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Prescriptive Analytics
Quantitative Decision Modeling
Advanced optimization algorithms and stochastic modeling applications. Utilizing Excel's Analytic Solver to solve complex integer, non-linear, and network flow problems.
Operations Research
Network optimization, logistics flow, and queuing system design.
Multi-Echelon Supply Chain Network Design
Network SimplexTransshipmentOperations Research
Optimizing global transshipment flows using Network Balance equations and Reduced Cost analysis.
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Service System Equilibrium & Queuing Design
Queuing TheoryBayesian DecisionMinimax Regret
Optimizing M/M/s systems using Bayesian Decision Theory and Operating Characteristic equations.
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Financial Engineering
Capital budgeting, portfolio variance minimization, and asset allocation.
Strategic Capital Budgeting & Portfolio Selection
Integer ProgrammingBranch-and-BoundFinancial Modeling
Binary Integer Programming model for clear-cut Go/No-Go investment decisions under budget constraints.
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Mean-Variance Portfolio Optimization
Quadratic ProgrammingConvexityHessian Matrix
Quadratic Programming model minimizing risk (XᵀΣX) for a target return on the Efficient Frontier.
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Probabilistic Modeling
Stochastic simulation and risk quantification methods.
Stochastic Financial Risk Modeling
Monte CarloStochastic CalculusVaR
Monte Carlo simulation using Inverse Transform Sampling to quantify Value-at-Risk (VaR).
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