Michael R. Metel
Postdoctoral Researcher
RIKEN Center for Advanced Intelligence Project
Continuous Optimization Team

Research Interests: 
stochastic optimization, applications in risk management
Michael R. Metel, Kelly betting on horse races with uncertainty in probability estimates, Decision Analysis, 15(1): 47-52, 2018. 
Antoine Deza, Kai Huang, and Michael R. Metel, Managing losses in exotic horse race wagering, Journal of the Operational Research Society, 69(3): 319-325, 2018. 
Michael R. Metel, Traian A. Pirvu, and Julian Wong, Risk Management under Omega Measure, Risks, 5(2): 27, 2017. 
Antoine Deza, Kai Huang, and Michael R. Metel, Chance constrained optimization for targeted Internet advertising, Omega: The International Journal of Management Science, 53: 90-96, 2015.
Previous Experience:
Postdoctoral Fellow, Laboratoire de Recherche en Informatique, Université Paris-Sud, Orsay, France, 2016-2017.
PhD Computational Science and Engineering, McMaster University, 2016.
MSc Financial Mathematics, McMaster University, 2011.
BESc Electrical Engineering, University of Western Ontario, 2009.
RIKEN AIP Seminar, Tokyo, Japan, February 2018.
Advanced Optimization Seminar, McMaster University, May 2017. 
Workshop on Advances in Optimization, Tokyo, Japan, August 2016.
INFORMS Annual Meeting, Philadelphia, USA, November 2015.
Paths, Pivots, and Practice: The Power of Optimization, HEC Montréal, June 2015.
Canadian Mathematical Society Winter Meeting, Hamilton, Canada, December 2014.