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


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

Not f'd. You won't find me on Facebook
Last updated December 2023.