Vishal Gupta

Associate Professor of Data Science & Operations
Building
BRI
Room / Office
401G

PhD, MIT; Part III Math Trips , Cambridge University, BA, Yale University

Vishal completed his B.A. in Mathematics and Philosophy at Yale University, graduating Magna Cum Laude with honors, and completed Part III of the Mathematics Tripos at the University of Cambridge with distinction. He then spent four years working as a “quant” in finance at Barclays Capital, focusing on derivatives pricing and risk management in commodities. Eventually, realizing how much he missed working towards a larger mission of impact, Vishal left the private sector to complete his Ph.D. in Operations Research at MIT in 2014.

Vishal is currently an Associate Professor of Data Sciences and Operations with a courtesy appointment in Industrial Systems Engineering.
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Hamsa Bastani, Kimon Drakopoulos, Vishal Gupta, Ioannis Vlachogiannis, Christos, Pagona Lagiou, Gkikas Magiorkinis, Dimitrios Paraskevis, Sotirios Tsiodras () "Interpretable Operations Research for High Stakes Decision-Making: Designing the Greek COVID-19 Testing System ,"  Informs Journal on Applied Analytics.
Vishal Gupta () "Decision-Aware Clustering via Auxiliary Trees ,".
Vishal Gupta () "Optimization in the Small-Data, Large-Scale Regime ,"  Joint Learning and Optimization in Operations Management  Springer.
Adam Elmachtoub, Vishal Gupta, Michael Hamilton () "Value of Personalized Pricing ,"  Management Science  67, 6055-6070.
Hamsa Bastani, Kimon Drakopoulos, Vishal Gupta, Ioannis Vlachogiannis, Christos Hadjicristodoulou, Pagona Lagiou, Gkikas Magiorkinis, Dimitrios Paraskevis, Sotirios Tsiodras () "Efficient and targeted COVID-19 border testing via reinforcement learning ,"  Nature  599, 108–113.
Vishal Gupta, Michael Huang, Paat Rusmevichientong () "Debiasing In-Sample Policy Performance for Small-Data, Large-Scale Optimization ,".
Vishal Gupta, Nathan Kallus () "Data-Pooling in Stochastic Optimization ,"  Management Science  Articles in Advance.
Vishal Gupta, Nathan Kallus () "Optimal Plug-In Policies for Contextual Stochastic Optimization ,".
Vishal Gupta, Paat Rusmevichientong () "Small-Data, Large-Scale Linear Optimization with Uncertain Linear Objectives ,"  Management Science  67, 220-241.
Vishal Gupta, Song-Hee Kim, Hyung Paek, Rong Qing Han () "Maximizing Intervention Effectiveness ,"  Management Science  66, 5576-5598.
Vishal Gupta () "Near-Optimal, Bayesian Ambiguity Sets for Distributionally Robust Optimization ,"  Management Science  65, 4242-4260.
Dimitris Bertsimas, Vishal Gupta, Nathan Kallus () "Robust Sample Average Approximation ,"  Mathematical Programming  171, https://doi.org/10.1007/s10107-017-1174-z.
Dimitris Bertsimas, Vishal Gupta, Nathan Kallus () "Data-Driven Robust Optimization ,"  Mathematical Programming  167, https://doi.org/10.1007/s10107-017-1125-8.
Dimitris Bertsimas, John Griffith, Vishal Gupta, Mykel Kochenderfer, Velibor Misic, Robert Moss () "A Comparison of Monte Carlo Tree Search and Mathematical Optimization for Large Scale Dynamic Resource Allocation ,"  European Journal of Operations Research  263, https://doi.org/10.1016/j.ejor.2017.05.032.
Iain Dunning, Vishal Gupta, Angela King, Jerry Kung, Miles Lubin, John Silberholz () "A Course on Advanced Software Tools for Operations Research and Analytics ,"  INFORMS Transactions on Education  15, 169–179.
Dimitris Bertsimas, Vishal Gupta, IoannisCh. Paschalidis () "Data-driven Estimation in Equilibrium using Inverse Optimization ,"  Mathematical Programming, 1-39.
Dimitris Bertsimas, Vishal Gupta, Ioannis Paschalidis () "Inverse Optimization: a New Perspective on the Black-Litterman Model ,"  Operations Research  60, 1389–1403.