Sandeep Juneja juneja([(
at)]) tifr dot res dot in
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Research:
My research interests are
primarily in applied probability - Am especially interested in Monte Carlo
Methods; computational and mathematical finance, multi-armed bandit methods in
learning theory; queuing and applications of game theory.
Publications
(Includes papers available online)
Resume (Last updated May 2018)
New Workshop on Learning Theory (Jan 2-6, 2019, at TIFR, Mumbai)
Program on Advances in Applied
Probability (PAAP) (August 5-17, 2019, ICTS Bangalore)
Potential Applicants to TIFR PhD
program interested in working in applied probability or mathematical finance.
Please note that in lieu of written entrance exam we accept GATE scores in
mathematics (see). Selected students will then have to
successfully perform in an interview to be offered admission.
Students interested in summer and
other internships with me – Please note that we get many requests and our
capacity is extremely limited. Only students who have demonstrated exceptional
mathematical ability and general diligence (say, GPA in top 5 percentile and
above and strong performance in math courses at an IIT or other reputed
programs) would be considered.
Professional Service:
Associate Editor, Stochastic Systems (2017 – present)
Associate Editor, Mathematics
of Operations Research (2008 – 2016)
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
Current Ph.
D. Students
Former Ph.
D. Students
·
Santanu Dey
2013. Goldman Sachs in Bangalore
·
Ankush Agarwal 2015.
Adam Smith Business School, University of Glasgow
·
Karthyek R A
Murthy 2015. Singapore University of
Technology and Design
·
Tushar Raheja 2016.
(IITD, jointly with Prof. Kiran Seth, IITD)
·
Sarat B Moka 2017. The
University of Queensland
Patents:
·
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.
·
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.