Faculty
Faculty
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Jose Blanchet elected INFORMS Fellow
INFORMS names Jose Blanchet a 2026 Fellow for his contributions to applied probability and stochastic systems, for advances in rare event simulation, exact sampling and the use of optimal transport in distributionally robust optimization, and for his sustained service to the community.
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Markus Pelger chairs the invited panel Emergent AI for Finance: Beyond LLMs at the AFA 2027 meeting
The panel at the Annual Meeting of the American Finance Association in Washington on January 3, 2027 brings together Jianqing Fan, Anton Korinek, Stefan Nagel and Laura Veldkamp.
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Markus Pelger is the new Director of the AFTLab
Markus Pelger, Associate Professor of Management Science and Engineering, leads the Lab from the academic year 2026-27.
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Engle Prize for lab research on change-point testing for risk measures
The paper by Lin Fan, Junting Duan, Peter Glynn and Markus Pelger receives the Engle Prize of the Journal of Financial Econometrics.
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Renyuan Xu receives a JP Morgan AI Faculty Research Award
The award supports her research project From Generative AI to Financial Predictions and Decisions.
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Papers by four AFTLab faculty among the 50 selected for the anniversary of Mathematics of Operations Research
The collection for the 50th anniversary of the journal includes papers by Jose Blanchet, Peter Glynn, Renyuan Xu and Yinyu Ye.
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Renyuan Xu co-organizes the NeurIPS 2025 workshop on Generative AI in Finance
The workshop at the Conference on Neural Information Processing Systems in San Diego brought together researchers from machine learning and finance.
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Peter Glynn receives the David Blackwell Prize
The INFORMS Applied Probability Society awards the prize for a lifetime of scholarship in applied probability. Shengbo Wang (PhD 2025), advised by Peter Glynn and Jose Blanchet, receives the Best Student Paper Prize of the society.
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Renyuan Xu joins MS&E and the AFTLab
Renyuan Xu works on mathematical finance, generative AI and reinforcement learning. She joins from New York University.
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Ruizhe Jia joins MS&E and the AFTLab
Ruizhe Jia works on market microstructure and decentralized finance. He received his PhD in operations research from Columbia University.
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Jose Blanchet named Fellow of the Institute of Mathematical Statistics
The Institute of Mathematical Statistics names Fellows for distinction in research in statistics or probability.
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Markus Pelger promoted to Associate Professor with tenure
The promotion is effective September 1, 2024. He was also named Chambers Faculty Scholar in the School of Engineering.
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Markus Pelger appointed to the National Bureau of Economic Research
He joins the Asset Pricing program of the NBER.
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Jose Blanchet receives the Best Publication Award of the INFORMS Applied Probability Society
The award recognizes two papers on optimal transport, model risk and robust inference, written with Karthyek Murthy and Yang Kang.
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Markus Pelger receives the Bates-White Prize
The prize for the best paper at the conference of the Society for Financial Econometrics goes to Asset-Pricing Factors with Economic Targets, written with Svetlana Bryzgalova, Victor DeMiguel and Sicong Li.
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Markus Pelger receives the Dennis J. Aigner Award
The Journal of Econometrics awards the prize to Martin Lettau and Markus Pelger for Estimating Latent Asset-Pricing Factors, the best empirical paper published in the journal in 2019 and 2020.
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Peter Glynn receives the Lifetime Professional Achievement Award of the INFORMS Simulation Society
The award is the highest honor of the society.