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@pu-orfe

Operations Research & Financial Engineering (ORFE)

README.md

Description

This is the official GitHub organization for the Department of Operations Research & Financial Engineering (ORFE) at Princeton University.

ORFE sits at the intersection of mathematical modeling, data science, and decision-making. Our work focuses on developing the foundations of data science, probabilistic modeling, and optimal decision-making under uncertainty, with applications ranging from global financial markets to healthcare and energy systems.

This organization serves as a hub for open source libraries, course materials, reproducible research, and support tools.

Core Research Pillars

  • Financial Engineering: Risk management, high-frequency trading, and stochastic calculus.
  • Optimization: Convex and non-convex optimization, large-scale algorithms, and reinforcement learning.
  • Probability & Statistics: High-dimensional statistics, machine learning theory, and stochastic processes.
  • Operations Research: Network science, logistics, and healthcare operations.

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  1. symposium-schedule symposium-schedule Public

    App to generate the ORFE Thesis Symposium schedule from a corresponding web site along with a nicely formatted, paginated PDF for printing.

    HTML

  2. td-sync td-sync Public

    Tiny Data Sync schedules recurring rsync synchronizations through Slurm. No cron? No problem.

    Shell

  3. tiny_scheduler tiny_scheduler Public

    Tiny Scheduler is a user-space, SLURM-like job scheduler for a single, shared host belonging to small research groups.

    Shell

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