Finance

Second order backward stochastic differential equations (2BSDEs), Stochastic control in finance and insurance, Valuation adjustments, Principal-Agent problems, Data analytics and information acquisition, Deep learning methods

Zhou Chao

Mathematics
  • Finance
  • Deep Learning, Stochastic Control
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Bayesian Statistics. Computational finance. Markov chain theory. Monte Carlo methods.

Ajay Jasra

  • Finance
  • Bayesian models, Markov Chain
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Robust Optimization, Applied Probability, Optimization methods with applications to Control and Analysis of large scale multi-class queueing networks, Mechanism Design, Finance-OM interface

Chaithanya Bandi

Associate Professor
Analytics & Operations
  • Finance
  • Mechanism Design, Operations Management, Queuing Networks, Robust Optimization
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Supply Chain Management, Inventory Management, Interface Between Operations And Marketing/finance Risks And Disruptions In Supply Chains

Chen Gongtao Lucy

Analytics & Operations
  • Finance, Supply Chain
  • Inventory Management, Risk Management
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Stochastic control, Stochastic models, Robust decision making and learning, Decentralized optimization, Control of stochastic systems, Applications in financial engineering and Operations Research

Lim Andrew

Director
Analytics & Operations, Finance
  • Finance
  • Decentralized Optimization, Robust Optimization, Stochastic Control
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