Lehigh  
Lehigh University
  
  
 
 
 
 
 
 
Welcome!

I am an Assistant Professor in the Department of Industrial and Systems Engineering at Lehigh University in Bethlehem, PA.

My research focuses on robust optimization applied to revenue and portfolio management, and is currently funded in part by the National Science Foundation (grants DMI-0540143 and CMMI-0757983) and IBM.

For those of you interested in engineering education and research, or in my work at a non-technical level, feel free to read my blog on these issues here.

I hold a SM and a PhD in Electrical Engineering and Computer Science from MIT and joined Lehigh University in 2004.

Feel free to contact me at aurelie dot thiele at lehigh dot edu.

News:

  • I have posted the slides of my talks on log-robust portfolio management for the INFORMS annual meeting: without short sales, with short sales.
  • On October 3, I presented my and Ban Kawas's NSF-funded work on "Log-Robust Portfolio Management" in our department's seminar series.
  • The syllabi for IE 316 (Optimization Models and Applications) and IE 406 (Introduction to Mathematical Programming) are now online.
  • I have been awarded a $199,964 grant by the National Science Foundation to investigate robust portfolio management with uncertain compounded rates of return (Grant CMMI-0757983). This will fund the studies of my doctoral student Ban Kawas.
  • I have been included in Marquis Who's Who in America, 2009. Apparently, a few people find my blog interesting. (Thank you!)
  • I have been awarded $44,516 out of a $99,981 grant given by the NSF's CELDi (Center for Engineering Logistics and Distribution). Dr. Kevin Taaffe at Clemson University is the PI. We will work with Lockheed Martin and FLSmidth to propose adaptive, data-driven policies for inventory control. This will provide funding for my doctoral student Rockey Myall.
  • My undergraduate students Christopher Barrett and Victoria Berenholz were awarded third place in the Undergraduate Research Symposium for their work on portfolio management with downside risk measures.
  • I have received a 2007 IBM Faculty award.

I remain an academic advisor for the first-year students in the College of Engineering.

Last updated September 26, 2008.