Xinkai Wu. Department of Industrial Engineering and Operations Research, Columbia University. Research Topic: Endogenous Financial Networks
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: 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.
Former Doctoral and Visiting Students:
Ruizhe Jia, Ph.D. 2024. Industrial Engineering and Operations Research, Columbia University. Thesis: The Market Microstructure of Decentralized Exchanges.
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: 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:
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