Faculty Directory (A-Z)

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Richard A. Davis

Howard Levene Professor

Research InterestsMy research interests lie primarily in the areas of applied probability, time series, and stochastic processes. My dissertation work focused on extreme values of general stationary processes. While my research interests have gravitated towards problems in time series analysis (inference, estimation, prediction and general properties of time series models), extreme value theory still has a strong...

Emanuel Derman


Professor Emanuel Derman joined Columbia University's Industrial Engineering and Operations Research Department in 2003. Prior to joining Columbia, he was a managing director at Goldman Sachs, where he was head of the quantitative strategies group in the equities division, and then head of quantitative risk strategies in firm-wide risk. He is best known for his work on the Black-Derman-Toy interest-rate model and...

Eleni Drinea


Eleni Drinea received a B.S. degree in computer engineering in 1999 from the University of Patras, Greece. She obtained her Ph.D in computer science from Harvard University in 2005. She then joined the New England Complex Systems Institute in 2006 as a postdoctoral fellow working on information theoretic tools for data analysis. From 2007 to 2009 she was a research associate with the school of computer and...

Qiang Du

Adjunct Senior Research Scientist

Dr.Du earned Ph.D. in Mathematics (1988) from Carnegie Mellon University, after which he has held faculty positions at University of Chicago, Michigan State University, Iowa State University, and Hong Kong University of Science and Technology. Dr.Du was most recently the Verne M. Willaman Professor of Mathematics and Professor of Materials Science and Engineering at Penn State University. Recognitions for Dr. Du’s...

Haimonti Dutta

Associate Research Scientist

Haimonti Dutta is an associate research scientist at the Center for Computational Learning Systems (CCLS) at Columbia University. Her research focuses on mining big data. She is interested in developing scalable machine learning algorithms (distributed and parallel learning) and distributed optimization. Her research has been funded by the federal government and industry including National Science Foundation,...

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