Projects per year
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Dive into the research topics where Operations Research & Financial Engineering is active. These topic labels come from the works of this organization's members. Together they form a unique fingerprint.
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
Profiles
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YIP Data-driven analysis and design of mathematical optimization algorithms
Stellato, B. (PI)
3/1/25 → 2/29/28
Project: Research project
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Collaborative Research: Flexible Regression Methods for Climate Economics
Cattaneo, M. D. (PI)
NSF - National Science Foundation
7/1/24 → 6/30/27
Project: Research project
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Mean Field Optimal Control
Soner, M. (PI)
NSF - National Science Foundation
7/1/24 → 6/30/27
Project: Research project
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Dynamic asset allocation with asset-specific regime forecasts
Shu, Y., Yu, C. & Mulvey, J. M., Mar 2025, In: Annals of Operations Research. 346, 1, p. 285-318 34 p., 115558.Research output: Contribution to journal › Article › peer-review
1 Scopus citations -
Financial Mathematics
Carmona, R. & Sircar, R., Jan 1 2025, The Princeton Companion to Applied Mathematics. Princeton University Press, p. 640-648 9 p.Research output: Chapter in Book/Report/Conference proceeding › Chapter
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Neural optimal stopping boundary
Reppen, A. M., Soner, H. M. & Tissot-Daguette, V., Apr 2025, In: Mathematical Finance. 35, 2, p. 441-469 29 p.Research output: Contribution to journal › Article › peer-review
Open Access2 Scopus citations