We are

The Research Group of Prof. Garud Iyengar

at Columbia University

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About

Our Research

Iyengar Lab at Columbia University is led by Prof. Garud Iyengar of the Department of Industrial Engineering and Operations Research. Research in our group focuses on several core areas, including financial engineering, machine learning, and optimization. Please see below for selected research topics.

Research Topic

Financial Engineering
& Risk Management

Financial data is noisy -- data is missing, data becomes outdated, models are wrong. What is the impact of the noise in the data on the decisions? Can one correct for data errors within the optimization procedure? We have explored many applications of robust optimization in financial decision making.

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Research Topic

Large scale analytics

Good solutions for large scale analytics problems are built on the ability to couple amounts of data, with appropriate models, and scalable optimization techniques -- and somewhere in the mix is also good visualization. The key in developing algorithms is to identify features of the problem that can be exploited.

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Research Topic

Resilient & Sustainable Infrastructure

Infrastructure is being stressed from various sources -- high demand, unreliable supply, extreme weather, accidents. Traditionally, infrastructure planners design with very little reserve in order to keep costs low. However, there is a growing interest in designing systems with resilience and sustainability as an equally important goal.

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Research Topic

Information & Optimization in Biological Systems

Biological systems have to sense and react to the information available from the environment. The underlying assumption of this research is that the millions of years of would have optimized the information aggregation systems modulo some path dependence having to do with early mistakes!

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Contact Us

500 W. 120th St., Mudd 315
New York, NY 10027

garud@ieor.columbia.edu