Professor John Mulvey

John Mulvey

Professor Mulvey is a leading expert in large-scale optimization models and algorithms, especially financial applications.
He has implemented integrated risk management for many large financial companies, including American Express, Towers Perrin - Tillinghast, Pacific Mutual, and St. Paul Insurance.
The ALM systems link the key risks within the organization and assist the company in making high-level decisions.
His recent work involves the area of alternative investments (hedge funds, private equity, venture capital, commodities), their relationship to traditional assets, and dynamic investment strategies to enhance performance.
In addition, he has built significant planning systems for government agencies, including the Office of Tax Analysis for the Treasury Department, and the Joint Chiefs of Staff in the Defense Department.
He has edited five books and published over 220 scholarly papers.
He has developed a graphical network approach to model stock returns over time using unsupervised learning algorithms.