Agostino Capponi

Agostino Capponi is a professor of Industrial Engineering and Operations Research at Columbia University, with a courtesy appointment at the Columbia Business School. He is also the director of the Center for Digital Finance and Technologies, and a member of the Data Science Institute.

Agostino's research interests broadly span financial technology, market microstructure, financial networks, machine learning in finance, supply chains, energy systems and sustainability. Agostino's research has been published in major journals of his field, including Review of Financial Studies, Journal of Financial Economics, Journal of Political Economy, Journal of Monetary Economics, Management Science, Operations Research, Mathematics of Operations Research, SIAM Journal on Control and Optimization, and Mathematical Finance. Agostino is co-editor of the book Machine Learning and Data Sciences in Financial Markets, published by the Cambridge University Press.

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 Ethereum Foundation, the Institute for New Economic Thinking, the Global Risk Institute, the Clearpool Group, and the OCP Group.

Agostino serves as an area editor at Operations Research, and a co-editor of Mathematics and Financial Economics. Agostino is a past department editor at Management Science, and has been on the editorial board of major journals in his field, including Finance and Stochastics, Mathematical Finance, SIAM Journal on Financial Mathematics, Stochastic Systems, and many others.

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 received a Presidential Early Career Award for Scientists and Engineers (PECASE) in 2025. He is also a recipient of the NSF CAREER Award, the inaugural JP Morgan AI Faculty Research Award, the UBRI Innovator award, and a honorable mention from the MIT Center for Finance and Policy and the Harvard Crowd Innovation Laboratory. His research has also been recognized with best paper awards at SIAM, INFORMS, and Fintech Conferences.

Agostino's research has received attention by various media outlets, including the Financial Times, Bloomberg, 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 has been a visiting scholar at the Federal Reserve Bank of New York in the Fall 2022, and served as an External Consultant at the U.S. Commodity Futures Trading Commission, Office of the Chief Economist from 2015 through 2021.

Agostino has supervised 10 doctoral dissertations and mentored 13 postdoctoral researchers, who have gone on to faculty positions at leading universities such as Stanford, USC, UCLA, Wisconsin, the Vrije Universiteit Amsterdam, the University of Hong Kong, and the National University of Singapore, or have taken leadership roles at prominent firms including AQR, Two Sigma, and McKinsey & Company.

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.