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- I participated as a speaker in the Robust Optimization workshop to be held at the Institute for Pure and Applied Mathematics on the UCLA campus in November 2010.
- I gave a tutorial presentation (similar to a 90-min semi-plenary talk) at the joint CORS/MITACS [Canadian Operational Research Society] meeting in Edmonton (Canada) in May 2010. MITACS is a Canadian research consortium in the areas of applied mathematics and operational research.
- I gave talks in the seminar series of both Rutgers University and Penn State (Main Campus) in the Spring of 2010
- 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 have posted the slides of my talks on log-robust portfolio management without short sales for the INFORMS annual meeting. I'll post the slides for short sales soon.
On October 3, I presented my and Ban Kawas's NSF-funded work on "Log-Robust Portfolio Management" in our department's seminar series.
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 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.
My doctoral student Gokhan Metan defended his dissertation, entitled: "Robust and Adaptive Inventory Management: Theory and Algorithms" on Tuesday, April 22.
I recently served as a judge for the Lehigh Valley Science and Engineering Research Fair and for Lehigh University's CHOICES day.
On December 5, 2006 I gave a talk at Rutgers University on robust and data-driven inventory management.
Here are some
of my recent talks:
- "Revenue management
under uncertainty: the case for a robust optimization approach", at
Penn State, April 13.
- "Dynamic and
data-driven pricing under uncertainty", DIMACS/ExxonMobil workshop on
Computational Optimization and Logistics Challenge in the Enterprise,
- "The robust
newsvendor problem with multiple products", Annual meeting of the
Canadian Operations Research Society, Montreal, QC, May 8-10.
- "Robust revenue
management with dynamic budgets of uncertainty", INFORMS Revenue
Management conference, New York, NY, June 5-6.
- "Robust revenue
management with dynamic budgets of uncertainty", MSOM conference,
Atlanta, GA, June 18-20.
I have been awarded a P.C. Rossin Assistant Professorship for
I have been awarded a 3-year, $250,000 grant from the National Science
Foundation to investigate "Robustness and performance in data-driven