The Daniel J. Epstein Department of Industrial & Systems Engineering will boost its faculty ranks, with new members Renyuan Xu and Andrés Gómez to join the department. Gómez will commence in the department during August 2019, while Xu will join in Fall 2020, after she completes a postdoctoral research year in the Mathematical Institute at the University of Oxford as a Hooke Research Fellow.
Gómez will be a new assistant professor in the department, with a research focus on developing new theory and tools for challenging optimization problems arising in finance, machine learning and statistics.
Gómez received his B.S. in Mathematics and B.S. in Computer Science from the Universidad de los Andes (Colombia) in 2011 and 2012, respectively. He then obtained his M.S. and Ph.D. in Industrial Engineering and Operations Research from the University of California, Berkeley in 2014 and 2017, respectively. From 2017 to 2019, Dr. Gómez worked as an Assistant Professor in the Department of Industrial Engineering at the University of Pittsburgh.
Renyuan Xu, who will join the department as a WiSE Gabilan Assistant Professor, is currently finishing her PhD degree in the Department of Industrial Engineering and Operations Research at UC Berkeley under the supervision of Professor Xin Guo.
Her research interests include applied probability, game theory, online sequential decision making and statistical learning. During her PhD study, Xu has worked on the theoretical aspects of stochastic differential N-player games and mean-field games with full information, with applications in resource allocation and social welfare optimization problems. Her projects include reinforcement learning in mean-field games with application in advertisement auction bidding, asymptotical statistical analysis of multivariate point processes, and smart order routing on high frequency trading exchanges.