Seven New Doctors of Philosophy Are Hooded at an ORIE Pre-Commencement Ceremony

The Ph.D. candidates, some of whom completed their degrees earlier and others who will officially receive them by the end of the summer, received their hoods in a traditional ritual as part of a graduation ceremony that also included recognition for Master of Engineering students.

Samuel Ehrlichman received his hood from Professor Shane Henderson, his thesis advisor. His thesis, "Structured Problems in Stochastic Simulation," deals with several topics, including the efficient use of simulation techniques to determine the best price for certain derivative securities (American options) in finance. Ehrlichman is from Forest Hills, New York and did his undergraduate work at Swarthmore College. He held McMullen and National Defense Science and Engineering fellowships at Cornell. He will work as a Quantitative Researcher with Jane Street Capital, LLC, in New York City.

Souvik Ghosh was hooded by Professor Gennady Samorodnitsky, his thesis advisor. His thesis is called "The Effect of Memory on Large Deviations." He studied ways to tell whether rare events (from so-called "heavy tailed" probability distributions) may reflect long range statistical dependence within a sequence of random events rather than being independent of the prior events in the sequence, questions which Professor Samorodnitsky noted "are of both theoretical and practical interest."

Ghosh will join the Department of Statistics at Columbia University as an Assistant Professor. Ghosh comes from Kolkata, India and completed his bachelors and masters degrees in statistics from the Indian Statistical Institute in Kolkata. He held a Cornell fellowship for his doctoral studies.

Dmitriy Levchenkhov, who received his degree in August, 2007, wrote a thesis called "Dynamic Strategies: Generation, Properties, and Forecasting Returns," under the direction of Professor Thomas Coleman, formerly a member of the Field of Operations Research and now Dean of Mathematics at the University of Waterloo, Canada. Professor Samorodnitsky placed Levchenkhov's hood. Levchenkov is from Moscow, Russia, did his undergraduate work at Moscow State University, and completed a masters degree at the New Economics School in Moscow. In his thesis, Levchenkhov explored dynamic investment strategies that are based on various optimization methods, and examined their properties and efficient ways of computing them. He currently works as a Financial Analyst in Toronto.

Chandrasekhar Nagarajan wrote his thesis on "Algorithms for Locating Facilities under Uncertainties", which deals with problems, such as where to locate warehouses in a distribution system, that are known to be computationally difficult even when randomness is not taken into account. His work seeks optimal solutions even when there are uncertainies, such as the pattern of product demands.

Nagarajan's thesis advisor was professor David Williamson, who placed his hood at the ceremony. Nagarajan is from Coimbatore in the State of Tamil Nadu, India. He received his bachelors degree at the Indian Institute of Technology in Madras, India and held Cornell and Shum fellowships during his doctoral studies. Chandra will join the Search and Advertising Sciences group at Yahoo!, Inc., as a research engineer.

Emmanuel Sharef carried out his dissertation research under Professors David Ruppert and Robert Strawderman. Professor Strawderman, who hooded Sharef, is a member of the Field of Operations Research who is in the Departments of Statistics and of Biological Statistics and Computational Biology.

Sharef's thesis, called "Problems in Frailty Models for Survival Analysis," deals with accurate statistical accounting for data in a medical trial or financial analysis that relate to to clusters of similar individuals (or derivative securities), some of whom survive (or are not exercised) at the end of the data collection period. Sharef is from Nuremberg, Germany and has a BS from Princeton University. He studied at Cornell as a Shum Fellow. Next year Sharef will work in the securitized products group of Morgan Stanley in New York City.

Frans Schalekamp completed his degree in May, 2007 under the direction of Professor David Shmoys. His hood was placed by Professor Eva Tardos, chair of Computer Science and a member of the ORIE faculty. 

In a thesis called "Some Results in Universal and A Priori Optimization," Schalekamp considered a range of different optimization problems with diverse applications, including scheduling for Meals-on-Wheels, creating breeding strategies for tomatoes, and pricing online advertisements. The goal of a priori and universal optimization is to find a "master solution" of a special form, based on advance knowledge of the potential instances that can arise, that in turn fully specifies the solution to any specific instance that actually occurs. He held Cornell and McMullen fellowships at Cornell. Schalekamp is from the Netherlands and studied there at the Vrije University. He will spend the next year as a postdoctoral researcher at the Institute for Theoretical Computer Science at Tsinghua University in Beijing, China. While in Ithaca he worked for almost 2 years for Nature Source Genetics, a computational biology startup in Ithaca, where he was the first employee.

Anke van Zuylen, who worked under the direction of Professor David Williamson, wrote a thesis called "God does not play dice...and neither should approximation algorithms." Her research analyzed algorithms that are shown to achieve an approximate solution that is on average at most a specified distance from the optimal value, by employing random numbers to guide the computation. She then showed, by constructing deterministic algorithms with similar performance guarantees, that it is not necessary to rely on chance mechanisms.

Van Zuylen is from Hilvarenbeek, Netherlands and received a masters degree from the Vrije University of Amsterdam. She held Cornell and McMullen fellowships at Cornell. Like Schalekamp, she will spend the next year as a postdoctoral fellow at the Institute for Theoretical Computer Science of Tsinghua University in Beijing, China.

New ORIE Ph.D. students receiving degrees this year but not at the ceremony include Sumit Kunnunkal, Peter Richtarik, Van Anh Truoug, Parthanil Roy, Gavin Hurley, and Minbok Kim.