Regular biography
Martin Haugh is an Associate Professor of Analytics & Operations Research in the Business School (BUS) at Imperial College London. His research focuses on analytics and operations research, though specific areas are not detailed in the provided information. Haugh's academic profile is available at https://profiles.imperial.ac.uk/m.haugh. No additional details regarding his achievements, degrees, or awards are provided.
Scholar-generated biography
Martin Haugh is a researcher in quantitative finance and risk management, with a focus on dynamic programming and analytics. His work explores pricing American options, supply contracts with financial hedging, and optimal control of operations in financial markets. Haugh also investigates asset allocation, derivatives, and portfolio optimization through duality approaches and information relaxations. His research includes computational challenges in portfolio management, tax-aware dynamic asset allocation, and the application of dynamic programming to financial engineering. Haugh's publications highlight the intersection of operations research and finance, emphasizing the use of duality theory and simulation techniques for complex decision-making problems.