News

ORFE Congratulates William England, '07 on Admittance to Oxford
Jan. 12, 2007

The Department of Operations Research & Financial Engineering would like to extend its sincerest congraduations to William England, Class of '07, on admittance to the graduate program in Mathematical and Computational Finance at Oxford University. William had these comments to add about his undergraduate experience at Princeton and decision…

Simao, Sircar Recognized for Excellence in Teaching
Dec. 18, 2006

"Hugo Simao, Senior Operations Research Engineer, and Ronnie Sircar, Associate Professor of Operations Research and Financial Engineering, were recently presented with Excellence in Teaching Awards from Princeton’s Engineering Council."

Prof. Çinlar, Fan recognized for Outstanding Teaching by SEAS, Students
Dec. 18, 2006

Prof. Erhan Çinlar and Jianqing Fan were recognized this month by the School of Engineering and Applied Science for Outstanding Teaching during the spring semester of 2006. The commendation is awarded to those receiving the highest student evaluations for a given graduate or undergraduate level course. Specifically, Prof. Çinlar was recognized…

Fan recipient of Humboldt Research Award for Senior US Scientists
Dec. 5, 2006

Professor Jianqing Fan has been elected the recipient of a Humboldt Research Award for Senior US Scientists. This research award honors the academic achievements of the award winner's lifetime.  Recipients are invited to contribute to the promotion of scientific cooperation between research institutions in both countries.

ORFE Congratulates Graduate Student Christian Goulding on INFORMS Presentation Award
Dec. 5, 2006

Christian Goulding, a second year ORFE graduate student, was recently awarded the INFORMS Interactive Presentation Award, 1st Place. The award was presented at the 2006 INFORMS Annual Meeting, November 5 - 8, 2006 in Pittsburgh, PA.

The award was for Christian's presentation based on his recent paper "Bayesian sequential change…

President and COO of Lehman Brothers to present at The Business Today Princeton Seminar
Dec. 4, 2006

The Business Today Princeton Seminar Series pleased to present an evening seminar with Joseph M. Gregory, President and Chief Operating Officer of Lehman Brothers, on Thursday, December 7th at 7.30 pm in Dodds Auditorium, Robertson Hall. A renowned innovator of global finance, Mr. Gregory has been with Lehman Brothers for over 30 years. He will…

Prof. Massey's Distinguished Career of Mentorship and Achievement Profiled
Oct. 24, 2006

"On Nov. 3, Massey, the Edwin S. Wilsey Professor of Operations Research and Financial Engineering and a 1977 Princeton alumnus, will receive the Blackwell-Tapia Prize at the Institute for Mathematics and its Applications in Minneapolis. The prize is in recognition of his outstanding record of achievement in mathematical research and his…

DARPA Crew Readies for New Challenge
Oct. 24, 2006

"More than 20 University undergraduates and six professors are constructing an autonomous vehicle that can navigate a 60-mile simulated urban driving course in less than six hours.

...

"In the past, the challenge has required competitors to navigate self-driven vehicles along a 132-mile route through the Mojave Desert,…

Prof. Massey, Vanderbei to receive INFORMS Fellow Awards
Oct. 2, 2006

ORFE is proud to announce that Professor Bill Massey and Department Chair Professor Robert Vanderbei have been selected as INFORMS Fellows in recognition of their outstanding contributions to the OR/MS profession.

The Fellow Awards will be presented at a ceremonial luncheon on Monday, November 6.

The Fellow Award is one of…

ORFE Welcomes New Faculty, Visitors for '06
Aug. 30, 2006

ORFE extends a warm welcome to Birgit Rudloff, Assistant Professor.We also welcome Kenan Trust Visiting Professor Richard D. De Veaux…

Carmona Publishes Interest-Rate Models
July 29, 2006

"Interest Rate Models: an Infinite Dimensional Stochastic Analysis Perspective studies the mathematical issues that arise in modeling the interest rate term structure. These issues are approached by casting the interest rate models as stochastic evolution equations in infinite dimensional function spaces. The book is comprised of three parts…

Prof. Cheridito receives Junior Faculty Award
June 9, 2006

Applied Science award recognizing his achievements as a Junior member of the faculty. Presented by Associate Dean of Engineering Margaret Martonosi, the school writes:

"Patrick Cheridito, assistant professor of operations research and financial engineering, received the Alfred Rheinstein Award. Cheridito has published numerous papers…

ORFE Congratulates the Class of 2006
June 1, 2006

The Department of Operations Research and Financial offers sincerest wishes to the Graduating Class of 2006!

Professor Massey Receives Blackwell-Tapia Prize
April 26, 2006

The National Blackwell-Tapia Committee is pleased to announce that the 2006 Blackwell-Tapia Prize will be awarded to Dr. William A. Massey, Edwin S. Wiley Professor of Operations Research and Financial Engineering at Princeton University.

This prize is awarded every second year in honor of the legacy of David H. Blackwell and Richard…

Excellence in Teaching Awards for Prof. Lando, Grad. Papageorgiou
April 26, 2006

On Tuesday, April 25 two members of the ORFE department received recognition for their teaching efforts during the Fall semester of 2005. In a ceremony organized by the Engineering Council (E-Council) and the Graduate Engineering Council (GEC), visiting Professor David Lando and graduate student Evan Papageorgiou, among others, were awarded…

Top Mathematicians Gather to Honor Princeton’s Erhan Çinlar
April 3, 2006

Nearly 100 leading mathematicians specializing in probability gathered in Princeton March 22 to honor Prof. Erhan Çinlar on his 65th birthday.

Those attending Çinlar’s Day, and the three-day Seminar on Stochastic Processes that followed it, constituted a veritable Who’s Who of probability research.

“The most amazing thing…

'Traffic Buster' Prof. Kornhauser featured as Innovator in Princeton Alumni Weekly
March 22, 2006

Professor Alain Kornhauser *71 of Operations Research & Financial Engineering is developing a way to use mapping software to reduce traffic jams. His research and work towards integrating this functionality into cell phones was recently a featured story in the Princeton Alumni Weekly publication.

Café Exhibition of the Astrophotography of Prof. Vanderbei
Feb. 12, 2006

The "Astrophotography of Prof. Vanderbei" is the current exhibition in the EQUAD Café.  With a kickoff Opening Reception at 4pm Monday, February 13th; the exhibition runs from February 13th to March 10th.

CBS Reports Mulvey Research on Investment Diversification Strategy Risk
Feb. 9, 2006

CBS MarketWatch reports on research by John Mulvey suggesting that typical investment diversification strategies carry more risk than expected.

ORFE Students Place in Trading Simulation
Feb. 9, 2006

"The ORFE 'Fat Tails' placed 12th at an international trading competition in Montreal last weekend, beating out the two other American teams in the competition."