Garud N. Iyengar


Garud Iyengar received his B. Tech (EE) from the Indian Institute of Technology at Kanpur in 1993, and his Ph.D. (EE) from Stanford University in 1998. Since then he has been with the Engineering School at Columbia University where he is currently a Professor. He was the valedictorian of his undergraduate class and received the President's Gold Medal from IIT Kanpur in 1993. He received the NSF CAREER Award in 1999.

He is broadly interested in robust optimization, machine learning, data analytics, and information theoretic analysis of biological systems. His current research projects include scalable algorithms for solving portfolio selection problems with multiple spectral risk constraints, tax-aware utility maximization and index tracking, and portfolio selection and securitization methods for peer-to-peer loans.