Sherrerd Hall

Operations Research and Financial Engineering

Teaching and research in Operations Research and Financial Engineering (ORFE) focus on foundations of data science, probabilistic modeling, and optimal decision-making under uncertainty, with applications in economics and finance, energy and the environment, healthcare management, physical and biological sciences, social networks, and transportation. The graduate and undergraduate programs provide strong technical grounding in statistics, stochastics, and optimization, which are central in the analysis of massive datasets that arise in areas as diverse as the human genome and financial markets, and for applications ranging from clinical trials to robotics.

News

Graphic with text "Commendation for Outstanding Teaching".

Faculty commended for outstanding teaching

Four from Engineering win Sloan Fellowships

Card with words: Graduate Student Award for Excellence.

Award for Excellence honors graduate student achievement

Graphic with text "Commendation for Outstanding Teaching".

Faculty commended for outstanding teaching

A man points to writing on a blackboard while giving a lecture to students.

Tools to navigate an uncertain world: ORFE department celebrates a quarter century

Solar panels on a hillside at night, illuminated by city lights in the background.

Risk science brings reliability to changing energy grids

Events

April 06

12:15 pm

Learning PDE-constrained inverse problems via frequentist and Bayesian debiasing

April 07

4:30 pm

A ORFE Department Colloquia Talk by Yann LeCun, New York University

April 08

4:30 pm

Equations on the Wasserstein space and applications to optimal control and game theory

April 13

12:15 pm

Making Algorithms Robust to Structured Noise and Beyond

April 22

4:30 pm

A Stochastic Analysis Seminar Talk by Ibrahim Ekren, University of Michigan

April 27

12:15 pm

Reconnecting Sample Survey, Experimental Design and Causality: A Modern Perspective on Classical Foundations

Faculty

Amir Ali Ahmadi

Rene Carmona

Matias D. Cattaneo

Jianqing Fan

Boris Hanin

Jason Klusowski

Alain Kornhauser

Sanjeev Kulkarni

William Massey

John Mulvey

Elizaveta Rebrova

Ronnie Sircar

H. Mete Soner

Portrait of Bartolomeo Stellato

Bartolomeo Stellato

Ludovic Tangpi