Research Team

Current Doctoral Students:
Felipe Verastegui-Grunewald. Department of Industrial Engineering and Operations Research, Columbia University. Research Topic: The interactions between energy and climate risk

Brian Zi Qi Zhu. Department of Industrial Engineering and Operations Research, Columbia University. Research Topic: Liquidity and Market Design of Decentralized Platforms.

Ruizhe Jia. Department of Industrial Engineering and Operations Research, Columbia University
Thesis: Blockchain Economics, DeFi, Asset Tokenization
Former Doctoral and Visiting Students:

Felix Corell, Ph.D. 2022, Department of Economics, European Economic Institute
Job Market Paper: Optimal Bailouts and the Doom Loop with a Financial Network?
First Position: Assistant Professor of Finance, Vrije Universiteit Amsterdam

Humoud Alsabah, Ph.D. 2020, Industrial Engineering, Columbia University
Thesis: Essay in Financial Technology and Networked Markets
First Position: Assistant Professor, Kuwait University, Department of Industrial and Management Systems Engineering 

Allen Cheng, Ph.D. 2017, Industrial Engineering and Operations Research, Columbia University
Thesis: Clearinghouse Default Resources: Theory and Empirical Analysis
First Position: Research Associate, AQR Capital Management
Peng Chu Chen, Ph.D. 2016, Industrial Engineering, Purdue University
Thesis: Systemic Risk in Financial Networks
First Position: Assistant Professor, University of Hong Kong, Industrial and Manufacturing Systems Engineering
Postdocs and Associate Research Scientists:

Shihao Yu, June 2022-Present. Project: Microstructure of Exchanges and Machine Learning in Finance. 

Mihailo Stojnic, August 2022 - Present, Project: Causal Inference and Factor Analysis

Bo Yang, April 2022-Present. Project: Virtual Bidding and Economics of Power Grids (joint with G. Iyengar and D. Bienstock)

Khalil Esmkhani, January-July 2023, Project: Supply Chain Blockchain and Information Networks. First Position: Assistant Professor of Finance, Simon Fraser University

Michael Rath, January 2021-December 2022. Project: Risk Management in Power Grids 
(joint with G. Iyengar and D. Bienstock)
Zhaoyu Zhang, 2019-2020. Project: Data Driven Algorithms for Risk Preference Estimation.  
Current Position: Assistant Professor of Mathematics, University of Southern California
Sveinn Olafsson, 2018-2021. Project: Robo-Advising and Cryptocurrencies
Current Position: Assistant Professor, School of Business, Stevens Institute of Technology
Benjamin Bernard. Project: Bail-in and Bailout Policies in Financial Networks.
Current Position: Assistant Professor, Department of Economics, the University of Wisconsin in Madison.
Hongzhong Zhang. Project: Market Microstructure, Competition, and Inventory Costs
Current Position: Quantitative Researcher, Enlightenment Research, LLC
Matt Stern. Project: Human-Machine Interaction Systems with Applications to Robo-Advising
Current Position: Staff Data Scientist at Thrasio
Marko Weber Projects: Liquidity Management and Strategic Portfolio Systemic Allocations
Current Position. Assistant Professor, Department of Mathematics, National University of Singapore