معرفی
Ali Hirsa is a Professor of Professional Practice at Columbia Engineering within the Department of Industrial Engineering and Operations Research. He has also served as an Adjunct Professor at Columbia University since 2000 and is the Managing Partner at Sauma Capital, LLC, a New York-based hedge fund.
- PhD in Applied Mathematics from University of Maryland College Park (advised by Professors Howard C. Elman and Dilip B. Madan)
Research Interests:
Ali’s research spans algorithmic trading, machine learning, data mining, computational finance, quantitative finance, and optimization. He focuses on developing learning algorithms for signal extraction from financial data, with applications in trading strategies and financial modeling.
Scientific Awards and Affiliations:
He was a Fellow at NYU’s Courant Institute Mathematics of Finance Program (2004–2014) and holds affiliations with Columbia’s Data, Media and Society, Financial and Business Analytics, and Foundations of Data Science centers.
Publications and Patents:
Ali authored Computational Methods in Finance (2012) and co-authored the third edition of An Introduction to Mathematics of Financial Derivatives. He co-invented US Patent 8,799,146 for fair post-trade allocation algorithms. He also serves as editor of the Journal of Investment Strategies.
Leadership and Governance:
He has been Vice Chair of the Board of Visitors at the University of Maryland’s College of Computer, Mathematical, and Natural Sciences since 2016 and previously served on the Board of Visitors at the A. James Clark School of Engineering (2008–2018) and as a trustee of the University of Maryland College Park Foundation (2011–2016).
