Dimitrios Lolas, ORFE Department, Princeton University (2023 --). Mean-field games with applications to energy management system, co-supervised with Professor Ronnie Sircar.
Alessandro Chiusolo, ORFE Department, Princeton University (2021 --). New approach to principal-agent problems with applications.
Felix Hoefer, ORFE Department, Princeton University (2021 --). Topics around Stackelberg and mean-field games, co-supervised with Professor Mete Soner.
Giang Truong, ORFE Department, Princeton University (2021 --). Kuramoto model and mean-field games, co-supervised with Professor Rene Carmona.
Michael Hein (2025) “A Supervised Learning Framework for Generating DJ Transitions.”
Charles Nelson Sinarya (2025) “Forecasting The Future: Utilizing the Statistical Jump Model to Predict Economic Output of The US Economy.”
Perla Leon-Higuera (2024) “Scaling Up Renewables in Texas: A Binary Linear Programming Approach to Cost-Effective Integration Under Hourly Supply-Demand Constraints.”
Juan Salazar (2024) “Predictive Modeling for Food Accessibility: Machine Learning Insights into Food Deserts and Swamps.”
Daniel Kern (2023) “Modeling the Added Volatility Components of ETF Structure onto their Constituent Assets via the Creation/Redemption Process.”
Lin Xin (2023) “An Analysis of Algorithm-driven Financial Planning Services.”
Allan Vo (2023) “Reefers Unite! Analyzing Coral Prices to Incentivize Land-Based Coral Aquaculture.”
Andrew Tang (2023) “Option Trading Strategies to Harvest the Volatility Risk Premium.”
Declan Barnes (2022) “Will Aliens Win The Election Of 2120? Using A Voter’s Past To Predict Their Future.”
Zachary Dinch (2022) “Analyzing Trends Related to the Growth and Economic Sustainability of Streaming Services.”
Kesegofetse Rauwe (2022) “Foreign Direct Investment And Gross Personal Income: A Comparison Between Brazil and The United States.”
Allen Shen (Fall 2024) “Reevaluating Reverse Multi-Unit Electricity Auction Mechanisms.”
George Middleton (Spring 2022) “An Investigation into the Behavior of Multi-Agent Reinforcement Learning Algorithms in Strategic Games.”
Chunbin Zhao, Imperial College, London and Bank of America (Spring 2021): “Statistical Learning on Cross-Asset Factor Premia from Asset Manager’s Perspective”, submitted for the degree of MSc in Mathematics and Finance at Imperial College, London.