Andrew Lim
Associate Professor & Coleman
Fung Development Chair in Financial Modeling
Department of Industrial Engineering &
Operations Research
University of California
Berkeley, CA 94720
Room: 4177 Etcheverry Hall
Email: surname@ieor.berkeley.edu
(replace surname with my surname)
Click here to go to my official department page.
Warning: There are many Andrew Lim's.
This is
me,
but this is not.
To confuse things a little,
we have published in (some of) the same journals,
lived in the same countries, belong to
departments with "Industrial Engineering"
in their titles, and (I believe) both have
Singaporean wives. Many have
confused us (even my friends).
A rough heuristic: papers with
"logistics", "supply chain", or something
combinatorial in the title are
probably his, and those with "financial",
"stochastic", "control", or "portfolio" are probably mine.
The papers on "berth planning" are not mine.
That being said, we are breeding like rabbits over
here.
Teaching
Fall 2007
Financial Engineering I.
Spring 2008
Applied Stochastic Processes II. (IEOR263B)
Operations Research II (IEOR161).
Office Hours: Tuesday 3:30pm -- 4:30pm
Research interests
Optimization and stochastic control
with applications to finance and operations research.
Some of my recent publications.
.. and for many many many papers I did not write,
you can take a look
here.
Awards
National Science Foundation (DMI-0348746)
CAREER: Stochastic Control Problems in Financial Engineering
February 1 2004 -- January 31 2009.
National Science Foundation (DMI-0500503)
Stochastic Optimization with Model Uncertainty and Learning
(joint with J.G. Shanthikumar)
September 1 2005 -- August 31 2008.
Other links
Web of Science (WOS).
Have you heard about the h-index of an author?
Check out the description in
Nature
and also the PNAS article by
Hirsch. WOS
can compute your h-index (or anyone elses if you're nosey ;-)) -
just search under Author in Web of Science
and click Create Citation Report.
OK, so it's not really fair to compare "cross culturally",
but it is fun all the same.
On December 31 (2006), the journal Operations Research
had an h-index of 111, while Management Science
had an h-index of 125.
According to the Nature article, the physicist
Edward Whitten, back in 2005, had an h-index of 110
(look here for their list of
h-index superstars) ...
It all kind of makes your head spin doesn't it?
My wife Gayle Mak recently co-edited a book
called
Highway 99: A Literary Journey Through California's
Great Central Valley (with Stan Yogi and Patricia Wakida) .
I'm very proud.
Here
it is on Amazon.
Was Mark Twain also thinking about technical writing when he wrote this?
Arts & Letters Daily.
INFORMS OR/MS Resource Collection.
Borrowing from George Bernard Shaw, `Australia and America are two countries divided by a common language'.
Australian
Chamber of Commerce in San Francisco
``Yes, but when I
discovered it, it stayed discovered." (Lucky for you).
... and the inaugural Macquarie Dictionary Word of the Year is ... muffin top. Yum yum yum.
Something is rotten in the state of Denmark.
(Hamlet, Act 1, Scene 4).
