Research Team

Nathan Sun. Department of Industrial Engineering and Operations Research, Columbia University. Research Topic: Agentic AI in Finance.

Ananya Parashar. Department of Industrial Engineering and Operations Research, Columbia University. Research Topic: Goal Based Wealth Management and Stochastic Analysis.

Millend Roy. Department of Industrial Engineering and Operations Research, Columbia University. Research Topic: Capacity Pricing in Energy Markets.

Jose Antonio Sidaoui Gali. Department of Industrial Engineering and Operations Research, Columbia University. Research Topic: Asset Pricing, Graph Based Neural Networks, and Diffusion Manifolds.

Boxuan Li. Department of Industrial Engineering and Operations Research, Columbia University. Research Topic: Competition and Strategic Interactions in Networked Markets.

Felipe Verastegui-Grunewald. Department of Industrial Engineering and Operations Research, Columbia University. Research Topic: Essays on Energy, Climate Finance and Market Design.

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

Ruizhe Jia, Ph.D. 2024. Industrial Engineering and Operations Research, Columbia University. Thesis: The Market Microstructure of Decentralized Exchanges. Current Position: Assistant Professor, Department of Management Science and Engineering, Stanford University.

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 and Operations Research, Columbia University. Thesis: Essays 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.

Zhaonan Qu, July 2024–present. Project: Bias-Variance Tradeoff, Poisson Regressions, Heteroscedasticity and Measurement Noise.

Jiacheng Zou, August 2024–present. Project: Asset Pricing with Network Effects.

Shihao Yu, June 2022–June 2023. Project: Microstructure of Exchanges and Machine Learning in Finance. First Position: Assistant Professor of Finance, Lee Kong Chian School of Business, Singapore Management University.

Mihailo Stojnic, August 2022–December 2022. Projects: Matrix Completion and Portfolio Econometrics.

Bo Yang, April 2022–June 2024. Project: Virtual Bidding and Economics of Power Grids (joint with G. Iyengar and D. Bienstock). First Position: Assistant Professor, Department of Industrial Engineering & Decision Analytics, The Hong Kong University of Science and Technology.

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). First Position: McKinsey & Company.

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.