We present a general framework for data-driven optimization called robustness optimization that favors solutions for which a risk-aware objective function would best attain an acceptable target even when the actual probability distribution would deviate from the empirical distribution. Unlike data-driven robust optimization approaches, the decision maker does not have to size the ambiguity set, but […]
Dr. Ying Chen is a financial statistician and data scientist. She develops statistical modelling and machine learning methods customized for nonstationary, high frequency and large dimensional complex data such as cryptocurrency, limit order book, and renewable energy. She also works on business intelligence, forecasting, text mining and sentiment analysis, and network analysis. Dr. Chen is […]
Dr. Swati Gupta is an Assistant Professor and Fouts Family Early Career Professor in the H. Milton Stewart School of Industrial & Systems Engineering, and School of Computer Science (by courtesy) at Georgia Institute of Technology. She received a Ph.D. in Operations Research from MIT in 2017 and a joint Bachelors and Masters in CS from IIT, […]
James Zou is an assistant professor of biomedical data science, CS and EE at Stanford University. He is also a Chan-Zuckerberg investigator. James work on making ML more reliable, accountable and human compatible. Several of his methods are used by tech, biotech and pharma companies. He has received several best paper awards at top CS […]
A/P Christopher Thomas Ryan teaches at the University of British Columbia in the Sauder School of Business. His research interests include optimization (broadly defined), theoretical economics, operations management, organizational learning, pedagogy, and business history. Name of Speaker A/P Christopher Thomas Ryan Schedule Friday 27 August 2021, 10am Link to Register https://nus-sg.zoom.us/meeting/register/tZUtduutqT0uH92GC20RTeo9_WTQvoDW4DCg Title Designing video games: A […]
Ilya O. Ryzhov is an Associate Professor of Operations Management and Management Science at the Robert H. Smith School of Business, University of Maryland. His research focuses on decision-making under uncertainty with applications in business analytics. He is an Associate Editor at Operations Research, and received the 2017 INFORMS Simulation Society Outstanding Publication Award, as […]
The Institute of Operations Research and Analytics (IORA) is a part of NUS’s Smart Nation Research Cluster.
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