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Sequential Decision-Making, with applications to Revenue Management, Price Optimisation, Financial Engineering, and Market Microstructure, Models for Social Network Analysis
Uncertainty Data and Judgement, Models for Strategic Planning
Miguel Sousa Lobo is Associate Professor and Chair of the Decision Sciences area at INSEAD. He holds MS, MA, and PhD degrees from Stanford University, USA, and completed his undergraduate degree at Instituto Superior Técnico, Portugal. After working for two years with startup companies in Silicon Valley, and prior to joining INSEAD, he held academic appointments at Duke University's Fuqua School of Business and as visiting professor at Columbia University's Graduate School of Business. As the Director of the INSEAD Middle East Campus from 2013 to 2019 he led the establishment of the new campus at ADGM, Abu Dhabi’s financial centre.
Prof. Lobo’s work has appeared in leading publications such as Operations Research, Journal of Finance, Administrative Science Quarterly, Management Science, and Harvard Business Review. He has worked on methods for the analysis of social networks, in particular, the role of affect in intra-organisational task networks, as well as sequential decision making, with applications ranging from revenue management and optimal pricing to market microstructure and optimal trade execution.