Agostino Capponi

Agostino Capponi serves as an Assistant Professor of Industrial Engineering at Purdue University's College of Engineering, joining the faculty in 2010 after completing his academic training at the California Institute of Technology.

His research program focuses on financial engineering, with particular emphasis on credit risk modeling, stochastic portfolio optimization frameworks, and contract theory applications. Methodologically, his work centers on stochastic dynamical systems and advanced stochastic filtering techniques that bridge theoretical mathematics with practical financial applications.

Dr. Capponi received both his master's degree (2006) and PhD (2009) in computer science and applied computational mathematics from Caltech, establishing a strong foundation for his interdisciplinary research at the intersection of engineering, mathematics, and finance.