Whitney Becker

I

Whitney Kate Becker is a Mathematics major with a strong interest in applying math to real-world problems using computer science and quantitative techniques.  She is especially interested in mathematical models with financial applications.  Thus, for her project it was a natural choice to work on a stock portfolio optimization problem with Columbia mathematics professor Peter Bank, who specializes in stochastic analysis and optimization, and mathematical finance.  Her problem specifically focuses on a large investor who wants to liquidate her portfolio in such a way as to maximize her profit.  This is achieved by selling the stocks little by little so as to minimize negative impact on the stock price.  Implementing this problem through a computer science technique called dynamic programming has been the main focus of Whitney’s work over the past year.  Next year, she will work as an investment banking analyst with Credit Suisse in Manhattan.


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