|
2015 |
|
Carlos Adrian Abad Lopez
Prof. Garud Iyengar
|
Smart Grid Risk Management
|
Juan Li
Prof. Jose Blanchet
|
Stochastic Networks: Modeling, Simulation Design and Risk Control
|
Aya Wallwater
Prof. Jose Blanchet
|
Perfect Simulation and Optimal Deployment Strategies for Detection
|
|
Andrei Simion
Prof. Michael Collins
Prof. Cliff Stein
|
A Family of Latent Variable Convex Relaxations for IBM Model 2
|
Xin Li
Prof. Tim Leung
|
Optimal Multiple Stopping Approach to Mean Reversion Trading
|
Marco Santoli
Prof. Steve Kou
|
Methods for Pricing Pre-Earnings Equity Options and Leveraged ETF Options
|
Peter Maceli
Prof. Maria Chudnovsky
|
Excluding Induced Paths: Graph Structure and Coloring
|
|
2014 |
|
Chen Chen
Prof. Jay Sethuraman
|
Theory of Systemic Risk
|
Bo Huang
Prof. Don Goldfarb
|
Convex Algorithms and Recovery Theories in Sparse Modeling in Machine Learning
|
Jing Dong
Prof. Mariana Olvera-Cravioto
|
Studies in Stochastic Networks: Efficient Monte-Carlo Methods, Modeling and Asymptotic Analysis
|
Shyam Sundar Chandramouli
Prof. Jay Sethuraman
|
Network Resource Allocation Under Fairness Constraints
|
Irene Song
Prof. Daniel Bienstock
|
New Quantitative Approaches to Asset Selection and Portfolio Construction
|
Matthieu Plumettaz
Prof. Maria Chudnovsky
|
Graph Structure and Coloring
|
Hailey Song Hee Kim
Prof. Daniel Bienstock
|
Data-Driven Decisions in Service Systems
|
Tulia Herrera Humphries
Prof. Daniel Bienstock
|
On the Kidney Exchange Problem and Online Minimum Energy Scheduling
|
Andrew Ahn
Prof. Jay Sethuraman
Prof. Ward Whitt
|
Essays in Financial Engineering
|
Chun Wang
Prof. Jay Sethuraman
|
High Dimensional Portfolio Management: Tax, Execution and Information Relaxation
|
Xinyun (Traci) Chen
Prof. Jose Blanchet
|
Perfect Simulation, Sample-Path Large Deviations, and Multiscale Modeling for Some Fundamental Queueing Systems
|
Jinbeom Kim
Prof. Tim Leung
|
Pricing, Trading, and Clearing Defaultable Claims Subject to Counterparty Risk
|
Yupeng Chen
Prof. Steve Kou
|
Essays on Inventory Management and Conjoint Analysis
|
Haowen Zhong
Prof. Steve Kou
|
Two Papers of Financial Engineering Relating to the Risks of the 2007-2008 Financial Crisis
|
|
2013 |
|
Shuheng (John) Zheng
Prof. Jose Blanchet
|
Stochastic Approximation Algorithms in the Estimation of Quasi-Stationary Distributions
|
Rodrigo Carrasco
Prof. Garud Iyengar &
Prof. Cliff Stein
|
Resource Cost Aware Scheduling Problems
|
Alexander Michalka
Prof. Daniel Bienstock
|
Cutting Plane Techniques for Convex Objective Nonconvex Optimization
|
Menghui Cao
Prof. Steve Kou
|
From Continuous to Discrete: Results on the Probabilities and Monte Carlo Simulations for the Pricing of Barrier Options and American Options
|
Arseniy Kukanov
Prof. Rama Cont
|
Stochastic Models of Limit Order Markets
|
Zhiwei (Tony) Qin
Prof. Don Goldfarb
|
Optimization Algorithms for Structured Machine Learning and Image Processing Problems
|
Xingbo Xu
Prof. Paul Glasserman
|
Financial Portfolio Risk Management: Model Risk, Robustness and Rebalancing Error |
Krzysztof Choromanski
Prof. Maria Chudnovsky
