IBM Research


About me  

Alexandre Belloni

Alexandre Belloni

John D. Forsyth Professor of Business Administration
Professor of Decision Sciences and Statistical Science
Fuqua School of Business
Duke University


(2006) Ph.D. in Operations Research, MIT.
(2002) M.S. in Mathematical Economics, IMPA.




Research Interests

  • Econometrics and Statistics (high-dimensional models, model selection, quantiles)
  • Mathematical Programming (continuous optimization)
  • Mechanism Design (multivariate, dynamics, externalities)
  • Probabilistic Methods (concentration of measure, empirical processes)
  • Applications

Selected Working Papers:

  • Subvector Inference in PI Models with Many Moment Inequalities, with F. Bugni and V. Chernozhukov (talks at 2017 TEC, Yale University, MMS2017, Universite de Montreal, Vanderbilt University, pdf)

  • Quantile Graphical Models: Prediction and Conditional Independence with Applications to Financial Risk Management with Mingli Chen, Victor Chernozhukov (pdf)

  • Conditional Quantile Processes based on Series or Many Regressors, with Victor Chernozhukov and Ivan Fernandez-Val (pdf)

  • Budget Constrained Procurement, G. Lopomo, L. Marx, and R. Steri (talks at INFORMS 2016, Yale University)

  • Network Models with Latent Agents, with B. Ata and O. Candogan (talks at INFORMS 2017, Princeton ORFE)

 
Additional information  

    My CV is here

    Some papers are available via ArXiv


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