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 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”.

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, 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 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…

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…

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.

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…

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)

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, 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.

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…

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.

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.

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…

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…

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…

To Ramon van Handel, the mathematics of randomness has the potential to touch on everything, from finding a cure for cancer to creating a better weather prediction system, which is why the Dutch professor dives into this universe with fervor to better understand it.

“What makes me excited is when I understand a basic probabilistic…

Sebastien Bubeck has been awarded the 2015 Alfred P. Sloan Research Fellow in Computer Science. The $50,000 fellowship recognizes promising early career scientists who have been nominated by their colleagues.

Prof. Han Liu has received a National Science Foundation (NSF) CAREER Award, effective September, 1, 2015. The title of his project is "An Integrated Inferential Framework for Big Data Research and Education". Prof. Liu aims to develop a new generation of inferential tools for assessing uncertainty of complex statistical machine learning…