Shane Drew

Shane Drew
Ph.D. Candidate

Contact Info

Northwestern University
Department of Industrial Engineering & Management Sciences
2145 Sheridan Road, C229
Evanston, IL 60208-3119

Phone: (847) 491-3578
Fax: (847) 491-8005
E-mail: s-drew [AT] northwestern [DOT] edu

Education

Degrees

B.S., Mathematics, Tufts University, Medford, MA; 1996, Magna Cum Laude
M.S., Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL; 2004
Ph.D., Industrial Engineering and Management Sciences, Northwestern University, Evanston, IL; (Expected 2007)
- Major: Optimization
- Minors: Stochastic Modeling & Analysis, Decision & Risk Analysis

Courses Taken at Northwestern

Quarter	Course	Instructor
Fall 2002	Mathematical Programming I (Linear) Economics & Decision Analysis Discrete Event System Simulation Static Decision Models	Robert Fourer Gordon Hazen Barry Nelson Rakesh Vohra
Winter 2003	Stochastic Models I Production & Logistics I Financial Engineering I Large Scale Optimization	Barry Nelson Karen Smilowitz-Corr Vadim Linetsky Robert Fourer
Spring 2003	Intermediate Statistics Production & Logistics II Integer Programming Advanced Queueing Theory	Bruce Ankenman Seyed Iravani Sanjay Mehrotra Seyed Iravani
Fall 2003	Simulation Experiment Design & Analysis Introduction to Statistical Theory & Methodology I	Barry Nelson Thomas Severini
Winter 2004	Mathematical Programming II (Nonlinear)	Sanjay Mehrotra
Spring 2004	Stochastic Models II Stochastic Optimization and Financial Engineering Advanced Mathematical Programming	Jeremy Staum John Birge Robert Fourer
Winter 2005	Probability I	Elton Hsu
Spring 2005	Probability II	Elton Hsu

Awards / Honor Societies

Royal E. Cabell Fellowship, Northwestern University; 2002-2003
Phi Beta Kappa, Delta of Massachusetts; Inducted April 1996
Ethel M. Hayes Scholarship, Tufts University; 1996

Teaching

Courses Taught

Quarter	Course	Role
Winter 2004	IEMS 381: Supply Chain Modeling & Analysis	T.A.
Fall 2004	IEMS 315: Stochastic Models & Simulation	T.A.
Fall 2005	IEMS 315: Stochastic Models & Simulation	T.A.
Summer 2006	GEN ENG 190: Calculus I	Instructor
Fall 2006	IEMS 315: Stochastic Models & Simulation	T.A.
Winter 2006	IEMS 325: Engineering Entrepeneurship IEMS 391: Industrial Engineering Design Project	T.A. T.A.
Spring 2007	IEMS 315: Stochastic Models & Simulation	Instructor
Summer 2007	GEN ENG 190: Calculus I	Instructor

Teaching Training

Graduate Teaching Certificate Program at the Searle Center for Teaching Excellence , September 2005 - November 2006

Research

Advisor: Tito Homem-de-Mello
Dissertation Topic: Quasi-Monte Carlo Methods for Stochastic Programming
Research Interests: Stochastic Optimization, Monte Carlo and Quasi-Monte Carlo Methods, Applied Probability, Simulation, Actuarial Science

Published Papers

S. Drew and T. Homem-de-Mello, "Some Large Deviations Results For Latin Hypercube Sampling", Proceedings of the 2005 Winter Simulation Conference, M. E. Kuhl, N. M. Steiger, F. B. Armstrong, and J. A. Joines, eds.
S. Drew and T. Homem-de-Mello, "Quasi-Monte Carlo Strategies For Stochastic Optimization", Proceedings of the 2006 Winter Simulation Conference, L.F. Perrone, F.P. Wieland, J. Liu, B.G. Lawson, D.M. Nicol and R.M. Fujimoto, eds.

Submitted Papers

S. Drew and T. Homem-de-Mello, "Some Large Deviations Results For Latin Hypercube Sampling", Manuscript, Department of Industrial Engineering and Management Sciences, Northwestern University, 2006.

Conference Presentations

S. Drew and T. Homem-de-Mello, "Some Large Deviations Results For Latin Hypercube Sampling", Winter Simulation Conference, Orlando, FL; December 2005.
S. Drew, "A Hybrid Sampling Algorithm for Stochastic Optimization", Joint Math Meetings, New Orleans, LA; January 2007.

Employment

John Hancock Life Insurance Company; Boston, MA; Actuarial Associate; 11/1996-07/2002
- Rotation: Life Product Development (11/1996-09/1998, 08/2000-07/2002)
  - Priced and modeled variable and universal life insurance products
  - Performed tax testing for life insurance products
- Rotation: Corporate Actuarial (09/1998-08/2000)
  - Performed cash flow testing for traditional life insurance products
  - Calculated required surplus for all business areas
  - Prepared statutory annual statement
- Passed Actuarial Exams 1 through 7, plus 35 credits of Professional Development
Watson Wyatt Worldwide; Wellesley Hills, MA; Actuarial Associate; 06/1996-10/1996
- Department: Retirement
  - Performed pension benefit calculations
  - Filed government forms for pension plans

Professional Societies

Associate: Society of Actuaries
Member: INFORMS
- Treasurer, Northwestern University Student Chapter, July 2003 – June 2004
- President, Northwestern University Student Chapter, July 2004 – June 2005
- Officer, Northwestern University Student Chapter, July 2005 – June 2006
Member: Society for Industrial and Applied Mathematics

Operations Research and Mathematics Links

General Math Eric Weisstein’s World of Mathematics The Math Forum S.O.S. Math Harvey Mudd College’s Mathematics Tutorials Lecture Notes of William Chen Math and Physics for Everybody The Math Reference Project Online Math Textbooks Problem Solving in Maple	Probability and Statistics Probability.net StatSoft Statistics Textbook StatSoft Statistics Glossary Another Statistics Glossary
Calculus and Linear Algebra Calculus on the Web (Temple University) Karl's Calculus Tutor The Calculus Bible The Linear Algebra Glossary (John Burkardt) The Matrix Reference Manual	Optimization Mathematical Programming Glossary A Tutorial on Optimization Theory and Difference and Differential Equations (Osbourne) Stochastic Programming Community Home Page Stochastic Programming Links