Recent Graduates, Theses and Placement

Pamela Badian-Pessot (2020). Advisor: Mark Lewis. P&G.

Andrew Daw (2020). Advisor: Jamol Pender. Marshall School of Business, University of Southern California.

Sam Gutekunst (2020). Advisor: David Williamson. Bucknell University.

Mika Sumida (2020). Advisor: Huseyin Topaloglu. Marshall School of Business, University of Southern California.

Shuang Tao (2020). Advisor: Jamol Pender. Uber.

David Eckman (2019). Advisor: Shane Henderson. Postdoctoral Fellow, Department of Industrial Engineering & Management Sciences, Northwestern University.

Emily Fischer (2019). Advisor: Gennady Samorodnitsky. Assistant Professor of Mathematics, Wheaton College.

David Lingenbrink (2019). Advisor: Krishnamurthy Iyer. Software Engineer, Bloomberg, LLC.

Venus Lo (2019). Advisor: Huseyin Topaloglu. Assistant Professor, Department of Management Sciences, City University of Hong Kong.

Yuhang Ma (2019). Advisor: Huseyin Topaloglu. Autonomy Engineer at Uber.

Saul Toscano-Palermin (2019). Advisor: Peter Frazier. Quantitative Researcher, Two Sigma.

Tiandong Wang (2019). Advisor: Sid Resnick. Assistant Professor of Statistics, Texas A&M University.

Calvin Wylie (2019). Advisor: Adrian Lewis. Operations Research Scientist at Wayfair.

Pu Yang (2019). Advisor: Peter Frazier, Krishnamurthy Iyer. Research Scientist, Facebook.

James Dong (May 2018). The Robust Multi-product Newsvendor with Global Budgets of Uncertainty. Advisor: John Muckstadt. Data Scientist, Google.

Jiayi Guo (May 2018). Smooth quasi-Newton Methods for Nonsmooth Optimization. Advisor: Adrian Lewis. Assistant Professor, Shanghai University of Finance and Economics.

Bangrui Chen (December 2017). Adaptive Preference Learning With Bandit Feedback: Information Filtering, Dueling Bandits and Incentivizing Exploration. Advisor: Peter Frazier. Quantitative researcher, Two Sigma Investment.

Michael Choi (August 2017). Analysis of Non-Reversible Markov chains. Advisor: Pierre Patie.

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

Weici Hu (August 2017). Sequential Resource Allocation Under Uncertainty: An Index Policy Approach. Advisor: Peter Frazier.

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

Stephen Pallone (August 2017). Adaptive Bayes-Optimal Methods for Stochastic Search with Applications to Preference Learning. Advisors: Peter Frazier and Shane Henderson. Data Scientist, Uber, San Francisco, Calif.

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

Jian Wu (August 2017). Parallel and Scalable Bayesian Optimization. Advisor: Jim Dai. 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. Advisors: Andreea Minca and Jim Dai. Assistant Professor of Operations, Kellogg School of Management, Northwestern University, Evanston, Ill.

Patrick Steele (January 2017). Vehicle Routing Problems. Advisor: David Shmoys. 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. Advisor: Peter Frazier. 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. Advisors: Shane Henderson and Mark Lewis. Quantitative Analyst at Google, Mountain View, Calif.

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

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

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

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

Chaoxu Tong (February 2016). Some Resource Allocation Problems. Advisors: Shane Henderson and David Shmoys. Software Engineer, Uber, San Francisco, Calif.

James Mario Davis (August 2015). Customer Choice Models and Assortment Optimization. Advisor: Huseyin Topaloglu. 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. Advisor: Huseyin Topaloglu. 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. Advisor: David Matteson. Software Engineer, Google, San Francisco, Calif.

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

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

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

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

William Zachary Rayfield (August 2014).  Pricing and Assortment Problems under Correlated Product Evaluations. Advisor: Huseyin Topaloglu. 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. Advisor: Martin Wells. Associate, JP Morgan, New York, N.Y. 

Yusuf Serkan Kirac (May 2014).  Hedging in Levy Markets. Advisor: Robert Jarrow.

Jing Xie (May 2014).  Bayesian Designs for Sequential Learning Problems. Advisor: Peter Frazier. 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. Advisor: David Ruppert.

