Ph.D Candidate, Deming Center Doctoral Fellow.
Industrial Engineering and Operations Research Department, Columbia University.
I am a final year PhD Candidate in
Operations Research at Columbia University.
My research interests include:
- Data-driven decision-making, Value of information and mechanism design in low/finite informational environments.
- Optimization algorithms for Machine learning and Deep learning.
I am fortunate to be advised by Prof. Donald Goldfarb and Prof. Omar Besbes.
Prior to joining Columbia, I graduated from
Ecole Polytechnique, Paris with BSc and MSc degrees in Applied Mathematics and Statistics.
New York, NY
My research in data-driven decision-making focuses on characterizing the value of information and optimal pricing mechanisms in low/finite informational environments:
- Optimal Pricing with a Single Point. joint with Prof.Omar Besbes and Amine Allouah
Presented in RMP 2021 (spotlight session), MSOM 2021, EC 2021, Informs 2020
- Pricing with Samples. joint with Prof.Omar Besbes and Amine Allouah.
Accepted in EC 2021, Operations Research (forthcoming). [SSRN]
- Optimal Limited Price Experimentation. joint with Prof.Omar Besbes and Amine Allouah
My research in Optimization involves developing efficient 1st and 2nd order optimization algorithms for minimizing loss functions in Machine Learning and Deep Learning frameworks:
- Practical BFGS Methods for Training Deep Neural Networks. joint with Prof. Goldfarb and Yi Ren
Accepted in Neurips 2020, Spotlight presentation [arxiv.org]
- A Mini-Block Natural Gradient Method for Deep Neural Networks. joint with Prof. Goldfarb and Yi Ren
- Kronecker-factored Quasi-Newton Methods for Deep Learning. joint with Prof. Goldfarb and Yi Ren
- An Adaptive Step-Size Procedure for Stochastic First-Order Optimization Methods.joint with Prof. Donald Goldfarb (Ongoing work).
- Hawkes processes for credit indices time series analysis: How random are trades arrival times?
- Deming Center Doctoral Fellowship. Deming Center Doctoral Fellow 2021.
- Postgraduate Excellence Scholarship. OCP Foundation.
- French Government Major-Excellence Scholarship. The French Ministry for Foreign Affairs.
- Hassan II Academy of Science and Technology Fellowship. Ranked First in The National Open Competition Of Science and Technology - Physics category.
- Optimization Models and Methods, M.S OR core course (IEORE4004), Columbia University
Head Teaching Assistant (Spring 2021), Around 170 students
- Columbia Center for Teaching and Learning, Research Assistant (Fall 2019, Spring 2020)
Collaborating with the Center for Teaching and Learning to introduce an auto-grading framework and incorporate digital technology into the teaching environment to facilitate active learning.
- Business Analytics, (IEOR 4650), Columbia University
Head Teaching Assistant (Fall 2019) , Around 70 students [Info]
- Simulation Modeling and Analysis, (IEORE3404), Columbia University
Head Teaching Assistant (Spring 2019, 2020), Around 90 students [Info]
- Simulation, M.S OR core course (IEORE4404), Columbia University
Head Teaching Assistant (Fall 2018, 2020), Around 130 students [Info]
Email: achraf.bahamou [at] columbia [dot] edu
Office Address: Achraf Bahamou
500 West 120th Street, Mudd 321
Columbia University, New York 10027, USA
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