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Career

· Charles E. and Susan T. Harris Professor, Director of the MIT Laboratory for Financial Engineering, MIT Sloan School of Management2025–
· Researcher (AI and financial engineering), MIT Laboratory for Financial Engineering2022–
· Research Staff, MIT IDSS2021–
· Researcher, MIT CSAIL - Model-Based Embedded and Robotics Systems Group (MERS)2013–
· Principal Investigator and Researcher, MIT CSAIL2011–
· Assistant and Associate Professor, University of Pennsylvania's Wharton School1984–1988
· Researcher/Faculty Member, Massachusetts Institute of Technology (MIT) - Learning and Intelligent Systems Group
· MIT Applied Computing Group
· Researcher/Faculty, MIT Lab for Financial Engineering
· Director, MIT Laboratory for Financial Engineering
· Faculty Member, MIT Operations Research Center
· Professor of Finance and Director of the Laboratory for Financial Engineering, MIT Sloan
· Professor and Charles E. and Susan T. Harris Professor, MIT Sloan School of Management

Publications (335)

Macroeconomic Dynamics · 1996
6,774
cited
IEEE Conference on Computational Intelligence for Financial Engineering & Economics · 1995
758
cited
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