Nicola Secomandi

Professor of Operations Management
Head, Ph.D. Program

PHONE

412-268-9596

OFFICE

POS - Posner Hall - Room 358

AREA OF EXPERTISE

Operations Management

EDUCATION

University of Houston - Ph D - 1998
University of Houston - MS - 1993
Universitá di Venezia, Cá Foscari - Laurea - 1992

PUBLICATIONS

  • Relationship between Least Squares Monte Carlo and Approximate Linear Programming

    (author(s): Selvaprabu Nadarajah, Nicola Secomandi) Operations Research Letters 45(5), 2017; 409-414

  • An Improved Basket of Spread Options Heuristic for Merchant Energy Storage

    IISE Transactions – Focused Issue on Operations Engineering and Analytics, Special Issue on Energy Systems Modeling and Analytics

  • An Analytical Throughput Approximation for Closed Fork/Join Networks

    (author(s): Erkut Sonmez, Alan Scheller-Wolf, Nicola Secomandi) INFORMS Journal of Computing 29(2), 2017; 251-267

  • Real Option Management of Hydrocarbon Cracking Operations
    Real Options in Energy and Commodity Markets

    (author(s): Selva Nadarajah, Nicola Secomandi, Gary Sowers, John Wassick) World Scientific-Now Publishers Series in Business, 2017; 173-202

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WORKING PAPERS

  • Merchant Energy Trading in a Network

    (author(s): Selvaprabu Nadarajah, Nicola Secomandi)

  • Approximations for High Dimensional Commodity and Energy Merchant Operations Models

  • Faster Rollout Search for the Vehicle Routing Problem with Stochastic Demands and Restocking

    (author(s): Luca Bertazzi, Nicola Secomandi)

  • Managing Wind-Based Electricity Generation in the Presence of Storage and Transmission Capacity

    (author(s): Yangfang Zhou, Alan Scheller-Wolf, Nicola Secomandi, Stephen Smith)

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AWARDS AND HONORS

  • M&SOM - 2015 M&SOM Meritorious Service Award (2016)
  • M&SOM - 2014 M&SOM Meritorious Service Award (2015)
  • Chinese Scholars Association in Management Science and Engineering, CSAMSE - Honorable Mention, Best Paper Award of the 2014 Annual Conference of the Chinese Scholars Association in Management Science and Engineering (2014)
  • Operations Research - 2012 Operations Research Meritorious Service Award (2013)
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UNIVERSITY SERVICE

  • Head, PhD Program (2017 - )
  • Faculty Advisory Committee, Scott Institute for Energy Innovation, Committee Member (2017 - )
  • Master of Science in Business Analytics Curriculum Design, Committee Member (2016 - )
  • Policy Committee, Committee Member (2016 - )
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PUBLIC SERVICE

  • Istituto Istruzione Superiore Leopardi-Majorana, Guest Speaker, Lecture on Energy Real Option Valuation

CONSULTING

  • Cheniere Energy (January 2009 -)
  • Cinergy (January 2009 -)
  • Deloitte & Touche (January 2009 -)
  • Equitable Gas (January 2009 -)
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PROFESSIONAL ACTIVITIES

  • Associate Editor, IISE Transactions (July 2017 -)
  • Editor, Applied Mathematical Finance, Special Issue on Methods and Models for Energy and Commodity Markets (2017 -)
  • Board Member, Commodity and Energy Markets Association (2017 -)
  • Member, Commodity and Energy Markets Association (2017 -)
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COURSES TAUGHT

  • Risk Management (45863)
    2017 Mini 3 Section: A
    2015 Mini 1 Section: A, E
  • Real Options (45964)
    2016 Mini 1 Section: A, M
    2015 Mini 2 Section: E, M
    2014 Mini 2 Section: E
    2013 Mini 2 Section: E
  • Dynamic Programming (47840)
    2016 Mini 2 Section: A
  • Energy Merchant Operations (47769)
    2016 Mini 3 Section: A
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Nicola Secomandi