Anran Hu
Assistant Professor of Industrial Engineering and Operations Research
Anran Hu joined Columbia Engineering as an assistant professor in the Department of Industrial Engineering and Operations Research in July 2024.
She completed her PhD from Industrial Engineering and Operations Research College of Engineering at University of California Berkeley (2022) and obtained her BS degree from School of Mathematical Sciences, Peking University (2016). She was a Hooke Research Fellow in the Mathematical Institute at the University of Oxford. Hu works at the intersection of stochastic control, game theory, optimization, machine learning and financial engineering. A main focus of her research is on the reinforcement learning, optimization formulation and innovative modeling of large-population games and stochastic control systems. One of her current major goals is to enhance the model capacity, practical applicability and scalability of control and games. Anran is teaching IEOR4500 Applications Programming for Financial Engineering this semester.
Additional Information
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Education
- Ph.D., IEOR, UC Berkeley
- M.S., IEOR, UC Berkeley
- B.S., School of Mathematical Sciences, Peking University
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Research Interests
- Mathematical finance, financial engineering and FinTech
- Applied probability, stochastic control and games
- Reinforcement learning and machine learning