Institute for Computational and Mathematical Engineering (ICME)

Showing 1-10 of 12 Results

  • Pengfei Gao

    Pengfei Gao

    Ph.D. Student in Computational and Mathematical Engineering, admitted Autumn 2014

    BioI am a third-year PhD candidate in the ICME (Institute for Computational and Mathematical Engineering) at Stanford University. My PhD advisor is Professor Tze Leung Lai. I received my Bachelor’s degree in Mathematics and Physics (2014) from Tsinghua University.

    My current research interests is AI applied in quantitative trading. To apply theory in practice, I co-founded a trading firm, Insanity Trading, based in Beijing with alumni from Stanford University, Peking University and Tsinghua University. With the deep understanding of China market characteristics, we integrate modern statistical theories, cutting-edge AI algorithms and sophisticated optimization methods into our trading strategies, hence consistently achieve exceptional returns with minimum influence from market conditions.

    If you want to implement your strategies in Chinese markets, or need supports in developing trading ideas, please feel free to contact us.

  • Guillaume Genthial

    Guillaume Genthial

    Masters Student in Computational and Mathematical Engineering, admitted Autumn 2016

    BioI am currently enrolled in my second year as a master's student in Computational and Mathematical Engineering in the Data Science track, where I develop strong computational and programming skills.

    I also have a masters' degree in Applied Mathematics from the Ecole polytechnique, the France's top university for science and engineering, where I also studied computer science, quantum and statistical physics.

    I have solid research experience in Natural Language Processing and Deep Learning as well as teaching experience in Natural Language Processing and Reinforcement Learning.

    I am passionate about new computational techniques, especially AI and DL, that make new discoveries and applications possible.

    You can check my personal blog at

  • Margot Gerritsen

    Margot Gerritsen

    Senior Associate Dean for Educational Initiatives, Professor of Energy Resources Engineering and, by courtesy, of Civil and Environmental Engineering

    Current Research and Scholarly InterestsResearch
    My work is about understanding and simulating complicated fluid flow problems. My research focuses on the design of highly accurate and efficient parallel computational methods to predict the performance of enhanced oil recovery methods. I'm particularly interested in gas injection and in-situ combustion processes. These recovery methods are extremely challenging to simulate because of the very strong nonlinearities in the governing equations. Outside petroleum engineering, I'm active in coastal ocean simulation with colleagues from the Department of Civil and Environmental Engineering, yacht research and pterosaur flight mechanics with colleagues from the Department of Mechanical and Aeronautical Engineering, and the design of search algorithms in collaboration with the Library of Congress and colleagues from the Institute of Computational and Mathematical Engineering.

    I teach courses in both energy related topics (reservoir simulation, energy, and the environment) in my department, and mathematics for engineers through the Institute of Computational and Mathematical Engineering (ICME). I also initiated two courses in professional development in our department (presentation skills and teaching assistant training), and a consulting course for graduate students in ICME, which offers expertise in computational methods to the Stanford community and selected industries.

    Professional Activities
    Senior Associate Dean, School of Earth, Energy and Environmental Sciences, Stanford (from 2015); Director, Institute for Computational and Mathematical Engineering, Stanford (from 2010); Stanford Fellow (2010-2012); Magne Espedal Professor II, Bergen University (2011-2014); Aldo Leopold Fellow (2009); Chair, SIAM Activity group in Geosciences (2007, present, reelected in 2009); Faculty Research Fellow, Clayman Institute (2008); Elected to Council of Society of Industrial and Applied Mathematics (SIAM) (2007); organizing committee, 2008 Gordon Conference on Flow in Porous Media; producer, Smart Energy podcast channel; Director, Stanford Yacht Research; Co-director and founder, Stanford Center of Excellence for Computational Algorithms in Digital Stewardship; Editor, Journal of Small Craft Technology; Associate editor, Transport in Porous Media; Reviewer for various journals and organizations including SPE, DoE, NSF, Journal of Computational Physics, Journal of Scientific Computing, Transport in Porous Media, Computational Geosciences; member, SIAM, SPE, KIVI, AGU, and APS

  • Kay Giesecke

    Kay Giesecke

    Associate Professor of Management Science and Engineering

    Current Research and Scholarly InterestsKay is a financial engineer. He develops stochastic financial models, designs statistical methods for analyzing financial data, examines simulation and other numerical algorithms for solving the associated computational problems, and performs empirical analyses. Much of Kay's work is driven by important applications in areas such as credit risk management, investment management, and, most recently, housing finance.

  • Peter Glynn

    Peter Glynn

    Thomas W. Ford Professor in the School of Engineering and Professor, by courtesy, of Electrical Engineering

    Current Research and Scholarly InterestsStochastic modeling; statistics; simulation; finance

  • Abeynaya Gnanasekaran

    Abeynaya Gnanasekaran

    Ph.D. Student in Computational and Mathematical Engineering, admitted Autumn 2016

    BioI am a first year PhD student in the Institute for Computational and Mathematical engineering at Stanford University. My research interests broadly lie in the applications of mathematics and simulations to study problems in engineering and biology. I have a bachelors degree (with Honours) in Chemical engineering from Indian Institute of Technology Madras, India. My undergraduate research was in the area of Computational Microfluidics. Also I did a summer research internship in Process Control at EPFL, Switzerland.

    I was born and brought up in Neyveli, an industrial town in south India. I enjoy listening to Indian music and reading novels.

  • Ashish Goel

    Ashish Goel

    Professor of Management Science and Engineering and, by courtesy, of Computer Science

    BioAshish Goel is a Professor of Management Science and Engineering and (by courtesy) Computer Science at Stanford University. He received his PhD in Computer Science from Stanford in 1999, and was an Assistant Professor of Computer Science at the University of Southern California from 1999 to 2002. His research interests lie in the design, analysis, and applications of algorithms.