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Recent Graduates, Theses and Placement

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Michael Choi (August 2017). Analysis of Non-Reversible Markov chains.

Jiayang Gao (August 2017). On Dynamic Pricing and Assortment Optimization in Strategic Settings. Quantitative Researcher, Laurion Capital Management, New York, N.Y.

Nanjing Jian (August 2017). Exploring and Exploiting Structure in Large Scale Simulation Optimization. Research Scientist, Amazon, Seattle, Wash.

Stephen Pallone (August 2017). Adaptive Bayes-Optimal Methods for Stochastic Search with Applications to Preference Learning. Data Scientist, Uber, San Francisco, Calif.

Alice Joanna Paul (August 2017). Discrete Optimization under Ranking-Based Choice Models. Postdoctoral Research Assistant at Brown University, Providence, R.I.

Jian Wu (August 2017). Parallel and Scalable Bayesian Optimization. Quantitative Researcher, AQR Capital Management, New York, N.Y.

Yixuan Zhao (August 2017). Spectral Expansions and Excursion Theory For Non-Self-Adjoint Markov Semigroups With Applications In Mathematical Finance. Quantitative Strategist, Credit Suisse, New York, N.Y.

Anton Braverman (May 2017). Steady-state diffusion approximations in service systems: engineering solutions and error bounds. Assistant Professor of Operations, Kellogg School of Management, Northwestern University, Evanston, Ill.

Patrick Steele (January 2017). Vehicle Routing Problems. Senior Operations Research Analyst, Wayfair, Boston, Mass.

JiaLei Wang (January 2017). Bayesian Optimization with Parallel Function Evaluations and Multiple Information Sources: Methodology with Applications in Biochemistry, Aerospace Engineering, and Machine Learning. Senior Strategy Consultant / Data Scientist, Chief Analytics Office, IBM, Armonk, N.Y.

Kenneth Chun-Ling Chong (August 2016). Models for Decision-Making and Performance Evaluation in Emergency Medical Service Systems. Quantitative Analyst at Google, Mountain View, Calif.

Daniel Fleischman (August 2016). Computational Approaches for Hard Discrete Optimization Problems. Operations Research Scientist, Amazon, Palo Alto, Calif.

Sin Shuen Cheung (February 2016). Online and Offline Facility Location and Network Design. Equity Derivatives, Bank of America Merrill Lynch, New York, N.Y.

Eric Cao Ni (February 2016). Efficient Ranking and Selection in Parallel Computing Environments. Equity Derivatives Strategist, Goldman Sachs, London, United Kingdom.

Felipe Ignacio Tagle (February 2016). Climate Extremes in a General Climate Model with Stochastic Parameterizations. Postdoctoral Research Associate, Newcastle University, Newcastle upon Tyne, United Kingdom.

Chaoxu Tong (February 2016). Some Resource Allocation Problems. Software Engineer, Uber, San Francisco, Calif.

James Mario Davis (August 2015). Customer Choice Models and Assortment Optimization. Assistant Professor, Department of Industrial and Enterprise Systems Engineering, University of Illinois at Urbana-Champaign, Urbana, Ill.

Jacob Feldman (August 2015). New Perspectives on Incorporating Customer Choice into Revenue Management. Assistant Professor, Operations and Manufacturing Management, Olin Business School, Washington University in St. Louis, Mo.

Nicholas James (August 2015). Multiple Change Point Analysis of Multivariate Data via Energy Statistics. Software Engineer, Google, San Francisco, Calif.

Ravi Kumar (August 2015). Dynamic Resource Management for Systems with Controllable Service Capacity. Scientist II, PROS, Houston, Texas.

Xiaoting Zhao (August 2015). Exploration vs. Exploitation in the Information Filtering Problem and its application in Data Scientist, Tapad, Cambridge, Mass.

Andrey Krishenik (May 2015).  Essays on Funding Liquidity and Credit Risk Decomposition.  Quantitative Researcher, Guggenheim Partners LLC, New York, N.Y.

Mutiara Sondjaja (August 2014).  A Quadratic Cone Relaxation-Based Algorithm for Linear Programming.  Clinical Assistant Professor, Department of Mathematics, New York University, N.Y.

William Zachary Rayfield (August 2014).  Pricing and Assortment Problems under Correlated Product Evaluations.  Decision Science Consultant, Walt Disney Parks and Resorts, Orlando, Fla.

Wei Chen (May 2014).  Methods for High Dimensional Matrix Computation and Diagnostics of Distributed System.  Associate, JP Morgan, New York, N.Y.

