Sandeep Juneja juneja([( at)]) tifr dot
res dot in
|
|
Research:
My research interests are primarily in applied and computational
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 June 2014)
Course on Financial Mathematics I am teaching Jan-May 2015. Classes on Saturdays!
Upcoming workshop (Feb 25-26, 2015) on Learning and Related Probabilistic
Applications
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 20 percentile and above and strong performance in
math courses at an IIT or other reputed programs) would be considered.
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
Current Ph. D. Students
2)
Sarat B Moka
3)
Tushar Raheja (IITD,
jointly with Prof. Kiran Seth, IITD)
Former Ph. D. Students
1)
Santanu Dey, Goldman Sachs
in Bangalore
2)
Ankush Agarwal, Post-doc at Ecole polytechnique, Finance Market Modelling Group
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.
Last updated