Agostino Capponi

Assistant Professor
535G S. W. Mudd Building

Agostino Capponi joined Columbia University's IEOR Department in August 2014, where he is also a member of the Institute for Data Science and Engineering.

His main research interests are in the area of networks, with a special focus on systemic risk, contagion, and control. In the context of financial networks, the outcome of his research contributes to a better understanding of risk management practices, and to assess the impact of regulatory policies aimed at controlling financial markets. He has been awarded a grant from the Institute for New Economic Thinking for his research on dynamic contagion mechanisms.

His research has been published in top-tier journals of Operations Research, Mathematical Finance, and Financial Economics, including Operations Research, Mathematics of Operations Research, Management Science, Review of Asset Pricing Studies, and Mathematical Finance. His work has also been published in leading practitioner journals and invited book chapters. Agostino is a frequently invited speaker at major conferences in the area of systemic risk. He has on-going collaborations with several governmental institutions that are tasked with the analysis of financial networks data, in particular the US Commodity Futures Trading Commission and the Office of Financial Research. Agostino holds a world patent for a target tracking methodology in military networks.

Agostino received his Master and Ph.D. Degree in Computer Science and Applied and Computational Mathematics from the California Institute of Technology, respectively in 2006 and 2009.

Research Interests: 
Research Interests: 
Risk Management
Research Interests: 
Stochastic Control
Research Interests: 
Systemic Risk

500 W. 120th St., Mudd 315, New York, NY 10027    212-854-2942                 
©2014 Columbia University