trenton Computer Festival and Hamfest, the longest continuously running personal computer show in the world. He spoke on "The Car of Tomorrow", a truly autonomous highway vehicle that can drive itself.  Professor Kornhauser is the lead faculty advisor to the PAVE team …

Pupils Go Paperless in ORF405
Oct. 21, 2009

"84 students in ORF 405: Regression & Applied Time Series are trying to do away with paper entirely. … professor Rene Carmona, who teaches ORF 405, has eliminated the use of paper in his course by assigning problem sets on the computer and having students submit them through Blackboard. Graders give feedback on the homework by writing…

Optimal Learning for Drug Discovery in Ewing's Sarcoma claims Honors
Oct. 21, 2009

Diana Negoescu '09 and Peter Frazier *09 have received honorable mention in the first 'Doing Good with Good OR' competition sponsored by Informs. The competition recognizes students or student groups whose projects are likely to have a significant impact on society through the application of operations research methods. Their project addressed…

CASTLE Laboratory receives the 2009 Daniel H. Wagner Prize presented at INFORMS 2009
Oct. 21, 2009

Hugo Simao and Warren Powell were recipients of the 2009 Wagner Prize awarded by Informs for applications which make a methodological contribution.  Their work addressed the problem of modeling the fleet operations of Schneider National, one of the largest truckload motor carriers in the…

Carmona Calculates a Cooler Planet
Oct. 21, 2009

"In recent months, [Prof. René] Carmona, the Paul Wythes '55 Professor of Engineering and Finance, has leveraged his expertise in the mathematical modeling of financial markets and other complex systems to develop models to guide cap-and-trade policies intended to curb greenhouse gas emissions.

'It's a very politically charged issue,'…

ORFE Major Evans Xiang '10 awarded the George B. Wood Legacy Junior Prize
Sept. 14, 2009

At Opening Exercises on September 13th, 2009, Yu (Evans) Xiang '10 was announced as a co-recipient of
the university's George B. Wood Legacy Junior Prize, which is given to a member of the senior class in recognition of exceptional academic achievement during the junior year. Evans' research interests are in probability theory and…

Junior Wins $100,000 Grant for Diabetic iPhone App
Aug. 25, 2009

"[Matthew] Connor, a rising Princeton junior majoring in operations research and financial engineering, worked with his brother Michael, a 2007 graduate of Washington University in St. Louis, to develop an iPhone application to help diabetics manage their disease.

Now,…

Ramon van Handel receives the 2009 SIAG/CST Best SICON Paper Prize
June 16, 2009

Ramon van Handel, a Postdoctoral Associate and Lecturer with the department's Research Training Group (RTG) in Stochastic Analysis & Applications, and an Assistant Professor in ORFE from September 1, 2009, will be awarded the 2009 SIAG/CST Best SICON Paper Prize at the SIAM Conference on Control and Its Applications (CT09), to be held July…

Rene Carmona, Paul Wythes '55 Professor of Engineering and Finance selected as Fellow of the Society for Industrial and Applied Mathematics
May 1, 2009

The SIAM Fellowship honors members who have made outstanding contributions to the fields served by the Society for Industrial and Applied Mathematics.