Assistant Professor Philipee Rigollet has been selected to receive the Howard B. Wentz Jr. Junior Faculty Award from the School of Engineering and Applied Science (SEAS). "Intended to recognize and assist promising junior faculty members," this award will help further Rigollet's research interests in nonparametric statistics, statistical…
Graduate student Quentin Berthet and Assistant Professor Philippe Rigollet will receive the "best paper award" at this year's edition of the Conference On Learning Theory (COLT) for their paper "Complexity Theoretic Lower Bounds for Sparse Principal Component Detection"…
On March 29, 2013 the Columbia-Princeton Probability Day was hosted at Princeton University. The annual meeting, which is jointly organized by Columbia University and Princeton University, featured four distinguished speakers, Alice Guionnet (MIT), Michel Ledoux (Toulouse), Elchanan Mossel (Berkeley), and Assaf Naor (NYU), as well as two junior…
Professor Jianqing Fan has won the inaugural Pao-Lu Hsu Prize, presented every three years by the International Chinese Statistical Association (ICSA). The award is conferred upon an individual under the age of 50 who has made influential and fundamental contributions to any field…
For more than 15 years, the OJ Game, also known as the Princeton Orange Bowl, has been challenging teams of students in ORF411: Operations and Information Engineering to create the best virtual orange juice business. The teams are tasked with coordinating the operational and financial logistics of their virtual business in a real time…
Professor Erhan Çinlar and Professor Robert J. Vanderbei have co-authored a new textbook on analysis. Real and Convex Analysis, published by Springer, aims to provide an accessible introduction to real and convex analysis. It also lays the foundation…
Professor William Massey has been selected as an inaugural Fellow of the American Mathematical Society (AMS). This distinguished honor not only recognizes substantial contributions to the mathematics profession, but also highlights exemplars of excellence in the field. ORFE congratulates Professor Massey on his selection as a member of this…
Forbes has published an article highlighting the thesis work of an undergraduate major of the Department of Operations Research and Financial Engineering (ORFE). The article summarizes ORFE major Chetan Narain's ('11) own senior thesis work modeling presidential election outcomes in relation to the speeches delivered by the candidates. Analysis…
Professor Jianqing Fan has been elected as Academician of Academia Sinica by the 30th Convocation of Academicians, July 2–5. The Academia Sinica is a Chinese national science academy in Taiwan, supporting research activities in mathematics, the…
An undergraduate concentrating in operations research and financial engineering is among nine students that have been named winners of the 2012 Spirit of Princeton Award. The
Assistant Professor Ramon van Handel is one of four faculty members selected to receive the Graduate Mentoring Award. Graduate students nominate faculty through the McGraw Center for Teaching and Learning in recognition of the faculty member's outstanding efforts as a mentor. The award will be given during the Graduate School hooding ceremony…
The following ORFE faculty and graduate students are recognized for their outstanding teaching fall 2011!
Faculty Birgit Rudloff, ORF435, Financial Risk Management Ramon van Handel, ORF 474, Special Topics in OR&FE - Stochastic Methods for Quantitative FinanceGraduate Students Graduate Students Zach Feinstein,…In April, 2012, the department of Operations Research and Financial Engineering launched a new web site, complete with an update to the departmental logo, originally conceived of by founding member and Chair, Professor Erhan Çinlar and David Bernstein as, "a stylized matrix. [Where] the blocks of the matrix are supposed to convey…
Bob Vanderbei has been selected as Fellow of the Society for Industrial and Applied Mathematics (SIAM) for his contributions to technologies for exoplanet searches and to interior-point methods for nonlinear optimization. The SIAM Fellowship honors members who have made outstanding contributions to the fields served by the Society for…
Prof. Ramon van Handel has received a National Science Foundation (NSF) CAREER Award, effective July, 1, 2012. The title of his project is "Conditional Theory of Large-Scale Stochastic Systems." Prof. van Handel aims to develop a systematic understanding of the interplay between complex models, randomness, and observed data that lies at the…
Shige Peng, Professor, School of Mathematics, Qilu Institute of Finance, Shandong University, has been appointed as a Princeton Global Scholar in the Departments of Operations Research and Financial Engineering, Mathematics, and the Program in Applied and Computational Mathematics. The Global Scholar Program recruits stellar scholars from…
Princeton University's Master of Finance program has placed among the top three Financial Engineering programs available nationwide, as ranked by QuantNet. The 2011 QuantNet Ranking of Financial Engineering Programs surveyed 22 masters programs in the areas of…
Jamol Pender, fourth year graduate student in the Department of Operations Research and Financial Engineering (ORFE), has won the New Jersey Chapter of the Institute for Operations Research and the Management Sciences (INFORMS) Student Contest for 2011. Jamol's research presentation, “Skewness-Variance Approximation for Dynamic Rate Multi…
“In 2003 Schneider decided to invest in a fleet-wide 'tactical planning simulator' that would use software algorithms to mimic the decision making of human dispatchers on an inhumanly large scale. Schneider looked to one of the leading practitioners of logistics simulation, Warren Powell, a professor of operations research and financial…