News

Professor Jianqing Fan receives a SEAS Innovation Award
Jan. 27, 2017

Professor Fan’s research titled “Machine Learning Methods for Risk Estimation and Portfolio Selection” will focus on developing several statistical machine learning methods for volatility and risk estimation, portfolio selection, and analysis of high frequency financial data.

Professor Mengdi Wang receives NSF CAREER Award
Jan. 27, 2017

On February 1, 2017 Assistant Professor Mengdi Wang received the NSF Career Award for her project titled “Stochastic Nested Composition Optimization Problems”. The theoretical result and new methodology is expected to advance the theory of stochastic optimization as well as to provide algorithmic solutions to a variety of emerging applications…

Assistant Professor Mengdi Wang and Professor Warren Powell receive a SEAS Innovation Award
Jan. 27, 2017

Professors Powell and Wang’s research titled “Apply Machine Learning to Aid Clinical Decision-Making” will focus on healthcare analytics and decision-making using machine learning. The crux of the proposal states, “Healthcare costs have increased significantly in the past few decades due to cost-per-service incentive structure. Analytics tools…

Dario Villani (MFIN '02) Wins the 2016 Buy-Side Quants of the Year Award
Dec. 14, 2016

Dario Villani was named "Quant of the Year" by Risk Magazine, in recognition of Flylets and invariant risk metrics published in Risk.net and co-authored by Santhanam Nagarajan of Tudor and Kharen Musaelian (with research support by Deepika Pyla MFIN *15 and Joanne Im '15). The paper helped address the long-standing problem faced by fixed-income…

Georgina Hall wins INFORMS Student Paper Prize
Nov. 29, 2016

Georgina Hall has been named Winner of the 2016 INFORMS Computing Society Student Paper Prize. Ms. Hall, an ORFE PhD student, advised by Assistant Professor Amir Ali Ahmadi, accepted her prize at this year’s INFORMS Annual Meeting in Nashville for her paper titled “DC Composition of Nonconvex Polynomials with Algebraic Techniques”.

Professor William Massey receives Frank Broderick Award
Oct. 19, 2016

ORFE Professor William Massey ’77, was presented with the Frank Broderick Award on September 30, 2016. The Frank Broderick Award “is given to an individual who has demonstrated a deep commitment to social justice, compassion, and selflessness – qualities that supported Dr. Broderick in his courageous efforts to achieve racial integration of the…

Professor Rene Carmona to give Minerva Lectures this year
Oct. 6, 2016

Professor Rene Carmona, will give the Columbia University’s Minerva Lectures this year. His series of lectures will focus on “Mean Field Games” and takes place this October in New York. The Minerva Research Foundation, founded in 1993, promotes…

ORFE Senior Lydia Liu receives the Class of 1939 Princeton Scholar Award
Oct. 6, 2016

ORFE Senior Lydia Liu has received the Class of 1939 Princeton Scholar Award. This honor was awarded to Lydia at Opening Exercises on September 11, 2016. For the past three years Lydia has been honored at Opening Exercises. In 2014 she received the…

Assistant Professor Mengdi Wang Wins Young Researcher Prize
Aug. 22, 2016

At the 5th International Conference on Continuous Optimization of the Mathematical Optimization Society, Assistant Professor Mengdi Wang received the Young Researcher Prize in recognition of the paper "Stochastic Compositional Gradient Descent: Algorithms for Minimizing Nonlinear Functions of Expected Values. This paper was accepted for…

CAARMS 22 Conference
June 29, 2016

This year's CAARMS Conference was held at Princeton University and the Institute for Advanced Study. This was the twenty-second Conference for African American Researchers in Mathematical Sciences (CAARMS) spearheaded by ORFE Professor William Massey.

2016 Graduate School Hooding Ceremony
June 13, 2016

On May 30th the graduate students attended their Hooding Ceremony for advanced degree candidates in Jadwin Gym. ORFE Professor Ronnie Sircar was a speaker and Professors Powell and Fan took part in the formal hooding. Professor Powell is seen here with Daniel Jiang while Professor Fan is assisting Lu Xia. (Pictures Courtesy of Princeton…

Professors Massey and Kornhauser Attend the 2016 Commencement
June 10, 2016

Professor Alain Kornhauser, Director of Undergraduate Studies and Professor William Massey, Director of Graduate Studies, awaiting the 2016 Commencement ceremonies. (Picture Courtesy of Princeton University, Office of Communications, John Jameson 2006)

Assistant Professor Amir Ali Ahmadi wins the Howard B. Wentz, Jr. Junior Faculty Award
May 27, 2016

Amir Ali Ahmadi will use his Howard B. Wentz award, given by the School of Engineering and Applied Science, to enable him to fund his research in the theory of optimization and the computational aspects of dynamics and control. Amirali is confident that this "award will allow him to facilitate new international collaborations and allow him and…

Nana Aboagye Receives Teaching Award
Feb. 22, 2016

Nana Aboagye, a PhD student, has been awarded the Engineering Council Excellence in Teaching Award for his role as a Teaching Assistant in ORF 309 “Probability and Stochastic Systems” in the Fall of 2015.

National Science Foundation Expeditions Project
Feb. 18, 2016

Professor Powell, in the Department of Operations Research and Financial Engineering, will focus on developing accurate models of power grids supported by increasing levels of wind and solar energy. The challenge here is providing the high level of reliability to which we have become accustomed, using an energy source that exhibits variability…

Ahmadi Receives Google Faculty Award
Feb. 15, 2016

Professor Amir Ali Ahmadi has received a Google Faculty Award for his project titled "Scalable Sum of Squares Optimization in Machine Learning." Google Faculty Research Awards are one-year awards to support the research of world-class permanent faculty members at top universities around the world.

Liu Receives 2015 Teaching Award
Feb. 10, 2016

Professor Han Liu has been awarded the 2015 Teaching Award by the Engineering council for his teaching of ORF 350 "Analysis of Big Data". He is one of five professors who taught in 2015 to be selected for this honor.

Ahmadi receives NSF CAREER Award
Jan. 20, 2016

Professor Amir Ali Ahmadi has received a National Science Foundation (NSF) CAREER Award, effective February 1, 2016. The title of his project is "Polynomial Optimization and Dynamical Systems." Professor Ahmadi aims to develop efficient, convex optimization-based algorithms for polynomial optimization problems, with an emphasis on applications…

Ahmadi wins 2015 Best SICON Paper Prize
Nov. 13, 2015

Professor Amir Ali Ahmadi has been awarded with the 2015 Best SICON Paper Prize of the SIAM Activity Group on Control and Systems Theory. The prize is awarded every two years to the authors of the two most outstanding papers published in the SIAM Journal on Control and…

Liu Receives Faculty Award
June 8, 2015

Assistant Professor Han Liu received the Howard B. Wentz Jr. Junior Faculty Award from the School of Engineering and Applied Science (SEAS). The award was established to attract and retain the most talented junior faculty members in the School of Engineering and Applied Science. Han will use his Howard B. Wentz award to facilitate his research…