Rensselaer Lally School of Management professor Chanaka Edirisinghe, the Kay and Jackson Tai ’72 chair and director of the Center for Financial Studies, was named the 2016 chair of the Institute for Operations Research and Management Sciences (INFORMS) Annual Meeting to be held November 13-16 in Nashville. Lally finance professor Aparna Gupta is also a member of the organizing committee for the conference.
“INFORMS is the largest and most prestigious society for the study of operations research and management science in the world,” said Edirisinghe. “The 2016 INFORMS Annual Meeting is a great opportunity to bring together leading academics, industry experts, university students, INFORMS members, and contacts in government agencies.”
Edirisinghe is a recognized leader in the areas of finance, quantitative finance, and management science. He joined the faculty in August 2014 from the University of Tennessee, Knoxville, where he served as professor, Ph.D. director of the management science program, and director of the Financial Engineering Research Laboratory at the College of Business.
Edirisinghe’s research interests include financial portfolio optimization theory, models, and applications. Specific areas of his investigations include arbitrage-free pricing of options and derivatives, risk management, supply chain contracting and coordination, and fleet routing. His findings have been published in leading operations research and finance journals.
In addition, Edirisinghe is the developer of the financial trading strategy optimizer and simulator software Mi$OFT, and he often collaborates with industry partners on developing and implementing models for financial asset allocation and fundamental strength analysis of public firms for investments.