Vivek F. Farias

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Vivek F. Farias

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Vivek Farias is the Patrick J. McGovern (1959) Professor and a Professor of Operations Management at the MIT Sloan School of Management.

His research focuses on the development of new methodologies for large-scale dynamic optimization under uncertainty, and the application of these methodologies to the design of practical revenue management strategies across various industries ranging from airlines and retail to online advertising. Farias is a recipient of the 2006 INFORMS MSOM Student Paper prize for a research paper judged to be the best in the field of operations management. A consultant in the finance industry, he most recently contributed to GMO LLC’s first successful high-frequency algorithmic trading strategy.

Farias holds a BS in computer engineering from the University of Arizona, and a PhD in electrical engineering from Stanford University.

Honors

INFORMS honors Farias with Young Scholar Prize

Farias wins teaching award

Farias wins 2020 Jamieson Prize

Farias' Paper a finalist for Wagner Prize

Vivek Farias paper awarded

Vivek Farias paper honored

Vivek Farias and Tavneet Suri have each received funding from the Solomon Buchsbaum Research Fund

Publications

"Optimistic Gittins Indices."

Farias, Vivek F., and Eli Gutin. Operations Research. Forthcoming.

"Fair Exploration via Axiomatic Bargaining."

Jackie Baek, and Vivek F. Farias. In Proceedings of the 35th Annual Conference on Neural Information Processing Systems, San Diego, CA: December 2021.

"​Learning Treatment Effects with General Intervention Patterns."

Vivek Farias, Andrew Li, and Tianyi Peng. In Proceedings of the 35th Annual Conference on Neural Information Processing Systems, San Diego, CA: December 2021.

"Near-Optimal Entry-wise Anomaly Detection for Low-Rank Matrices with Sub-Exponential Noise."

Vivek F. Farias, Andrew A. Li, and Tianyi Peng. In Proceedings of the Thirty Eighth International Conference on Machine Learning, edited by Marina Meila and Tong Zhang. Virtual: July 2021. Appendices.

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This operations management course offers unique, MIT-developed approaches to business operations strategy based on best-practice research conducted among the world’s leading companies. The program helps participants plan the most efficient use of material resources and manage complicated global networks. It also offers analytical, strategic insights into vertical integration, outsourcing, product strategy, supplier management, process technologies, capacity and risk management, and global networks.

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