Center for Applied Probability 

The objective of the Center of Applied Probability is to provide an umbrella under which diverse research and educational activities in probability and its applications can be focused and supported, especially at Columbia University, but with a view to local, national, and international visibility.

Center for Financial Engineering

The Center for Financial Engineering was established at Columbia University with the goal of encouraging interdisciplinary research on financial engineering and mathematical modeling in finance and promoting collaboration between Columbia faculty and financial institutions, through the organization of research seminars, workshops and the dissemination of research done by members of the Center.

Computational Optimization Research Center

Researchers at the Computational Optimization Research Center at Columbia University specialize in the design and implementation of state-of-the-art algorithms for the solution of large-scale optimization problems arising from a wide variety of industrial and commercial applications. CORC is an interdisciplinary group of researchers from a variety of departments from the Columbia campus. Its permanent members are professors Daniel Bienstock, Don Goldfarb, Garud Iyengar, Jay Sethuraman, and Cliff Stein, from the Industrial Engineering and Operations Research Department, and Professor David Bayer, from the Department of Mathematics at Barnard College.


Center for the Management of Systemic Risk

The Center for the Management of Systemic Risk conducts transdisciplinary research to understand and manage systemic risk in complex systems across technical, health, economic, and social domains. By conducting research to analyze all systemic failures, across different domains, from a unified, integrated, complex systems engineering perspective, we will gain a more thorough and complete understanding of the mechanisms, modalities, and fragilities in complex systems that lead to systemic failures. 


FDT Center on Intelligent Asset Management 

The research of the Center will focus on the exploration of theoretical underpinnings and modeling strategies for financial portfolio management through the introduction of big data analytical techniques.  The Center's research will combine modern portfolio theory, behavioral finance, machine learning and data science to study core problems including optimal asset allocation and risk management; and the research of the Center sits at the crossroad of financial engineering, computer science, statistics, and finance, aiming at providing innovative and intelligent investment solutions - all strengths of the School of Engineering and Applied Science at Columbia.


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