Dr. Agostino Capponi

Professor

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Biography

Agostino Capponi is a Professor in the Department of Industrial Engineering and Operations Research at Columbia University and an affiliated member of the Data Science Institute. He is recognized for his significant contributions to the fields of financial machine learning, financial technology, digital assets, market microstructure, and networks. His impactful research has earned him prestigious recognitions including the 2018 NSF CAREER award, the JP Morgan AI Research Faculty award, and the UBRI Innovator award. Furthermore, he received the Presidential Early Career Award for Scientists and Engineers (PECASE). Capponi's research work has been featured in prominent media sources such as Bloomberg, Financial Vox, and Politico. In addition to his research, he serves as an editor for Management Science and as a co-editor for Mathematics of Financial Economics. He is actively involved in various professional organizations, including the advisory board for GARP’s AI Risk Program and the Global Risk Institute, and has served as chair of the SIAG/FME Activity Group of the INFORMS Finance Section. In 2023, he co-edited the book 'Machine Learning in Data Sciences of Financial Markets: A Guide to Contemporary Practices' published by Cambridge University Press.

Research Interests

Requirements for Columbia University

Doctorate Program
Requirements
GPA Requirement
Required:3
TOEFL
Total
Required:100
IELTS
Overall
Required:7.5
Prerequisites
Bachelor's degree or international equivalent
Application Checklist
  • Online application
  • Transcripts
  • Statement of Academic Purpose
  • Personal Statement
  • Three letters of recommendation
  • CV or Resume
  • Application fee
Specialization Notes

Department of Anthropology (GSAS)