Description: Lehigh

 

News

 

Description: C:\Users\aut204\Downloads\Work\webpage\homepage_files\mm_spacer.gif

 

Description: C:\Users\aut204\Downloads\Work\webpage\homepage_files\mm_spacer.gif

 
 
 
 

Description: C:\Users\aut204\Downloads\Work\webpage\homepage_files\mm_spacer.gif

Description: C:\Users\aut204\Downloads\Work\webpage\homepage_files\mm_spacer.gif
 
 

[Click here to go back to my main page.]

Recent news

  • I will be giving a talk at Penn State on my research in robust health care financing in September 2013.
  • I presented my research at the INFORMS Healthcare Conference in Chicago, IL.
  • I was invited to the Paris-Dauphine University in Paris, France for one month, both in 2012 and 2013.
  • I was the lead author of my department’s application to the INFORMS UPS Smith Prize in 2011, which was selected as a finalist to the competition.

2010

  • 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

Spring 2009

  • 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.

Fall 2008

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.

Spring 2008

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.

January 2007

On December 5, 2006 I gave a talk at Rutgers University on robust and data-driven inventory management.

August 2006

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, April 19.
  • "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.

April 2006
I have been awarded a P.C. Rossin Assistant Professorship for 2006-2008.

September 2005
I have been awarded a 3-year, $250,000 grant from the National Science Foundation to investigate "Robustness and performance in data-driven revenue management."

 

 

 


 

 

 

Description: C:\Users\aut204\Downloads\Work\webpage\homepage_files\mm_spacer.gif