Faculty – IORA – Institute of Operations Research and Analytics

Mathematics

Mathematical optimization, particularly mixed-integer nonlinear programming and nonsmooth optimization, along with their applications in operations research, data science, and other related fields.

Analytics & Operations

Data-driven decision-making, Optimization under uncertainty.

Analytics & Operations

Behavioral Operations Management

Analytics & Operations

portfolio optimization, data-driven decision making

Analytics & Operations

New Product Development, Innovation Sourcing, Economics of AI, Wisdom of Crowds

Mathematics

Forecasting and Business Intelligence, Non-stationary Time Series Analysis, High Frequency Data and Limit Order Book, Functional Data Analysis and Network Analytics, Text Mining and Sentiment Analysis, Renewable Energy Data Analytics, Risk Management, Crypto Blockchain

Electrical and Computer Engineering, Mathematics

Information Theory, Machine Learning, Statistical Signal Processing

Mathematics

Matrix Optimization Problems: algorithms, applications, and theory. In particular, large scale semidefinite programming. Fast algorithms for large scale statistical and machine learning problems. Iterative methods for large linear systems of equations, especially those arising in optimization.

Analytics & Operations, Finance

Stochastic control, Stochastic models, Robust decision making and learning, Decentralized optimization, Control of stochastic systems, Applications in financial engineering and Operations Research

Analytics & Operations

Market design and learning in the context of online marketplaces, Analysis of large economies, Dynamic Optimization and Systems, Risk management

Industrial Systems Engineering and Management

Online and data-driven optimization, Revenue management, Resource allocations in supply chains

Industrial Systems Engineering and Management

Data-Driven Decision Making, Stochastic and Robust Optimization, Pricing and Revenue Management, Discrete Choice Models, Online Machine Learning, Sharing Economy in Transportation

Analytics & Operations

Supply Chain Analytics And Operations Management, Healthcare Analytics, Manufacturing System Planning And Scheduling, Big Data Analytics, Software System Architecture

Analytics & Operations

Stochastic control, Statistical analysis of stochastic processes, Optimization, Risk management, Decision making under uncertainty, Strategic incentives, Information economics.

Mathematics

I am broadly interested in mathematical optimization and its applications to the data sciences. I am specifically interested in developing optimization-based methodology for a range of data processing problems, as well as understanding the performance and limitations of widely used optimization-based methods in the data sciences

Analytics & Operations

Stochastic Models And Applied Probability, Algorithms In Stochastic Models, Stochastic Manufacturing Systems, Supply Chain Management, Stochastic Networks And Queues

Mathematics

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

Faculty Members

Shaoning Han

Xiong Peng

Wu Yaozhong

Denis Tkachenko

Zhao Long

Chen Zhi

Chen Ying

Tan Yan Fu Vincent

Toh Kim Chuan

Lim Andrew

Bar Light

Cheung Wang Chi

Li Xiaobo

Pang James

Satoru Takahashi

Jussi Keppo

Soh Yong Sheng

Lu Jingfeng

Zhang Hanqin

Zhou Chao

IORA

Resources