Agostino Capponi is an Associate Professor in the IEOR Department at Columbia University, where he is also a member of the Data Science Institute. Agostino's research interests are in financial technology, market microstructure, financial networks, and fixed income portfolio optimization. Agostino's research has been funded by major public agencies and private corporations, including the NSF, DARPA, U.S. Department of Energy, IBM, JP Morgan, the Institute for New Economic Thinking, and the Global Risk Institute. Agostino is an Editor of Management Science in the Finance Department. He also serves as a co-editor of Mathematics and Financial Economics, and as the financial engineering area editor of Operations Research Letters and of the Institute of Industrial Engineering Transactions. Agostino also serves as an associate editor of Operations Research, Finance and Stochastics, SIAM Journal on Financial Mathematics, Applied Mathematical Finance, Stochastic Systems, and Stochastic Models. He currently serves 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, and of the 2019 JP Morgan AI Faculty Research Award. Agostino is a fellow of the Crypto and Blockchain Economic Research Forum, an external research fellow of the Fintech@Cornell initiative, and an academic fellow of the Luohan Academy established by the Alibaba Group.