Agostino Capponi


Agostino Capponi is an assistant professor in the IEOR Department at Columbia University, where he is also a member of the Institute for Data Science and Engineering.He is broadly interested in the area of networks and dynamic games, along with the role they play in explaining the behavior of financial institutions and their interactions with society. Agostino is also conducting research on cooperative inverse reinforcement learning, targeting the construction of autonomous systems which enhance human effectiveness in complex environments. The broad applications of his framework are in the areas of transportation systems, defense, and financial robo-advising.

Agostino's research has been funded by the Institute for New Economic Thinking, the Global Risk Institute, and DARPA. For his research on systemic risk in networks, he has received the the Bar-Ilan general prize for research in Financial Mathematics,and a honorable mention from the MIT Center for Finance and Policy and the Harvard Crowd Innovation Laboratory. 

He currently serves as a consultant for the Office of the Chief Economist at the US Commodity Futures Trading Commission, and has been a visiting scholar at the Federal Reserve Board of Governors since March 2016. Agostino served as a member of the roundtable on central clearing interdependencies, a study group established by the Basel Committee, the Committee on Payments and Market Infrastructures, the Financial Stability Board, and the International Organization of Securities Commissions (IOSCO).

Agostino's research on clearinghouses has received attention by various media outlets, including Reuters, Bloomberg, and the American Banker. His research on resolution policies for interbanking networks has been invited for presentation at the plenary session chaired by Prof. Joseph Stiglitz at the 2017 Eighteenth World Congress of Economics.

Agostino serves as the department editor for financial engineering at the Institute of Industrial Engineering Transactions, and as an associate editor of Operations Research Letters and Mathematical Finance. He also serves as a board member of Applied Probability for the Informs Society, and as the director of the SIAM Activity Group on Financial Mathematics and Engineering.