Yusuf Serkan Kirac (May 2014).  Hedging in Levy Markets.

Jing Xie (May 2014).  Bayesian Designs for Sequential Learning Problems.  Risk Manager, American Express Company, New York, N.Y.

Kunlaya Soiaporn (January 2014).  On the Modeling of Multiple Functional Outcomes with Spatially Heterogeneous Shape Characteristics

Dmitriy Drusvyatskiy (August 2013).  Slope and Geometry in Variational Mathematics.  Postdoctoral position, University of Waterloo, followed by appointment at Mathematics Department, University of Washington, Seattle.

Mathew McLean (August 2013).  On Generalized Additive Models for Regression with Functional Data.  Postdoctoral Researcher, Texas A&M University.

Takashi Owada (August 2013).  Ergodic Theoretical Approach to Investigate Memory Properties of Heavy Tailed Stationary Infinitely Divisible Processes Postdoctoral Researcher, Electrical Engineering, Technion -- Israel Institute of Technology.

Bradford Westgate (Auust. 2013).  Vehicle Travel Time Distribution Estimation and Map-Matching via Markov Chain Monte Carlo Methods.  Visiting Assistant Professor, Mt. Holyoke College, South Hadley, Mass..

Shanshan Zhang (August 2013).  Theory and Algorithms for Structured Optimization.  Oracle Corporation, Redwood City, Calif.

Yi Shen (May 2013).  Stationarity and Random Locations.  Assistant Professor, Department of Statistics and Actuarial Science, University of Waterloo.

Rolf Waeber (January 2013).  Probabilistic Bisection Search for Stochastic Root-Finding.  Quantitative Researcher, Cantor Fitzgerald, N.Y.

Collin Chan (August 2012).  Decomposition Methods for Managing Service Parts with Coupled Demands.  Research Associate, Bank of America - Merrill Lynch.

Chao Ding (August 2012).  High Dimensional Problems in Single Resource Revenue Management.  Quantitative Analyst, Google, Mountain View, Calif.

Kathleen King (August 2012).  Logistical Models for Planning and Operating Medical Countermeasure Distribution Networks During Public Health Emergencies.  Senior Scientist, Oracle, Burlington, Mass.

Martin Larsson (August 2012).  Essays on the Mathematics of Market Efficiency.  Postdoctoral Researcher, EPFL -- Swiss Federal Institute of Technology, Lausanne, Switzerland 

Juan Li (August 2012).  Managing Inventory in Large Scale Multi-echelon Capacitated Fulfillment Systems.  Research Staff, Xerox Research Center, Rochester, N.Y.

Maurice Cheung (May 2012).  LP-based Approximation Algorithms for Scheduling and Inventory Management Problems.  Operations Research Analyst, Norfolk Southern, Atlanta, Ga.

Gwen Spencer (May 2012).  Approximation Algorithms for Stochastic Combinatorial Optimization, with Applications in Sustainability.  Postdoctoral Fellow with the Nuekom Institute for Computational Science at Dartmouth College, Hanover, N.H.

Jiawei Qian (January 2012).  Prize-Collecting Network Design Quantitative Strategist, Bank of America - Merrill Lynch. 

Fan Zhu (January 2012).  Factor Models for Call Price Surface without Static Arbitrage. 

Shirshendu Chatterjee (August 2011). Analysis of Four Particle Systems. Instructor, Department of Mathematics, Courant Institute of Mathematical Sciences, New York University.

Yuemeng (Sunny) Sun (August 2011). Price Manipulation with Dark Pools and Multi-Product Separation in Inventory Hedging. Innofi Consulting Company Ltd., Beijing.

Xiaofei (Sophia) Liu (May 2011). The Contribution of Trader Interaction to Market Noise. Interest Rate Product trading group at Credit Suisse Securities, New York, N.Y.

Matthew Maxwell (May 2011).  Approximate Dynamic Programming Policies and Performance Bounds for Ambulance Redeployment.  Operations Research Specialist, SAS Institute, Inc., Cary, N.C.

Abhimanyu Mitra (May 2011).  Three Problems in Quantitative Risk Management. Data Scientist, Walmart Labs, Mountain View, Calif.

Baldur Magnusson (January 2011).  Targeted Therapies: Adaptive Sequential Designs for Subgroup Selection in Clinical Trials. Senior Biometrician, Novartis Pharma, AG, Basel, Switzerland.

