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 15, 2023 (5:30 PM – 7:00 PM ET) – In-Person Only

Location: Columbia Business School – Kravis 1040 (655 W. 130th Street, New York, NY 10027)

Register Here

List of Participating Posters

Floorplan

P01: An Active Learning Framework for Multi-group Mean Estimation

  • Primary PI: Abdellah Aznag
  • Faculty Advisor: Adam Elmachtoub

P02: The Power of Static Pricing for Reusable Resources

  • Primary PI: Jiaqi Shi
  • Faculty Advisor: Adam Elmachtoub

P03: Fare Fares for Vehicle Sharing Systems

  • Primary PI: Hyemi Kim
  • Faculty Advisor: Adam Elmachtoub

P04: Competition in the Market for Cryptocurrency Exchanges

  • Primary PI: Junyi Hu
  • Faculty Advisor: Anthony Lee Zhang

P05: Energy Storage Arbitrage in Two-settlement Markets: A Transformer-Based Approach

  • Primary PI: Saud Alghumayjan
  • Faculty Advisor: Bolun Xu

P06: Optimal Dynamic Fees for Blockchain Resources

  • Primary PI: Shouqiao Wang
  • Faculty Advisor: Ciamac Moallemi

P07: An Analysis of Fixed-Spread Liquidations in DeFi Lending

  • Primary PI: Utkarsh Patange
  • Faculty Advisor: Ciamac Moallemi

P08: Experimentation for User Interests Exploration for Online Platforms

  • Primary PI: Yuanzhe Ma
  • Faculty Advisor: Garud Iyengar and Jay Sethuraman

P09: A Practical Minimax Approach to Causal Inference under Limited Overlap

  • Primary PI: Yuanzhe Ma
  • Faculty Advisor: Hongseok Namkoong

P10: End-to-End Variational Inference for Robust Portfolio Construction

  • Primary PI: Xinyu (Rain) Wei
  • Faculty Advisor: Garud Iyengar

P11: Fairness implications of relevance-based ranking policies in two-sided platforms

  • Primary PI: Lorenzo Modotti
  • Faculty Advisor: Hannah Li

P12: Modeling Interference Using Experiment Roll-out

  • Primary PI: Ariel Boyarsky
  • Faculty Advisor: Hongseok Namkoong

P13: C-Learner: Constrained Learning for Causal Inference

  • Primary PI: Tiffany Cai
  • Faculty Advisor: Hongseok Namkoong

P14: Hedging Complexity in Generalization via a Parametric Distributionally Robust Optimization Framework

  • Primary PI: Tianyu Wang
  • Faculty Advisor: Garud Iyengar and Henry Lam

P15: Identifying Refund Hunters with Peer Networks

  • Primary PI: Chenkai Yu
  • Faculty Advisor: Hongyao Ma

P16: MNL-Bandit in non-stationary environments

  • Primary PI: Ayoub Foussoul
  • Faculty Advisor: Vineet Goyal

P17: Third Places and Neighborhood Entrepreneurship: Evidence from Starbucks Cafés

  • Primary PI: Jinkyong Choi
  • Faculty Advisor: Jorge Guzman

P18: Whose fault? Suspects vs. Detective: Verification in peer-to-peer lending

  • Primary PI: Hyunwoo Woo
  • Faculty Advisor: Laura Veldkamp

P19: Geometry-Aware Normalizing Wasserstein Flows for Optimal Causal Inference

  • Primary PI: Kaiwen Hou

P20: Dynamic Resource Allocation: Algorithmic Design Principles and Spectrum of Achievable Performances

  • Primary PI: Akshit Kumar
  • Faculty Advisor: Omar Besbes and Yash Kanoria

P21: Assessing Look-Ahead Bias in Stock Return Predictions Generated By GPT Sentiment Analysis

  • Primary PI: Caden Lin
  • Faculty Advisor: Paul Glasserman

P22: Recognizing Adversarial Attacks Using LIME

  • Primary PI: Alexander Phillips
  • Faculty Advisor: Ali Hirsa

P23: Robust Rolling PCA (R2 PCA)

  • Primary PI: Federico Klinkert
  • Faculty Advisor: Ali Hirsa

P24: Recursive K Means Clustering for Time Series

  • Primary PI: Ryan Holmes
  • Faculty Advisor: Ali Hirsa

P25: Uniformly Bounded Regret in Dynamic Fair Allocation

  • Primary PI: Shangzhou Xia
  • Faculty Advisor: Santiago Balseiro

P26: Robust Auctions with Support Information

  • Primary PI: Jerry Anunrojwong
  • Faculty Advisor: Santiago Balseiro and Omar Besbes

P27: Robust Budget Pacing with a Single Sample

  • Primary PI: Rachitesh Kumar
  • Faculty Advisor: Santiago Balseiro and Christian Kroer

P28: Dynamic Pricing for Reusable Resources: The Power of Two Prices

  • Primary PI: Wenxin Zhang
  • Faculty Advisor: Santiago Balseiro and Will Ma

P29: Automated Market Making and Arbitrage Profits in the Presence of Fees

  • Primary PI: Jason Milionis
  • Faculty Advisor: Tim Roughgarden

P30: Culture as a Signal: Evidence from the Field

  • Primary PI: Jiehang Yu
  • Faculty Advisor: Wei Cai

P31: Policy Optimization for Continuous Reinforcement Learning

  • Primary PI: Hanyang Zhao
  • Faculty Advisor: Wenpin Tang and David D. Yao

P32: Academic Credentials Matter Relatively Less for Admission to Highly Selective Colleges

  • Primary PI: Allen Sirolly
  • Faculty Advisor: Yash Kanoria

P33: OpenDataVal: a Unified Benchmark for Data Valuation

  • Primary PI: Kevin Jiang
  • Faculty Advisor: Yongchan Kwon

P34: Autodifferentiable Discrete Event Simulation for Queuing Network Control

  • Primary PI: Ethan Che
  • Faculty Advisor: Hongseok Namkoong