Columbia University      
Department of Industrial Engineering & Operations Research


Martin Haugh         
      Associate Professor of Professional Practice and Co-director of the Center for Financial Engineering (CFE)
Department of IE&OR, Columbia University

       PhD, Operations Research Center, MIT                                   
       MSc, University of Oxford, University College Cork


      I have been a faculty member in the IEOR department since July 2009 and before that from 2002 to 2005.

     (I spent the intervening years – from 2005 to 2009 – working in the financial services industry.)


  • My main research interests are in: (1) Computational finance and risk management and (2) Markov Decision Processes and sub-optimal control.
  • I am also very interested in: (3) Machine Learning / Business Analytics / “Big Data” and have recently started working on some research projects in this area. See also the Data Science Institute (DSI) for what’s going on in this space at Columbia.
  • My research papers can be found here.




In spring 2013 I co-taught with Garud Iyengar one of the first three MOOCs, i.e. massive open online courses, to be offered by Columbia University. The course was called Financial Engineering and Risk Management and it also featured an interview with Emanuel Derman. This course has now been split into two separate 6-week courses, FE & RM Part I and FE & RM Part II. Business Insider recently listed FE & RM Part I as one of the best free online business courses. In 2013 I was also awarded the Columbia Engineering School Alumni Association’s Distinguished Faculty Teaching Award for excellence in teaching.


Contact Information
Martin Haugh                    
Department of Industrial Engineering & Operations Research

Columbia University 
332 S.W. Mudd Building, 500 West 120th Street

New York, NY 10027-6902


Email: mh2078 at columbia dot edu

Telephone: (212) 854 1802

Fax: (212) 854 8103