Awards and Funding
Awards
- NSF CAREER-1752326: Systemic Risk and Strategic Formation in Stochastic Networks
- JP Morgan AI Research Faculty Award
- Columbia-IBM Center for Blockchain & Data Transparency Research Award
- SIFI Contest: Honorable Mention
- Bar Ilan Prize for Research in Financial Mathematics
Government Grants
- U.S. Department of Energy's Advanced Research Projects Agency-Energy (ARPA-E): Risk-Aware Power System Control, Dispatch and Market Incentives
- NSF DMS-1716145: Mathematics and Control of Systemic and High-Frequency Trading Risks
- DARPA SIMPLEX program: A Mathematical Framework for Complex Human-Machine Interaction Systems
Private Grants
- Ripple University Blockchain Research Initiative: Automated Market Makers and Liquidity
- Stellar Blockchain: Sharding and Efficiency in Blockchain Networks
- Ethereum Foundation: MEV Supply Chain
- Institute for New Economic Thinking: Dynamic Contagion Mechanisms in Financial Networks
- Global Risk Institute: Central Clearing House Risk
- Clearpool Group: Market Impact Modeling on Active/Aggressive Trading and Passive Limit Order Placement
- OCP Group: Capacity Allocation in a Phosphate Market (joint with G. Iyengar and J. Sethuraman)
- Global Risk Institute: Mortgage Forbearance, Loan Performance, and Implications for Security Markets