My interests are in the areas of labor economics, program evaluation, and the economics of education. Currently my research focuses on college student debt accumulation and the subsequent risk of default, the effect of tuition subsidies on college attendance, the influence of family wealth on college attendance and completion, the effect of financial aid packages on college attendance, completion and subsequent labor market earnings, the influence of education on job displacement and subsequent earnings, the impact of unemployment insurance rules on unemployment durations and re-employment wages, and the determinants and consequences of repeat use of the unemployment insurance system.
Professor Saigal has held faculty positions at the Haas School of Business, Berkeley and the department of Industrial Engineering and Management Sciences at Northwestern University, has been a researcher at the Bell Telephone Laboratories and numerous short term visiting positions. He currently teaches courses in Financial Engineering. In the recent past he taught courses in optimization, and Management Science. His current research involves data based studies of operational problems in the areas of Finance, Transportation, Renewable Energy and Healthcare, with an emphasis on the management and pricing of risks. This involves the use of data analytics, optimization, stochastic processes and financial engineering tools. His earlier research involved theoretical investigation into interior point methods, large scale optimization and software development for mathematical programming. He is an author of two books on optimization and large set of publications in top refereed journals. He has been an associate editor of Management Science and is a member of SIAM, AMS and AAAS. He has served as the Director of the interdisciplinary Financial Engineering Program and as the Director of Interdisciplinary Professional Programs (now Integrative Design + Systems) at the College of Engineering.
Professor Seiford’s research interests are primarily in the areas of quality engineering, productivity analysis, process improvement, multiple-criteria decision making, and performance measurement. In addition, he is recognized as one of the world’s experts in the methodology of Data Envelopment Analysis. His current research involves the development of benchmarking models for identifying best-practice in manufacturing and service systems. He has written and co-authored four books and over one hundred articles in the areas of quality, productivity, operations management, process improvement, decision analysis, and decision support systems.
My research focus is on the development and application of machine learning tools to large scale financial and unstructured (textual) data to extract, quantify and predict risk profiles and investment grade rating of private and public companies. Example datasets include social media and financial aggregators such as Bloomberg, Pitchbook, and Privco.
Sriram Chandrasekaran, PhD, is Assistant Professor of Biomedical Engineering in the College of Engineering at the University of Michigan, Ann Arbor.
Dr. Chandrasekaran’s Systems Biology lab develops computer models of biological processes to understand them holistically. Sriram is interested in deciphering how thousands of proteins work together at the microscopic level to orchestrate complex processes like embryonic development or cognition, and how this complex network breaks down in diseases like cancer. Systems biology software and algorithms developed by his lab are highlighted below and are available at http://www.sriramlab.org/software/.
– INDIGO (INferring Drug Interactions using chemoGenomics and Orthology) algorithm predicts how antibiotics prescribed in combinations will inhibit bacterial growth. INDIGO leverages genomics and drug-interaction data in the model organism – E. coli, to facilitate the discovery of effective combination therapies in less-studied pathogens, such as M. tuberculosis. (Ref: Chandrasekaran et al. Molecular Systems Biology 2016)
– GEMINI (Gene Expression and Metabolism Integrated for Network Inference) is a network curation tool. It allows rapid assessment of regulatory interactions predicted by high-throughput approaches by integrating them with a metabolic network (Ref: Chandrasekaran and Price, PloS Computational Biology 2013)
– ASTRIX (Analyzing Subsets of Transcriptional Regulators Influencing eXpression) uses gene expression data to identify regulatory interactions between transcription factors and their target genes. (Ref: Chandrasekaran et al. PNAS 2011)
– PROM (Probabilistic Regulation of Metabolism) enables the quantitative integration of regulatory and metabolic networks to build genome-scale integrated metabolic–regulatory models (Ref: Chandrasekaran and Price, PNAS 2010)
My research spans security, privacy, and optimization of data collection particularly as applied to the Smart Grid, an augmented and enhanced paradigm for the conventional power grid. I am particularly interested in optimization approaches that take a notion of security and/or privacy into the modeling explicitly. At the intersection of the Intelligent Transportation Systems, Smart Grid, and Smart Cities, I am interested in data privacy and energy usage in smart parking lots. Protection of data and availability, especially under assault through a Denial-of-Service attacks, represents another dimension of my area of research interests. I am working on developing data privacy-aware bidding applications for the Smart Grid Demand Response systems without relying on trusted third parties. Finally, I am interested in educational and pedagogical research about teaching computer science, Smart Grid, cyber security, and data privacy.
