News: ORIE

Covid testing

Modeling gives data-driven picture of COVID-19 risks

Cornell researchers found no evidence of students transmitting COVID-19 to employees or the broader community during the fall semester, but students who traveled were eight times more likely to test positive within two weeks of their return. Read more

Transversal - The method of alternating projections

Professor Adrian Lewis wins John von Neumann Prize

The 2020 INFORMS John von Neumann Theory Prize is awarded to Adrian S. Lewis, the Samuel B. Eckert Professor of Engineering in the School of Operations Research and Information Engineering at Cornell, “for his fundamental and sustained contributions to continuous optimization, operations research, and, more broadly, computational science. His work has pushed the frontiers of nonlinear optimization and convex analysis and developed path-breaking theory that has led to much subsequent work.” "This prize represents a pinnacle of my career," Lewis said. "It is a wonderful honor from my scientific... Read more

"Buy-Side Quant of the Year": CFEM Professor Marcos López de Prado and Collaborator Alex Lipton Earn Highest Honors in Risk Awards 2021

Their innovative solution involves heat potentials, demonstrating the power of mathematical physics in financial applications. While the collaborators have only just started working with each other, both have longstanding ties to the CFEM community. Currently a Visiting Professor at CFEM, as well as the Global Head of Quantitative Research and Development at the Abu Dhabi Investment Authority, Marcos López de Prado has been teaching the class "Advances in Financial Machine Learning" for several years. He has also served as the advisor for graduate student teams in their capstone projects. Both... Read more