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…
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…
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…
ORFE Professor Boris Hanin is organizing an online summer school for graduate students interested in the theory of deep learning. Support for the Deep Learning Theory Summer School at Princeton comes from the
Professor Robert C. Hampshire *07 was appointed Principal Deputy Assistant Secretary for Research and Technology in the Biden administration. Robert, an associate professor at the University of Michigan’s…
ORFE Professor Bartolomeo Stellato and co-authors have been awarded the 2020 Best Paper Award from the journal Mathematical Programming Computation. The paper introduced OSQP, an industry-grade open-source software for solving quadratic…
ORFE graduate students Laura Leal and Jiacheng Zhang received the SEAS Award for Excellence. Laura, advised by Professor Rene Carmona, works in financial market microstructure. Her recent research projects are on: “optimal execution using deep neural networks; explainability and interpretability of neural network models; high-frequency…
The American Mathematical Society has named Professor Rene Carmona a Fellow in the 2021 Class of Fellows of the AMS “for contributions to probability theory and its applications to mathematical physics, image processing and financial mathematics.”
“The…
Congratulations to ORFE majors Karena Yan and Taishi Nakase on being awarded two of Princeton University’s highest academic prizes. Sophomore Karena Yan received the Freshman First Honor Prize which is awarded to …
Nicholas Johnson ‘20, is featured in the Fall issue of “Diversity in Action” Magazine for his epic achievement as Princeton University’s first Black valedictorian. Within the article, Nicholas credits ORFE Professor William Massey *77, as a …
Having concluded an impressive 15 consecutive years as Director of Undergraduate Studies (DUS) in ORFE, Professor Alain Kornhauser *71 continues the tradition this fall. When asked why he’s chosen to remain in this role he replies, “I enjoy it, it’s not work because I like doing it.” He is not the only one who is grateful for his continued…
ORFE Professor Jianqing Fan published a new book titled “Statistical Foundations of Data Science” which aims at providing graduate students and researchers a comprehensive view on the modern statistical theory and methods for data science.
This book, co-authored with Runze Li, Cun-Hui Zhang and Hui Zou was 10 years in the making…
Prior to joining ORFE, Boris Hanin was an Assistant Professor in the Mathematics department at Texas A&M, following an NSF Postdoc at MIT in Mathematics. He obtained a PhD from the Mathematics department at Northwestern. He has recently held visiting positions at…
Professor Bill Massey’s accomplishment at becoming the first Black mathematician to receive tenure at an Ivy League university is highlighted in a Daily Princetonian article which outlines his key experiences in…
At our inaugural (and virtual) Graduate Class Day on June 1, we recognized 10 students receiving their ORFE Ph.D., and one student receiving his ORFE M.S.E degree. The students' thesis advisers led the congratulations, and students contributed recordings or live remarks about their past 4-5 years at Princeton. Details on their impressive first…
On Monday, June 1st The Great ORFE Class of 2020 virtually celebrated Class Day. Via Zoom 17 students were awarded prizes from eight prize categories. A list of winners and their thesis titles can be found on the Undergraduate Awards page.
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…
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…
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…
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…