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:

• On June 15, I presented my and Ban Kawas's work on logrobust portfolio management at the CORS/INFORMS International Meeting in Toronto.
• Congratulations to my student Ban Kawas who was named a Rossin Doctoral Fellow for the academic year 2009-2010!
• In the Fall I will teach "Optimization Models and Applications" (IE 316) and supervise the financial engineering project (IE 441) for the Master students in the analytical finance program.
• On March 26, I presented my and Ban Kawas's NSF-funded work on "Log-Robust Portfolio Management" at Penn State.
• My graduate student Ban Kawas and my undergraduate student Phoebe Lai presented their respective work at the department's 60th anniversary symposium on April 16.
• My undergraduate student Rob Cant is doing a project on improving the efficiency of the Lehigh University shuttle service.
• Congratulations to my student Ban Kawas who was named a finalist in the IBM PhD fellowship competition!

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

Last updated July 22, 2009.