Harsh Shah

I am a PhD student in Industrial Engineering and Operations Research at Columbia University, where I am advised by Prof. Henry Lam.

My research interests are in statistics, optimization, and applied probability. I am particularly interested in simulation methods, variance reduction techniques, and their applications in finance and decision-making under uncertainty.

Before joining Columbia, I completed my B.Tech. in Electrical Engineering at the Indian Institute of Technology Bombay. At IIT Bombay, I worked on projects in game theory, optimization, and stochastic systems with Prof. Vivek Borkar, Prof. D. Manjunath, and Prof. Jayakrishnan Nair. I also worked with Prof. Rahul Vaze at TIFR on online convex optimization.

Outside research, I enjoy long-distance running and am currently learning bouldering, guitar, and sketching. If you are in NYC and interested in chatting about research, feel free to reach out. I am also always happy to combine an informal research chat with a run.