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Recent Graduates, Theses and Placement

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

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

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

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

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.

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

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

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

Takashi Owada (Aug. 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 (Aug. 2013).  Vehicle Travel Time Distribution Estimation and Map-Matching via Markov Chain Monte Carlo Methods.  Visiting Assistant Professor, Mt. Holyoke College.

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

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

Rolf Waeber (Jan. 2013).  Probabilistic Bisection Search for Stochastic Root-Finding.  Quantitative Researcher, Cantor Fitzgerald, NY

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

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

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

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

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

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.

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

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

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

Yuemeng (Sunny) Sun (Aug. 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 City.

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, CA.

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

Timothy Carnes (Aug. 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, WA.

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

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

Tuohua Wu (Aug. 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 (Jan. 2010). Dynamic Programming Decomposition Methods for Capacity Allocation and Network Revenue Management Problems.  Strategic Credit Risk Modelling, UniCredit Bank, Slovakia.

Selin Damla Ahipasaoglu (Aug. 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 (Aug. 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 (Aug. 2009). Effects of Conditioning on the Convergence of Randomized Optimization Algorithms.  Vice President, Deutsche Bank Securities, NY.

Spyridon Schismenos (Aug. 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 (Jan. 2009). Algorithms for Locating Facilities Under Uncertainties.  Research Scientist at Facebook, San Francisco, CA.

Stefan Wild (Jan. 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 (Aug. 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 (Aug. 2008). Adaptive Stochastic Simulation for Structured Problems. Quantitative Researcher, Jane Street Capital, New York, N.Y.

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

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

Anke van Zuijlen (Zuylen) (Aug. 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 (Jan. 2008). Stable Random Fields. Assistant Professor, Department of Statistics and Probability, Michigan State University.

Sumit Kunnumkal (Aug. 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 (Aug. 2007). Dynamic Strategies: Generation, Properties, and Forecasting Returns. Quantitative Research Analyst, Waterfront International Ltd., Toronto, Ontario, Canada.

Peter Richtarik (Aug. 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 (Aug. 2007). Approximation Methods for Supply Chain Problems. Assistant Professor, IE&OR, Columbia University.