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.

About

The DSI Financial and Business Analytics Center develops 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.

Event Details

Wednesday February 19, 2025 (5:30 PM – 7:00 PM ET)

Location: Mudd Building, 4th Floor | Carleton Commons & DSI Suite

Address: 500 W 120th St, New York, NY 10027

REGISTRATION DEADLINE: The Columbia Morningside campus is open to the Columbia community. If you do not have an active CUID, the deadline to register is at 12:00 PM the day before the event.

Register

List of Posters

  • P01: Active learning for multi-group mean estimation
  • P02: Explainable AI: Improving the Stability of LIME
  • P03: Anomaly Detection for Time Series Data
  • P04: Predicting quarterly earnings estimate distributions with Wasserstein-based distributional matrix completion
  • P05: Gaming on Coincident Peak Shaving: Equilibrium and Strategic Behavior
  • P06: Approximate Risk Parity with Return Adjustment and Approximation Bounds
  • P07: A Lagrangian-Informed Long-Term Dispatch Policy for Coupled Hydropower and Photovoltaic Systems
  • P08: RainbowPO: A Unified Framework for Combining Improvements in Preference Optimization
  • P09: Active Exploration via Autoregressive Generation of Missing Data
  • P10: Fair Fares for Vehicle Sharing Systems
  • P11: Explainable Asset Allocation and Portfolio Construction
  • P12: Graph Neural Network Models for Retail Basket Recommendation Prediction
  • P13: The Neighborhood Predictors of Entrepreneurship
  • P14: The Power of Static Pricing for Reusable Resources
  • P15: Multi-Adapterjointfine-tuningo fDiffusionModelswithLoRAf o rVisual Illusions
  • P16: First-order Control Variate for Topic Model Evaluation
  • P17: Data-Driven Stochastic Modeling using Autoregressive Sequence Models: Translating Event Tables to Queueing Dynamics
  • P18: High Precision Approximation of the American Put Option
  • P19: Diffusion Model for Financial Time Series
  • P20: Credit Card Risk Models: A Survey on Scoring and Limits
  • P21: Optimal and Stable Distributed Bipartite Load Balancing
  • P22: Control of Nonstationary Systems with QPLEX
  • P23: Leveraging Multi-Agent Retrieval-Augmented Generation (RAG) System for Key Driver Analysis from Financial Transcripts
  • P24: MallowsPO: Generalizing Direct Preference Optimization with Mallows Model
  • P25: Mean–Variance Portfolio Selection by Continuous-Time RL: Algorithms, Regret Analysis, and Empirical Study
  • P26: Neural Inventory Control in Networks via Hindsight Differentiable Policy Optimization
  • P27: Clustering and Graph Representation Learning in Fraud Detection
  • P28: Central Clearing