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

Faculty commended for outstanding teaching

Portraits of Jerelle Joseph and Amir Ali Ahmadi.

Ahmadi, Joseph receive president’s teaching award

Three Engineering faculty elected to the National Academy of Sciences

Matias Cattaneo awarded Guggenheim Fellowship

Annual teaching awards recognize passion, dedication and lasting impact

Graphic with text "Commendation for Outstanding Teaching".

Faculty commended for outstanding teaching

Events

October 27

4:30 pm

An ORFE Department Colloquia Talk

November 02

12:15 pm

An S. S. Wilks Memorial Seminar in Statistics Talk

November 04

4:30 pm

A Stochastic Analysis and Financial Mathematics Seminar Talk

November 05

4:30 pm

Hamiltonian Dynamics for Accelerated Optimization and Sampling

November 09

12:15 pm

Gradient–flow Optimization as Dynamic Random–effects Inference with Applications to Deep Learning

December 02

4:30 pm

A Stochastic Analysis and Financial Mathematics Seminar Talk

Faculty

Amir Ali Ahmadi

Jason Altschuler headshot

Jason Altschuler

Jianqing Fan

Boris Hanin

Jason Klusowski

Alain Kornhauser

Sanjeev Kulkarni

William Massey

John Mulvey

Daniel Rigobon

Daniel Rigobon

Ronnie Sircar

H. Mete Soner

Portrait of Bartolomeo Stellato

Bartolomeo Stellato

Ludovic Tangpi