Javier Peña

Bajaj Family Chair in Operations Research
Carnegie Mellon University
Tepper School of Business
5000 Forbes Avenue
Pittsburgh, PA 15213
(412) 268-5799
Email: j f p at andrew dot c m u dot e d u

Research interests

Condition numbers for optimization. Algorithms for convex optimization. Equilibria computation. Applications of optimization in finance and machine learning.

Book: Optimization Methods in Finance, Second Edition, Cambridge University Press


Teaching

Probability and Statistics, Financial Optimization, Convex Optimization.

Students in Financial Optimization routinely use Alpha Advantage Open Stock API and other open-source financial and statistical datasets in their course projects.

Published Papers


Selected presentations


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Last updated December 2023.