Dr. Romesh Saigal

Biography

Professor Saigal has held faculty positions at the Haas School of Business at Berkeley and the Department of Industrial Engineering and Management Sciences at Northwestern University. He has also conducted research at Bell Telephone Laboratories and has held numerous short-term visiting positions. Currently, he teaches courses in Financial Engineering and has previously taught courses in optimization and Management Science. His current research involves data-based studies of operational problems in areas such as Finance, Transportation, Renewable Energy, and Healthcare, with a focus on management and pricing risks. His work employs data analytics, optimization, stochastic processes, and financial engineering tools. Professor Saigal has contributed to theoretical investigations of interior point methods and large-scale optimization software development in mathematical programming. He is the author of books on optimization and has a large set of publications in top refereed journals. He has served as an associate editor for Management Science and is a member of several professional societies including SIAM, AMS, and AAAS. He has also held directorial positions in interdisciplinary financial engineering programs at the College of Engineering.

Research Interests