University of Southern California

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Vishal Gupta
Assistant Professor of Data Science & Operations

USC Marshall School of Business
Los Angeles, CA 90089-0808

PhD, MIT; BA, Yale University


Vishal Gupta is an Assistant Professor in Data Sciences and Operations. Vishal completed his PhD in Operations Research from MIT, focusing on data-driven methods in optimization. He earned his BA in Mathematics and Philosophy from Yale University, graduating Magna Cum Laude with honors, and completed Part III of the Mathematics Tripos at the University of Cambridge with distinction as part of the Paul Mellon Graduate Fellowship.
In addition, Vishal spent 4 years working in Quantitative Analytics for Barclays Capital with particular emphasis in commodities modeling, derivatives pricing and risk management. He continues to collaborate with industrial partners in electricity markets and financial service providers.
Vishal's research interests focus on developing novel techniques for representing uncertainty and behavior in optimization problems. He draws heavily on state-of-the-art statistical techniques for large data sets.


Bertsimas, D., Griffith, J., Gupta, V., Kochenderfer, M., Misic, V., and Moss, R. (2015) "A Comparison of Monte Carlo Tree Search and Mathematical Optimization for Large Scale Dynamic Resource Allocation,".
Bertsimas, D., Gupta, V., and Kallus, N. (2015) "Data-driven robust optimization," arXiv preprint arXiv:1401.0212.
Dunning, I., Gupta, V., King, A., Kung, J., Lubin, M., and Silberholz, J. (2014) "A Course on Advanced Software Tools for Operations Research and Analytics," INFORMS Transactions on Education, 15 (2), 169–179.
Bertsimas, D., Gupta, V., and Paschalidis, I. (2014) "Data-driven estimation in equilibrium using inverse optimization," Mathematical Programming (0025-5610), 1-39.