ORFE graduate student Laura Leal, advised by Professor Rene Carmona, placed first in a competition organized by The Institut Louis Bachelier for her thesis titled “Optimal execution for high-frequency trading.” The object of the competition, open to PhD students and recent graduates, was for competitors to present their thesis in 3 minutes in a relatable, easy-to-understand way for people who are not familiar with the area but who would like to be exposed to new ideas.
News
March 25, 2021
This Fall ORFE will welcome Emma Hubert and Liza Rebrova as our newest faculty members. Professor Emma Hubert received her Ph.D in Applied Mathematics from Universite Gustave Eiffel in 2020. Professor Liza Rebrova received her Ph.D in Mathematics in 2018 from the University of Michigan.
Professor Hubert’s research is motivated by interactions and incentives. These terms are related in the context of her work focusing on the behavior of economic actors: interaction...
March 12, 2021
Two ORFE graduate students received the Excellence in Teaching Award from the School of Engineering and Applied Science. Both fifth year graduate students, Kun Lu received the honor for his work in ORF 474, Special Topics in Operations Research & Financial Engineering: High Frequency Markets: Models and Data Analysis and Zachary Hervieux-Moore received the award for his work in ORF 467, Transportation Systems Analysis. The award recipients are chosen solely by students...
March 4, 2021
Two Sigma, an investment firm with a scientific approach to investment management, awarded Professor Fan a Faculty Research Award for his “research and impressive mentorship of doctoral students within the fields of High Dimensional Statistics and Machine Learning.” The award comes with a gift to support his research in these areas.
February 19, 2021
Two ORFE students, Senior Eli Krahn and Junior Caroline Noonan, were named Academic All-Ivy for Fall 2020. This honor was bestowed on one student-athlete from each of the seven Ivy League sponsored sports. Senior Eli Krahn runs for the University’s Men’s cross-...
February 19, 2021
To accurately capture Earth on a flat surface “while keeping visual distortions at a minimum” requires writing a complicated Python code. ORFE Professor Robert Vanderbei wrote the code to create a re-imagined world map. His collaboration with Princeton University Professor Richard Gott III and David Goldberg, professor at Drexel University, “...
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