News: ORIE

Professor Shane Henderson

ORIE’s Henderson to receive Cornell Tech Faculty Teaching Award

Shane Henderson, the Charles W. Lake, Jr. Professor in Productivity in Cornell’s School of Operations Research and Information Engineering, will receive the Cornell Tech Faculty Teaching Award for the 2020-21 academic year. Voted on by the students, the award is presented annually at the Cornell Tech Recognition Ceremony, which will be held Wednesday, May 26 this year. Professor Henderson’s overall professional goal is to contribute to both research and learning in the theory and application of stochastic simulation and applied probability, with emphasis on the interface between these areas... Read more

Yudong Chen

ORIE’s Chen awarded NSF CAREER grant

The National Science Foundation has awarded ORIE Assistant Professor Yudong Chen a Faculty Early Career Development (CAREER) grant. The research in this project will cover a diverse set of important statistical and machine learning problems. The techniques developed will provide a refined analysis of the algorithmic performance for average-case problems in statistical settings. This project aims to develop new algorithms and performance analysis for nonconvex and nonsmooth optimization problems that arise in machine learning and statistical settings. Conventional wisdom treats nonconvex and... Read more

Nikhil Garg

ORIE’s Garg receives honorable mention for SIGecom Doctoral Dissertation Award

School of Operations Research and Information Engineering Assistant Professor Nikhil Garg has received honorable mention for his dissertation, “Designing Marketplaces and Civic Engagement Platforms,” by the Association for Computing Machinery (ACM) Special Interest Group for Economics and Computation (SIGecom) Doctoral Dissertation Award competition. The SIGecom recognizes an outstanding dissertation in the field of economics and computation. The award is conferred annually at the ACM Conference on Economics and Computation. "Nikhil's thesis offers wide-ranging methodological contributions to... 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

By: Roselle Bajet

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