Our faculty members have deep expertise in a wide variety of areas, including:
Option pricing, asset allocation, computational finance, behavioral finance, mathematical statistics, data mining and risk management
Supply chain management, inventory control, logistics, pricing & revenue management and social networks
Applied probability, stochastic modeling, stochastic processes, queueing networks and simulation
- Mathematical programming, combinatorial optimization, graph theory, convex optimization, robust optimization, scheduling, network algorithms, computational biology, communication and information theory
The IEOR Department also collborates with the Academy of Certified Portfolio Managers (ACPM) to deliver a curriculm for the Certified Portfolio Management Program.
Please feel free to contact Dr. Jenny Mak to discuss research collaborations you and/or your organization may have.