Agostino Capponi

Agostino's research interests are in systemic risk and economic networks, financial technology, tokenomics, and market microstructure. Agostino's research has been published in major journals of his field, including  Management Science, Operations Research, Journal of Political Economy, Journal of Monetary Economics, Review of Asset Pricing Studies, Journal of Financial and Quantitative Analysis, and Mathematical Finance.
 

Agostino is a fellow of the Crypto and Blockchain Economic Research Forum, an academic fellow of the Luohoan Academy established by the Alibaba Group, and external research fellow at the Fintech@Cornell Center. 

Agostino's research has been funded by major public agencies including the NSF, DARPA, U.S. Department of Energy, and private agencies and corporations including J.P. Morgan, IBM, Ripple, the Ethereum Foundation, the Institute for New Economic Thinking, the Global Risk Institute, the Clearpool Group, and the OCP Group.

Agostino is an Editor of Management Science in the Finance Department, and of Operations Research in the Financial Engineering Department. He also serves as a co-editor of Mathematics and Financial Economics. Agostino serves or has served as an associate editor of Mathematical Finance, Finance and Stochastics, SIAM Journal on Financial Mathematics,  Applied Mathematical Finance, Digital Finance, Frontiers of Mathematical Finance, Stochastic Systems, Stochastic Models, and the American Institute of Mathematical Sciences Journal of Dynamics & Games.

Agostino is a member of the Council of the Bachelier Finance Society. He also served as the Chair of the SIAM Activity group in Financial Mathematics and Engineering and as the Chair of the INFORMS Finance Section.
 

Agostino is a recipient of the NSF CAREER Award, the inaugural JP Morgan AI Faculty Research Award, the Columbia-IBM Center for Blockchain & Data Transparency Research Award, a honorable mention from the MIT Center for Finance and Policy and the Harvard Crowd Innovation Laboratory, and the Bar-Ilan prize for general research in financial mathematics. His research also also been recognized with best paper awards at Fintech Conferences and INFORMS Conferences.  

Agostino's research has received attention by various media outlets, including Thomson Reuters, the American Banker, Vox, Oxford Business Law, and the Chicago Booth Review. Agostino holds a world patent for a target tracking methodology in military networks. Agostino has been a visiting scholar at the Federal Reserve Bank of New York in the Fall 2022, and served as an External Consultant at the U.S. Commodity Futures Trading Commission, Office of the Chief Economist from 2015 through 2021.

Agostino received his Master and Ph.D. Degree in Computer Science and Applied and Computational Mathematics from the California Institute of Technology, respectively in 2006 and 2009. An updated version of his CV is available here.

Research Areas

• Data Analytics
• Economics & Computation
• Financial Engineering
• Game Theory
• Risk Management
• Supply Chain Management
• Blockchain (Web3.0)
• Cryptoeconomics
• Digital Finance & Technology
• Energy & Power
• Financial Technology