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Agostino Capponi is an Associate Professor of Industrial Engineering and Operations Research  at Columbia University, where he is also a member of the Data Science Institute.

Agostino's research interests are in financial technology, economics of blockchain, market microstructure, and financial networks. Agostino's research has been published in major journals of his field, including Journal of Political Economy, Journal of Monetary Economics, Review of Asset Pricing Studies, Journal of Financial and Quantitative Analysis, Management Science, Operations Research, and Mathematical Finance.

Agostino is a fellow of the Crypto and Blockchain Economic Research Forum, an academic fellow of the Luohoan Academy established by the Alibaba Group, and external research fellow at the Fintech@Cornell Center

Agostino's research has been funded by major public agencies including the NSF, DARPA, U.S. Department of Energy, and private agencies and corporations including J.P. Morgan, IBM, Ripple, the Institute for New Economic Thinking, the Global Risk Institute, the Clearpool Group, and the OCP Group.

Agostino is an Editor of Management Science in the Finance Department. He is also a co-editor of Mathematics and Financial Economics, and the financial engineering area editor of Operations Research Letters. Agostino currently serves as an associate editor of Operations ResearchFinance and Stochastics, SIAM Journal on Financial Mathematics,  Applied Mathematical Finance, Frontiers of Mathematical FinanceStochastic Systems, Stochastic Models, and the American Institute of Mathematical Sciences Journal of Dynamics & Games.

Agostino is a member of the Council of the Bachelier Finance Society. He also served as the Chair of the SIAM Activity group in Financial Mathematics and Engineering for the biennium 2020-2021, and as the President of the INFORMS Finance Section for the triennium 2019-2021. 

Agostino is a recipient of the NSF CAREER Award, the 2019 JP Morgan AI Faculty Research Award, the Columbia-IBM Center for Blockchain & Data Transparency Research Award, a honorable mention from the MIT Center for Finance and Policy and the Harvard Crowd Innovation Laboratory, and the Bar-Ilan prize for general research in financial mathematics. His research also also been recognized with best paper awards at Fintech Conferences and INFORMS Conferences.  

Agostino's research has received attention by various media outlets, including Thomson Reuters, the American Banker, Vox, Oxford Business Law, and the Chicago Booth Review. Agostino holds a world patent for a target tracking methodology in military networks. He has collaborated with major regulatory agencies tasked with risk monitoring and policy making, including the Department of Treasury and the Federal Reserve Board. Agostino serves as an External Consultant at the U.S. Commodity Futures Trading Commission, Office of the Chief Economist.

Agostino received his Master and Ph.D. Degree in Computer Science and Applied and Computational Mathematics from the California Institute of Technology, respectively in 2006 and 2009. An updated version of his CV is available here. (data)


Contact
Email: ac3827@columbia.edu

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