Current Group

Pao Jirakulpattana
Hamid Reza Maei
Dan Russo
Zheng Wen

Former Doctoral Students

Waraporn Tongprasit (2013)
Wolverine
Dissertation: Empirical Analysis of the Impact of Tick Sizes on Exchange Efficiency

Beomsoo Park (2012)
J.P. Morgan
Dissertation: Strategic and Adaptive Execution

Yi-hao (Edward) Kao (2012)
Two Sigma Investments
Dissertation: Directed Learning¹

Michael Padilla (2011)
Assistant Professor, Singapore University of Technology and Design
Dissertation: Intermediated Blind Portfolio Auctions²

Xiang (Robbie) Yan (2009)
Two Sigma Investments
Dissertation: Manipulation Robustness of Collaborative Filtering Systems³

Ciamac Moallemi (2007)
Associate Professor, Graduate School of Business, Columbia University
Dissertation: A Message-Passing Paradigm for Optimization

Vivek Farias (2007)
Associate Professor, Sloan School of Management, MIT
Dissertation: Revenue Management Beyond "Estimate, Then Optimize"⁴

Gabriel Weintraub (2006)
Associate Professor, Graduate School of Business, Columbia University
Dissertation: Industry Dynamics, Investment, and Market Structure

Jiarui (Jared) Han (2005)
Citadel Investment Group
Dissertation: Dynamic Portfolio Management - An Approximate Linear Programming Approach

Kahn Mason (2005)
Jane Street
Dissertation: Detecting Colluders in PageRank - Finding Slow Mixing States in a Markov Chain

David S. Choi (2003)
Assistant Professor, Heinz College of Public Policy and Management, Carnegie Mellon University
Dissertation: Optimization for Value Function Approximation

Paat Rusmevichientong (2003)
Associate Professor, Marshall School of Business, University of Southern California
Dissertation: A Non-Parametric Approach to Multi-Product Pricing⁵

Daniela P. de Farias (2002)
Daniela & Luis Tango Argentino
formerly Assistant Professor, Mechanical Engineering, MIT
Dissertation: The Linear Programming Approach to Approximate Dynamic Programming⁶

Former MS Students

Nick Choo (2006)
Vegasoul Capital Management

Former BS Honors Thesis Students

Xiang (Robbie) Yan (2005)
Thesis: Transaction-Cost-Conscious Pairs Trading Via Approximate Dynamic Programming

Dave Mulford (2002)
Thesis: Server Allocation in Web Server Farms

¹ A paper based on part of this work received an honorable mention in the 2012 INFORMS Nicholson Student Paper Competition, and a paper based on another part of this work was selected as a finalist for the 2012 INFORMS Data Mining Best Student Paper Award.
² A paper based on part of this work won the 2010 INFORMS Financial Services Section Best Student Research Paper Award.
³ A paper based on part of this work was selected as a finalist in the 2009 INFORMS Nicholson Student Paper Competition.
⁴ A paper based on part of this work was awarded the second place prize in the 2006 MSOM Student Paper Competition.
⁵ Won the 2003 INFORMS Dantzig Dissertation Award.
⁶ Won the 2002 INFORMS Dantzig Dissertation Award.