Preprints

  • On stochastic auctions in risk-averse electricity markets with uncertain supply

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Recent Publications

Teaching

  • 15.S60 Computing in Operations Research and Statistics: IAP 2019 TA

    Teaching assistant for an IAP course which aims to provide PhD students with an overview of state-of-the-art software tools used in optimization and statistics.

  • 15.093 Optimization Methods: Fall 2018 TA

    Teaching assistant for a course which aims to provide masters students with a unified overview of the main algorithms and areas of application in optimization.

    Duties: Assisting students, leading recitations, writing and marking assignments and exams.

  • 15.089 Analytics Capstone: Spring 2018 Student Mentor

    Student mentor for a 7-month capstone project completed by two Master of Business Analytics students, who applied machine learning techniques to predict fund inflows at the financial advisor level for a large investment management company.

    (Mentees received an award for the best presentation in their graduating class.)

Recent & Upcoming Talks

  • A scalable algorithm for sparse and robust portfolios

    November 2018, INFORMS, Phoenix, USA
    January 2019, LIDS student conference, Cambridge, USA

  • Details Slides

  • Payment mechanisms, efficiency savings and risk aversion in electricity markets

    July 2018, ISMP, Bordeaux, France

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  • Stochastic scheduling pricing and dispatch

    July 2017, EPOC Mini Workshop, Auckland, New Zealand

  • Details Slides

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