Education: Ph.D. in Computer Science, Department of Computing & Mathematical Sciences, California Institute of Technology, 2009.
Current Affiliations: Professor of Industrial Engineering and Operations Research, Columbia University. Director, Center for Digital Finance and Technologies, School of Engineering and Applied Sciences, Columbia University.
Selected Honors:
· JP Morgan AI Faculty Research Award, 2019.
· Columbia-IBM Center for Blockchain & Data Transparency: Special COVID-19 Research Award.
· Honorable mention from the MIT Center for Finance and Policy & Harvard Crowd Innovation Laboratory.
· Bar-Ilan Prize for general research in financial mathematics.
· Several best paper awards at Fintech Conferences and INFORMS sections.
· Market Microstructure
· Financial Technology
· Economic Networks
· Machine Learning in Finance
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A Continuous Time Framework for Sequential Goal-Based Wealth ManagementForthcoming | Management Science | A. Capponi and Y. Zhang
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Large Orders in Small Markets: Execution with Endogenous Liquidity SupplyForthcoming | Review of Finance | A. Capponi, A. Menkveld and H. Zhang
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Stress Testing Spillover Risk in Mutual FundsForthcoming | Management Science | A. Capponi, P. Glasserman and M. Weber
