معرفی
Chanaka Edirisinghe serves as the Kay and Jackson Tai '72 Chaired Professor in Quantitative Finance at Renssela Polytechnic Institute's Lally School of Management. His distinguished career focuses on advanced portfolio optimization and risk management systems with applications in financial engineering and operations research.
His research integrates stochastic programming, quadratic optimization, and quantitative finance to address portfolio construction under real-world constraints including leverage control, market impact, and economic regime shifts. Recent work explores sparse portfolio selection, credit rating prediction, and index-tracking methodologies through rigorous mathematical frameworks published in premier journals like Management Science and Operations Research.
Scientific awards include the Emerald Management Reviews Citation of Excellence (2009) recognizing top global management research and the University of Canterbury Erskine Fellowship. Professor Edirisinghe demonstrates leadership through roles such as General Chair of the 2016 INFORMS Annual Conference (5,000+ attendees) and international panels on Fintech development in Mauritius (2018) and financial services innovation in Milan (2019).