Mingyan Liu, PhD, is Professor of Electrical Engineering and Computer Science, College of Engineering, at the University of Michigan, Ann Arbor.
Prof. Liu’s research interest lies in optimal resource allocation, sequential decision theory, online and machine learning, performance modeling, analysis, and design of large-scale, decentralized, stochastic and networked systems, using tools including stochastic control, optimization, game theory and mechanism design. Her most recent research activities involve sequential learning, modeling and mining of large scale Internet measurement data concerning cyber security, and incentive mechanisms for inter-dependent security games. Within this context, her research group is actively working on the following directions.
1. Cyber security incident forecast. The goal is to predict an organization’s likelihood of having a cyber security incident in the near future using a variety of externally collected Internet measurement data, some of which capture active maliciousness (e.g., spam and phishing/malware activities) while others capture more latent factors (e.g., misconfiguration and mismanagement). While machine learning techniques have been extensively used for detection in the cyber security literature, using them for prediction has rarely been done. This is the first study on the prediction of broad categories of security incidents on an organizational level. Our work to date shows that with the right choice of feature set, highly accurate predictions can be achieved with a forecasting window of 6-12 months. Given the increasing amount of high profile security incidents (Target, Home Depot, JP Morgan Chase, and Anthem, just to name a few) and the amount of social and economic cost they inflict, this work will have a major impact on cyber security risk management.
2. Detect propagation in temporal data and its application to identifying phishing activities. Phishing activities propagate from one network to another in a highly regular fashion, a phenomenon known as fast-flux, though how the destination networks are chosen by the malicious campaign remains unknown. An interesting challenge arises as to whether one can use community detection methods to automatically extract those networks involved in a single phishing campaign; the ability to do so would be critical to forensic analysis. While there have been many results on detecting communities defined as subsets of relatively strongly connected entities, the phishing activity exhibits a unique propagating property that is better captured using an epidemic model. By using a combination of epidemic modeling and regression we can identify this type of propagating community with reasonable accuracy; we are working on alternative methods as well.
3. Data-driven modeling of organizational and end-user security posture. We are working to build models that accurately capture the cyber security postures of end-users as well as organizations, using large quantities of Internet measurement data. One domain is on how software vendors disclose security vulnerabilities in their products, how they deploy software upgrades and patches, and in turn, how end users install these patches; all these elements combined lead to a better understanding of the overall state of vulnerability of a given machine and how that relates to user behaviors. Another domain concerns the interconnectedness of today’s Internet which implies that what we see from one network is inevitably related to others. We use this connection to gain better insight into the conditions of not just a single network viewed in isolation, but multiple networks viewed together.
Hyun-soo Ahn is an Associate Professor of Operations and Management Science at the Michigan Business School. He joined Michigan in 2003 from the department of Industrial Engineering and Operations Research at UC Berkeley. In his research, Hyun-soo develops and analyzes mathematical models related to supply chain management, dynamic pricing and revenue management, workforce agility, and resource allocation. He is also interested in modeling the customer’s behavior (such as subscription) and how it affects the firm’s profit. He has worked with more than 20 companies and his research has been funded by several organizations including National Science Foundation. His papers appear in leading journals in the field, including Operations Research, M&SOM, and Journal of Applied Probability.
At Ross, he teaches supply chain analytics and business statistics to MBAs, Exec. MBAs, MSCM, and BBAs. He has won a number of teaching awards voted by students, including 2012 Exec MBA teaching excellence award, 2012 Global MBA teaching excellence award, and 2006 BBA teaching excellence award.
Necmiye Ozay, PhD, is Assistant Professor of Electrical Engineering and Computer Science, College of Engineering, at the University of Michigan, Ann Arbor.
Prof. Ozay and her team develop the scientific foundations and associated algorithmic tools for compactly representing and analyzing heterogeneous data streams from sensor/information-rich networked dynamical systems. They take a unified dynamics-based and data-driven approach for the design of passive and active monitors for anomaly detection in such systems. Dynamical models naturally capture temporal (i.e., causal) relations within data streams. Moreover, one can use hybrid and networked dynamical models to capture, respectively, logical relations and interactions between different data sources. They study structural properties of networks and dynamics to understand fundamental limitations of anomaly detection from data. By recasting information extraction problem as a networked hybrid system identification problem, they bring to bear tools from computer science, system and control theory and convex optimization to efficiently and rigorously analyze and organize information. The applications include diagnostics, anomaly and change detection in critical infrastructure such as building management systems, transportation and energy networks.