Dmitriy Drusvyatskiy (August 2013).  Slope and Geometry in Variational Mathematics. Advisor: Adrian Lewis. 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.  Advisor: David Ruppert. Postdoctoral Researcher, Texas A&M University. 

Takashi Owada (August 2013).  Ergodic Theoretical Approach to Investigate Memory Properties of Heavy Tailed Stationary Infinitely Divisible Processes. Advisor: Gennady Samorodnitsky. 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. Advisor: Dawn Woodard. Visiting Assistant Professor, Mt. Holyoke College, South Hadley, Mass.

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

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

Rolf Waeber (January 2013).  Probabilistic Bisection Search for Stochastic Root-Finding. Advisors: Peter Frazier and Shane Henderson. Quantitative Researcher, Cantor Fitzgerald, N.Y. 

Collin Chan (August 2012).  Decomposition Methods for Managing Service Parts with Coupled Demands.  Advisors: Peter Jackson and Huseyin Topaloglu. Research Associate, Bank of America - Merrill Lynch. 

Chao Ding (August 2012).  High Dimensional Problems in Single Resource Revenue Management. Advisors: Paat Rusmevichientong and Huseyin Topaloglu. Quantitative Analyst, Google, Mountain View, Calif. 

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

Martin Larsson (August 2012).  Essays on the Mathematics of Market Efficiency. Advisors: Robert Jarrow and Sidney Resnick. Postdoctoral Researcher, EPFL -- Swiss Federal Institute of Technology, Lausanne, Switzerland. 

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

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

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

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

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

Shirshendu Chatterjee (August 2011). Analysis of Four Particle Systems. Advisor: Richard Durrett. 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. Advisor: Peter Jackson. Innofi Consulting Company Ltd., Beijing. 

Xiaofei (Sophia) Liu (May 2011). The Contribution of Trader Interaction to Market Noise. Advisor: Philip Protter. 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. Advisor: Shane Henderson. Operations Research Specialist, SAS Institute, Inc., Cary, N.C. 

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

Baldur Magnusson (January 2011).  Targeted Therapies: Adaptive Sequential Designs for Subgroup Selection in Clinical Trials. Advisor: Bruce Turnbull. 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. Advisor: David Shmoys. Senior Operations Research Scientist, Links Analytics, Seattle, Wash. 

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

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

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

Arijit Chakrabarty (May 2010). When is a Truncated Heavy Tail Heavy?. Advisor: Gennady Samorodnitsky. 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. Advisor: Huseyin Topaloglu. Strategic Credit Risk Modelling, UniCredit Bank, Slovakia. 

Selin Damla Ahipasaoglu (August 2009). Solving Ellipsoidal Inclusion and Optimal Experimental Design Problems: Theory and Algorithms. Advisor: Jeremy Todd. 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. Advisor: Sidney Resnick. 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. Advisor: Adrian Henderson. Vice President, Deutsche Bank Securities, N.Y. 

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

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

Stefan Wild (January 2009). Derivative-Free Optimization Algorithms for Computationally Expensive Functions. Advisor: Christine Shoemaker. 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. Advisor: David Ruppert. Assistant Research Scientist, Texas A&M University, College Station, Texas. 

Samuel Ehrlichman (August 2008). Adaptive Stoc hastic Simulation for Structured Problems. Advisor: Shane Henderson. 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. Advisor: Gennady Samorodnitsky. Senior Research Scientist at LinkedIn, Mountain View, Calif. 

Emmanuel Sharef (August 2008). Nonparametric Frailty Models for Clustered Survival Data. Advisors: David Ruppert and Robert Strawderman. 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. Advisor: David Williamson. Assistant Professor, Mathematics Department, College of William and Mary, Va. 

Gavin Hurley (May 2008). Policies for the Stochastic Inventory Problem with Forecasting. Advisor: Peter Jackson. 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. Advisor: David Ruppert.

Parthanil Roy (January 2008). Stable Random Fields. Advisor: Gennady Samorodnitsky. 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. Advisor: Huseyin Topaloglu. Assistant Professor, Operations Management, Indian School of Business, Hyderabad, India. 

Dmitriy Levchenkov (August 2007). Dynamic Strategies: Generation, Properties, and Forecasting Returns. Advisor: Thomas Coleman. 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. Advisor: Michael Todd. Lecturer, School of Mathematics, University of Edinburgh, United Kingdom. 

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