Timothy Carnes (August 2010).  Approximation Algorithms Via the Primal-Dual Schema: Applications of the Simple Dual-Ascent Method to Problems from Logistics.  Senior Operations Research Scientist, Links Analytics, Seattle, Wash.

Jie Chen (August 2010).  Lost Sales and Emergency Order Systems Under Stuttering Poisson Demand Senior Member, Technical Staff, AT&T Research Lab.

Yinan Huang (August 2010).  Recursive Bayesian Methods for Sequential Parameter-State Estimation. Morgan Stanley.

Tuohua Wu (August 2010).  Modeling Multi-Period Corporate Defaults: Macro, Contagion and Frailty Effects in Default Clustering. Associate, Citigroup.

Arijit Chakrabarty (May 2010). When is a Truncated Heavy Tail Heavy? Assistant Professor, Statistics and Mathematics, Indian Statistical Institute, New Delhi, India.

Alexander Erdelyi (January 2010). Dynamic Programming Decomposition Methods for Capacity Allocation and Network Revenue Management Problems.  Strategic Credit Risk Modelling, UniCredit Bank, Slovakia.

Selin Damla Ahipasaoglu (August 2009). Solving Ellipsoidal Inclusion and Optimal Experimental Design Problems: Theory and Algorithms.  Assistant Professor, Engineering Systems and Design Pillar at Singapore University of Technology and Design.

Bikramjit Das (August 2009). The Conditional Extreme Value Model and Related Topics. Assistant Professor, Engineering Systems and Design Pillar at Singapore University of Technology and Design.

Dennis Leventhal (August 2009). Effects of Conditioning on the Convergence of Randomized Optimization Algorithms.  Vice President, Deutsche Bank Securities, N.Y.

Spyridon Schismenos (August 2009). A Probabilistic Analysis of Low Rank Approximations in Optimization Problems with Ellipsoidal Constraints. Vice President, J.P. Morgan, Credit Portfolio Group, Singapore.

Chandrashekhar Nagarajan (January 2009). Algorithms for Locating Facilities Under Uncertainties.  Research Scientist at Facebook, San Francisco, Calif.

Stefan Wild (January 2009). Derivative-Free Optimization Algorithms for Computationally Expensive Functions.  Assistant Computational Mathematician at Argonne National Laboratory, and fellow at the University of Chicago Computation Institute.

Nikolay Bliznyuk (August 2008). Posterior Approximation by Interpolation for Bayesian Inference in Computationally Expensive Statistical Models. Assistant Research Scientist, Texas A&M University, College Station, Texas.

Samuel Ehrlichman (August 2008). Adaptive Stochastic Simulation for Structured Problems. Quantitative Researcher, Jane Street Capital, New York, N.Y.

Souvik Ghosh (August 2008). The Effect of Memory on Large Deviations of Moving Average Processes and Infinitely Divisible Processes. Senior Research Scientist at LinkedIn, Mountain View, Calif.

Emmanuel Sharef (August 2008). Nonparametric Frailty Models for Clustered Survival Data.  Senior Vice-President and Residential Housing Analytics Specialist, PIMCO, Newport Beach.

Anke van Zuijlen (Zuylen) (August 2008). GOD Does Not Play Dice...And Neither Should Approximation Algorithms. Assistant Professor, Mathematics Department, College of William and Mary, Va.

Gavin Hurley (May 2008). Policies for the Stochastic Inventory Problem with Forecasting. Senior Manager, B2C Energy at EDF Energy, London, United Kingdom.

Minbok Kim (May 2008). Consistent Variable Selection Via Adaptive Diagonal Ridge Estimator in Regression Models.

Parthanil Roy (January 2008). Stable Random Fields. Assistant Professor, Department of Statistics and Probability, Michigan State University.

Sumit Kunnumkal (August 2007). Approximate Dynamic Programming and Stochastic Approximation Methods for Inventory Control and Revenue Management. Assistant Professor, Operations Management, Indian School of Business, Hyderabad, India.

Dmitriy Levchenkov (August 2007). Dynamic Strategies: Generation, Properties, and Forecasting Returns. Quantitative Research Analyst, Waterfront International Ltd., Toronto, Ontario, Canada.

Peter Richtarik (August 2007). Some Algorithms for Large-Scale Linear and Convex Minimization in Relative Scale. Lecturer, School of Mathematics, University of Edinburgh, United Kingdom

Van Anh Truong (August 2007). Approximation Methods for Supply Chain Problems. Assistant Professor, IE&OR, Columbia University.