Sandeep Juneja Email:
juneja([(
at)]) tifr dot res dot in
|
http://www.icts.res.in/program/Math_Fin
My research interests are primarily in computational and applied
probability. I am especially interested in applications to financial mathematics.
I also work on queuing and e-commerce related issues. In queuing I have been
focusing on using game theoretic ideas to ascertain customer arrival
distributions.
Publications
(Includes papers available online)
Resume (Last updated Jan 2013)
Professional Service:
Associate Editor, Mathematics of Operations Research (2008 –
present)
Associate Editor, Management Science. In the area of Stochastic
Models and Simulation (2003 - 2009)
Associate Editor, ACM TOMACS. In the area of Monte Carlo simulation (2007-
2010)
Co-Guest Editor for a
special issue of Annals of Operations
Research, 2008-09
Track Coordinator,
Risk Analysis, Winter Simulation Conferences 2006, 2008
Ph. D. Students
3)
Santanu Dey (Synopsis submitted;
currently at Goldman Sachs in Bangalore)
4)
Sarat B Moka
5)
Tushar Raheja (IITD,
jointly with Prof. Kiran Seth, IITD)
Patents:
1.
Distributed bid processing method for
open-cry and descending price auctions. With Manish Gupta. Filed February 17, 2000. Awarded July 31, 2007.
Number 7,251,630.
2. System for optimal resource allocation and planning for hosting
computing services. With Johara Shahabuddin; Kannan Balaji; Sanjiv Kapoor; Vishu Gupta; Ajay Chrungoo. Filed
January 29, 2001. Awarded April 5, 2005. Number 6,877,035.
This Op-Ed
piece by me appeared in Indian Express on 09/09/09. It supports government
investments in the IITs
Last updated Feb 2012