Funding

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 Context : 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

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.