Research Interests:
Reinforcement Learning
Stochastic Dynamic Optimization and Stochastic Models
Sequential Learning and Information Collection
Bayesian Optimization
Mathematical Optimization
Application Areas: Inventory Management, Logistics, Algorithmic Trading, Energy Markets
I am an affiliated faculty member of the Stevens Institute for Artificial Intelligence (SIAI) and a faculty member of the Stevens Energy Efficiency cluster.
Academic Appointments:
Visiting Associate Professor (Patrick and Amy McCarter Fellow) (Sept. 2023 - present): Department of Industrial Engineering & Management Sciences, Northwestern University, IL, USA
Associate Professor (Tenured) (Sept. 2021 - present): School of Business, Stevens Institute of Technology, NJ, USA
Assistant Professor (Tenure Track) (Jan. 2017 - Aug. 2021): School of Business, Stevens Institute of Technology, NJ, USA
Assistant Professor (Tenure Track) (Aug. 2014 - Dec. 2016): School of Systems and Enterprises, Stevens Institute of Technology, NJ, USA
Visiting Scholar (May 2014 - Aug. 2014): Stanford Graduate School of Business, Stanford University, CA, USA
Education:
Postdoctoral Research Associate (Apr. 2012 - Apr. 2014): Department of Operations Research and Financial Engineering, Princeton University, NJ, USA
Supervisor: Prof. Warren B. Powell
PhD in Computer Science (2012) School of Computer Science, University of Waterloo, Canada
Supervisors: Prof. Thomas F. Coleman, Prof. Yuying Li
Certificate in University Teaching (2010) Centre for Teaching Excellence, University of Waterloo, Canada
MMath in Combinatorics and Optimization (2006) Department of Combinatorics and Optimization, University of Waterloo, Canada
BSc and MSc in Mathematics (2005) Department of Mathematics and Computer Science, Amirkabir University of Technology, Iran
Industry Experience:
Senior Risk Analyst (Jun. 2011-Mar. 2012): Quantitative Analysis Group, Royal Bank of Canada (RBC) Financial Group, Toronto, Canada
Risk Analyst (May 2010-Aug. 2010): Quantitative Analysis Group, Bank of Montreal (BMO) Financial Group, Toronto, Canada
Professional Affiliations:
Institute of Electrical and Electronics Engineers (IEEE Senior Member)
Institute for Operations Research and the Management Sciences (INFORMS)
Society for Industrial and Applied Mathematics (SIAM)
Mathematical Optimization Society (MOS)
Production and Operations Management Society (POMS)
Canadian Operational Research Society (CORS)
Professional Positions :
Associate Editor - INFOR: Information Systems and Operational Research (Mar. 2023 - present)
Academic Editor - PLOS One (Feb. 2023 - present)
Co-Editor (Invited) - SIAG/Opt Views-and-News - SIAM Activity Group on Optimization (Oct. 2019 - Dec. 2021)
Vice Chair (Elected) - INFORMS Optimization Society (Jan. 2018 - Dec. 2019)
Selected Awards:
IEEE Senior Member (2019)
Vice-provost for Academics Teaching Excellence commendation (2017)
Anita Borg Institute GHC Faculty Scholar (2017)
Ranked First for NSERC Postdoctoral Fellowship-Mathematical Sciences in Canada (2013)
INFORMS Teaching Effectiveness Colloquium (2012)
Google Canada Anita Borg Memorial Scholarship, Finalist (2009)
First Place at MITACS Annual Conference Poster Presentation Competition (2009)
Honourable Mention in Optimization Modeling Competition, Lehigh University, USA (2009)
Meloche Monnex Graduate Scholarship in Quantitative Finance and Insurance (2009)
David R. Cheriton Graduate Scholarship (Type 1), School of Computer Science, University of Waterloo (2007-2009)
Ontario Graduate Scholarship (2009-2010, 2010-2011)
President's Graduate Scholarship, University of Waterloo (2009-2011)
Mathematics Graduate Experience Award, University of Waterloo (2008-2009)
Provost Doctoral Award for Women, University of Waterloo (2006-2008)
Institute for Quantitative Finance and Insurance (IQFI) Scholarship (2007)
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