Markus Pelger, PhD students, alum win Crowell Memorial First and Second Prize
Congratulations to Prof. Markus Pelger and his current and former students for winning both the First and Second 2022 Crowell Memorial Prizes!
Prof. Pelger won first prize along with co-authors including Sven Lerner, PhD student in the Institute for Computational and Mathematical Engineering (ICME) at Stanford who is advised by Prof. Pelger. Their winning paper, Missing Financial Data, explores how to systematically deal with missing financial data.
Second Prize was claimed by Prof. Pelger and co-authors including MS&E PhD student Greg Zanotti and Jorge Guijarro Ordóñez (PhD '21, Mathematics), who was advised by Prof. Pelger. Their paper, Deep Learning Statistical Arbitrage, develops a unifying conceptual framework for statistical arbitrage and a novel data-driven solution.
The Crowell Prize is sponsored by PanAgora to provide a forum for new and cutting-edge research that connects theory and practice. According to PanAgora, "We believe this interaction contributes to the continued development of the science of economics and is a vital part of the development of optimal investment strategies."