Alan King is Senior Software Engineer at IBM's Thomas J Watson Research Center, in Yorktown Heights, New York.
His research interests focus on stochastic programming modeling and solution technologies. Alan has published widely in scientific journals, and is an expert in High Peformance Computing. He, along with co-author Stein Wallace, have recently produced a book entitled Modeling with Stochastic Programming, a graduate / under-graduate text focused on learning and applying basic concepts in stochastic programming. He is also the project manager for the stochastic programming project Stochastic Modeling Interface in the open source COIN-OR collection.
Recent research activity includes a focus on systemic risk in banking and finance, combining information management, systems engineering, and analytical methodologies to address challenges in measuring and monitoring risk in the financial system. Alan participated in the Committee to Establish a National Institute of Finance, who worked with Congressional staff to write the provisions establishing the Office of Financial Research in the 2010 Dodd-Frank bill. Alan recently worked on successful customer engagements applying data-science, machine learning, and optimization technologies to electronic order fulfillment, agricultural forecasting, and oil-field development.
Alan has recently rejoined the Financial Services Research team to collaborate in a leadership role on several projects, including architecture for open digital banking, and Artificial Intelligence for automated risk management and electronic trading.