Explore the latest data and engineering research from the Columbia University community. Poster Sessions bring together DSI centers, members, and Columbia students to exhibit new projects.


Hosted by the DSI Financial and Business Analytics Center

About: We develop analytical and computational tools to manage risk and to support decisions using the growing volume and variety of data available. The center is a community of more than 40 affiliated faculty researchers from nine departments across the Graduate School of Arts and Sciences, Columbia Business School, and Columbia Engineering. Our research thrusts currently include: systemic risks in financial systems and other interdependent critical infrastructures, insurance risk and natural disasters, risk hedging and mitigation for global supply chains, economic fluctuations and uncertainty, consumer/marketing analytics, supply chain analytics, analytics for healthcare delivery, and analytic entrepreneurship. Learn More.


Event Details

Wednesday, November 30, 2022 (5:30 PM – 7:00 PM ET) – In-Person Only

Location: Columbia Business School, Geffen Hall (645 W 130th St, New York, NY 10027). 3rd floor Board Room, Room 320

Register


List of Exhibiting Posters

Financial and Business Analytics Center Poster Session

P01: Dynamic Surveying

  • Team Member: Abdellah Aznag
  • Advisors: Rachel Cummings, Adam N. Elmachtoub

P02: Multi-secretary Problem with Many Types

  • Team Member: Akshit Kumar
  • Advisors: Omar Besbes, Yash Kanoria

P03: When Frictions are Fractional: Rough Noise in High-Frequency Data

  • Team Members: Carsten Chong, Thomas Delerue, Guoying Li

P04: Iterative Network Pricing for Ridesharing Platforms

  • Team Member: Chenkai Yu
  • Advisor: Hongyao Ma

P05: On the Statistical Benefit of Intermediate Outcomes in Long-term Optimization

  • Team Member: David Cheikhi
  • Advisor: Daniel Russo

P06: Adaptive Experimentation at Scale

  • Team Member: Ethan Che, Hongseok Namkoong
  • Advisor: Jing Dong

P07: Waiting Online vs. Offline in Outpatient Clinics: An Empirical Study on Incomplete Visit

  • Team Member: Jimmy Qin
  • Advisors: Carri W. Chan, Jing Dong

P08: The Martingale Approach to Reinforcement Learning in Continuous Time and Space

  • Team Members: Yanwei Jia
  • Advisor: Xun Yu Zhou

P09: Achieving Mean–Variance Efficiency by Continuous-Time Reinforcement Learning

  • Team Members: Yilie Huang, Yanwei Jia
  • Advisor: Xun Yu Zhou

P10: On the Robustness of Second-Price Auctions in Prior-Independent Mechanism Design

  • Team Members: Jerry Anunrojwong
  • Advisor: Santiago Balseiro, Omar Besbes

P11: Single-Leg Revenue Management with Advice

  • Team Member: Rachitesh Kumar
  • Advisors: Santiago Balseiro, Christian Kroer

P12: Comparing the Lifetime Value of Lithium-ion Battery Technologies in Wholesale Electricity Markets

  • Team Members: Umar Salman, Sacha Belasch, Zekun Ji, Danyi Huang, Ningkun Zheng
  • Advisor: Bolun Xu

P13: Arbitraging Variable Efficiency Energy Storage using Analytical Stochastic Dynamic Programming

  • Team Members: Ningkun Zheng, Joshua Jaworski
  • Advisor: Bolun Xu

P14: Simple Policies for Joint Pricing and Inventory Management

  • Team Members: Harsh Sheth, Yeqing Zhou
  • Advisors: Adam N. Elmachtoub

P15: Automated Market Making and Loss-Versus-Rebalancing (LVR)

  • Team Members: Jason Milionis, Ciamac C. Moallemi, Anthony Lee Zhang
  • Advisor: Tim Roughgarden

P16: Day Trading in Bitcoin and Gold

  • Team Members: Makoto Powers, Brianna Han, Jane Zhang
  • Advisor: George Dragomir

P17: Should Bank Stress Tests Be Fair?

  • Team Member: Mike Li
  • Advisor: Paul Glasserman

P18: Diagnosing Model Performance Under Distribution Shift

  • Team Member: Tiffany Cai
  • Advisors: Hongseok Namkoong, Steve Yadlowsky (Google)

P19: Fair Fares

  • Team Member: Hyemi Kim
  • Advisor: Adam N. Elmachtoub

P20: Static Pricing Guarantees for Queueing Systems

  • Team Members: Jacob Bergquist
  • Advisor: Adam N. Elmachtoub

P21: 0.904-Guarantee of Static Pricing for Reusable Resources

  • Team Member: Jiaqi Shi
  • Advisor: Adam N. Elmachtoub

P22: Balanced Off-policy Evaluation for Personalized Pricing

  • Team Members: Yunfan Zhao, Vishal Gupta (USC Marshall)
  • Advisor: Adam N. Elmachtoub

P23: Assessing Corporate Climate Through Big Data

  • Team Members: Kriste Krstovski, Yao Lu, Siddhanth Sabharwal (UIUC)