ORFE congratulates Professor Ludovic Tangpi on receiving his first NSF grant for his proposal entitled “Probabilistic Approach to Rough PDEs: Applications to Finance and Control”. The goal of this project is to develop novel probabilistic methods for the theoretical and numerical analysis of partial differential equations with irregular coefficients. The emphasis will be on equations arising in quantitative finance, various singular optimal control problems, and differential...
News
May 12, 2020
Professor Miklos Racz will use his Howard B. Wentz, Jr. Junior Faculty Award, given by the School of Engineering and Applied Science, to fund his research in probability, statistics, and their applications, with a focus on problems in combinatorial statistics. For instance, a recent thrust of Miklos's research program centers on fundamental inference questions concerning correlated networks. The award will allow Miklos and his students to continue building the theoretical...
May 12, 2020
Meghan Slattery is one of 10 students who won the 2020 Spirit of Princeton Award. This award is given for service and contributions to campus life. “It recognizes those who have demonstrated a strong commitment to the undergraduate experience through dedicated efforts in student organizations, athletics, community service, religious life,...
May 7, 2020
ORFE Professors Rene Carmona & Ronnie Sircar, along with Dr. Glen Swindle (Scoville Risk Partner) and Professor Michael Ludkovski *05 (University of California at Santa Barbara) have been awarded $3.5 million in funding from the U.S. Department of Energy’s Advanced Research Projects Agency-Energy (ARPA-E). The team will adapt the science of risk measures to quantify the reliability in production by individual electricity producers, from natural gas units to wind farms, and...
April 28, 2020
ORFE Senior Nicholas Johnson will be Princeton University’s Class of 2020 valedictorian. This exceptional honor makes Nicholas the first Princeton valedictorian majoring in ORFE. Nicholas' senior thesis is advised by ORFE Professor Miklos Racz, on“Sequential Stochastic Network Structure Optimization with Applications to Addressing Canada’s Obesity...
April 14, 2020
ORFE Professor Cattaneo, along with his colleague Michael Jansson of the University of California-Berkeley, were awarded a National Science Found award (NSF). They will focus their research on “Empirical work in Economics, Public Policy and other related disciplines”. Their proposed research will offer “new, modern statistical and econometric methods for analyzing complex and high-dimensional data”. In turn, this research will give to more credible empirical findings and hence...
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