Agostino Capponi is a professor of at Columbia University, where he is also the director of the , and a member of the .
Agostino’s research interests are in systemic risk and economic networks, financial technology, tokenomics, and market microstructure. Agostino’s research has been published in major journals of his field, including Management Science, Operations Research, Journal of Political Economy, Journal of Monetary Economics, Review of Asset Pricing Studies, Journal of Financial and Quantitative Analysis, and Mathematical Finance.
Agostino is a fellow of the , an academic fellow of the established by the Alibaba Group, and external research fellow at the .
Agostino’s research has been funded by major public agencies including the NSF, DARPA, U.S. Department of Energy, and private agencies and corporations including J.P. Morgan, IBM, Ripple, the Ethereum Foundation, the °ËØÔ±¬ÁÏ, the Global Risk °ËØÔ±¬ÁÏ, the Clearpool Group, and the OCP Group.
Agostino is an Editor of Management Science in the Finance Department. He is also a co-editor of Mathematics and Financial Economics, and the financial engineering area editor of Operations Research Letters. Agostino currently serves as an associate editor of Operations Research, Finance and Stochastics, SIAM Journal on Financial Mathematics, Applied Mathematical Finance, Frontiers of Mathematical Finance, Stochastic Systems, Stochastic Models, and the American °ËØÔ±¬ÁÏ of Mathematical Sciences Journal of Dynamics & Games.
Agostino is a member of the Council of the . He also served as the Chair of the for the biennium 2020-2021, and as the President of the for the triennium 2019-2021.
Agostino is a recipient of the , the , the , a honorable mention from the , and the for general research in financial mathematics. His research also also been recognized with best paper awards at Fintech Conferences and INFORMS Conferences.
Agostino’s research has received attention by various media outlets, including , the , , , and the . Agostino holds a world patent for a target tracking methodology in military networks. He has collaborated with major regulatory agencies tasked with risk monitoring and policy making, including the Department of Treasury, and the Federal Reserve Board. Agostino has been a visiting scholar at the Federal Reserve Bank of New York in the Fall 2022, and served as an External Consultant at the U.S. Commodity Futures Trading Commission, Office of the Chief Economist from 2015 through 2021.
Agostino received his Master and Ph.D. Degree in Computer Science and Applied and Computational Mathematics from the California °ËØÔ±¬ÁÏ of Technology, respectively in 2006 and 2009. An updated version of his CV is available .
