Contacting Members

Dr Raphael Hauser

Dr Raphael Hauser

Dr Raphael Hauser

Dipl. Math. ETH (Swiss Federal Institute of Technology, Zurich, Switzerland), PhD in Operations Research (Cornell University, Ithaca, USA)

  • Reader in Mathematical Programming, Mathematical Institute, University of Oxford
  • Tanaka Fellow in Applied Mathematics, Pembroke College Oxford

eMail: Raphael [dot] Hauser [-at-] maths [dot] ox [dot] ac [dot] uk
Contact Form

CV: cv.pdf

Phone Number(s):

Reception/Secretary: +44 1865 273525
Direct: +44 1865 615308

Office: RI.0.44

Departmental Address:

Mathematical Institute
24-29 St Giles'
Oxford
OX1 3LB
England

Research Interests: 

 

I am a member of the Numerical Analysis and Computational Finance Groups at the Mathematical Institute of the University of Oxford, and a Tutorial Fellow in Applied Mathematics at Pembroke College Oxford. Before joining Oxford as a University Lecturer, I was a postdoc at the University of Cambridge. I received my PhD in Operations Research from Cornell University in 2000. My first degree was in maths; after studying at EPFL Lausanne for the first two years, I transferred to ETH Zurich where I received a Dipl.Math ETH. 

My research interests focus on conic optimization. On the theory side I'm interested in complexity theory and the probabilistic analysis of algorithms, as well as in condition numbers and the design of algorithms. On the applications side, I'm interested in the use of optimization models in mathematical finance, in particular in robust portfolio optimization and risk management. 

Prizes, Awards and Scholarships: 
  • Oxford University Teaching Award, 2007. 
  • 2005 SIAM Activity Group on Optimization Prize for the paper, ''The Nesterov-Todd Direction and Its Relation to Weighted Analytic Center'' (Foundations of Computational Mathematics, 1-40, 2004).
  • 2000 SIAM Student Paper Prize for the paper "Target Directions for Primal-Dual Interior-Point Methods for Self-Scaled Conic Programming''.

Major/Recent Publications: 

 

  • F. Cucker, M. Lotz and R.A. Hauser. "Adversarial Smoothed Analysis'', Technical Report 2009.
  • R.A. Hauser and T. Muller. "Conditioning of random conic systems under a general family of input distributions". Foundations of Computational Mathematics 9 (2009), no. 3, 335-358. 
  • C. Durringer, R.A. Hauser and H. Matzinger. "Upper bounds on the mean curve in the LCS problem''. Stochastic Processes and their Applications 118 (2008), 629-648.

 

Teaching: 

 

  • Integer Programming (B22)
  • Optimization in Finance (MSc in Mathematical Finance)
  • Optimization Models in Finance (Part Time MSc in Mathematical Finance) 
  • Tutorial Fellow in Applied Mathematics (Pembroke College)

 
Last updated by on Tue, 06/10/2009 - 4:19pm.
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