|
Tournaments with Forbidden Substrutures and the Erdos-Hajnal Conjecture
|
|
2012 |
|
Behzad Nouri
Prof. Paul Glasserman
|
Pricing and Risk Implications of Contingent Capital
|
Ana Cecillia Zenteno Langle
Prof. Daniel Bienstock
|
Models for Managing the Impact of an Influenza Pandemic
|
Yixi Shi
Prof. Jose Blanchet
|
Rare Events in Stochastic Systems: Modeling, Simulation Design and Algorithm Analysis
|
Ruxian Wang
Prof. Guillermo Gallego
|
Multiproduct Pricing Management and Design of New Service Products
|
|
2011 |
|
Necdet Serhat Aybat
Prof. Garud Iyengar
|
A First-Order Smoothed Penalty Method for Compressed Sensing, SIAM Journal on Optimization
|
Nur Ayvaz
Prof. Soulaymane Kachani &
Prof. Guillermo Gallego
|
Three Essays on Dynamic Pricing and Resource Allocation
|
Vijay Desai
Prof. Guillermo Gallego &
Prof. Ciamac Moallemi
|
Approximate Dynamic Programming for Large Scale Systems
|
Yiping Du
Prof. Ciamac Moallemi &
Prof. Mark Broadie
|
Efficient Methods for Estimating Risk Measures
|
Thiam Lee
Prof. Tim Huh &
Prof. Jay Sethuraman
|
Essays on Inventory Management and Object Allocation
|
Yunan Liu
Prof. Ward Whitt
|
Mutli-Server Queues with Time-Varying Arrivals and Customer Abandonment
|
Shiqian Ma
Prof. Donald Goldfarb
|
Algorithms for Sparse and Low-Rank Optimization: Convergence, Complexity, and Applications
|
Yu Hang Kan
Prof. Rama Cont
|
Quantiative Modeling of Credit Derivatives
|
|
2010 |
|
Zaiwen Wen
Prof. Donald Goldfarb
|
Thesis Title: First-order Methods for Semi-definite Programming
|
Yori Zwols
Prof. Maria Chudnovsky
|
Forbidding Induced Subgraphs
|
Romain Deguest
Prof. Rama Cont
|
Model Uncertainty in Derivative Pricing and Risk Management
|
Rouba Ibrahim
Prof. Ward Whitt
|
Real-time Delay Prediction in Customer Service Systems
|
Guodong Pang
Prof. Ward Whitt
|
Asymptotic Methods to Understand the Performance of Large-Scale Service Systems
|
Masoud Talebian
Prof. Guillermo Gallego
|
Essay on Learning and Contract Theory
|
Kun Soo Park
Prof. Ward Whitt,
Prof. Tim Huh &
Prof. Emanuel Derman
|
Applications of Stochastic Modeling to Quantitative Finance and Operations Management
|
Ohad Perry
Prof. Ward Whitt
|
Heavy-Traffic Limits Via an Averging Principle for Service Systems Responding to Unexpected Overloads
|
|
2009 |
|
Ali Sadighian
Prof. Tim Huh &
Prof. Soulaymane Kachani
|
Dynamic Pricing Models with Competition, Production Planning, and Consumer Interaction
|
Rishi Talreja
Prof. Ward Whitt
|
Essays on Heavy-Traffic Approximations for Many-Server Queuing Systems
|
Abhinav Verma
Prof. Daniel Bienstock
|
Power Grid Security Analysis: An Optimization Approach
|
Ming Hu
Prof. Guillermo Gallego
|
Dynamic Oligopoly Models in Revenue Management and Supply Chain Management
|
Ka Chun (Alfred) Ma
Prof. Garud Iyengar,
Prof. Donald Goldfarb &
Prof. Ward Whitt
|
Essays in Asset Allocation
|
Xianhua Peng
Prof. Steve Kou
|
Two Research Problems in Financial Engineering
|
|
2008 |
|
Stergios Athanassoglou
Prof. Jay Sethuraman
|
Essays on Fair, Efficient, and Incentive-Compatible Resource and Cost Allocation
|
Calendar
Contact
News
Jobs