Data Science Day @ Columbia University has ended
Columbia University’s Data Science Institute Presents:

Authors/Collaborators are listed in alphabetical order.

avatar for Agostino Capponi

Agostino Capponi

Columbia Engineering
Assistant Professor of Industrial Engineering and Operations Research

Agostino Capponi joined Columbia University's IEOR Department in August 2014, where he is also a member of the Data Science Institute.

His main research interests are in the area of networks, with a special focus on systemic risk, contagion, and control. In the context of financial networks, the outcome of his research contributes to a better understanding of risk management practices, and to assess the impact of regulatory policies aimed at controlling financial markets. He has been awarded a grant from the Institute for New Economic Thinking for his research on dynamic contagion mechanisms.

His research has been published in top-tier journals of Operations Research, Mathematical Finance, and Financial Economics, including Operations Research, Mathematics of Operations Research, Management Science, Review of Asset Pricing Studies, and Mathematical Finance. His work has also been published in leading practitioner journals and invited book chapters. Agostino is a frequently invited speaker at major conferences in the area of systemic risk. He has on-going collaborations with several governmental institutions that are tasked with the analysis of financial networks data, in particular the US Commodity Futures Trading Commission and the Office of Financial Research. Agostino holds a world patent for a target tracking methodology in military networks.