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Prof. Vivek F Farias

Patrick J McGovern (1959) Professor of Operations Management

Primary DLC

MIT Sloan School of Management

MIT Room: E62-566
(617) 253-7659
http://web.mit.edu/vivekf/www/

Assistant

Kimberly McGrath
(617) 253-3681
mcgrathk@mit.edu

Areas of Interest and Expertise

Management Science (MS)
Applied Probability
Decision Making
Financial Engineering
Mathematical Programming
Operations Management
Pricing Policy
Optimization as well as Stochastic Method
Approximation
Control Theory

Research Summary

Professor Farias's research focuses on the development of new methodologies for large-scale dynamic optimization under uncertainty, and the application of these methodologies to the design of practical revenue management strategies across various industries ranging from airlines and retail to online advertising. Farias is a recipient of the 2006 INFORMS MSOM Student Paper prize for a research paper judged to be the best in the field of operations management. A consultant in the finance industry, he most recently contributed to GMO LLC’s first successful high-frequency algorithmic trading strategy.

Recent Work

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