This center advances knowledge about modeling in economics, finance, statistics, and management, bringing together researchers from disciplines such as econometrics, statistics, computer science, and operations research to focus on the algorithmic research and related software development that provide a basis for today's advanced modeling techniques. Current research is focused on nonparametric modeling; robust statistics and data-mining; statistical learning; variable and feature selection; risk measurement and portfolio optimization in finance, data visualization, bioinformatics; and the analysis of health and drug surveillance data.
For further information contact Professor Roy E. Welsch, director, Room E53-383, 617-253-6601, rwelsch@mit.edu.