Sandeep Juneja juneja([(
at)]) tifr dot res dot in
|
My research interests are primarily in applied probability - Am
especially interested in bandit methods in learning theory, financial
mathematics, Monte Carlo methods; game theory applied to queues
Publications
(Includes papers available online)
Resume
(Last updated March 2019)
New! Program
on Advances in Applied Probability II (paapii)
(January 4-8, 2021, Online. ICTS Bangalore)
Workshop on Learning Theory 2 (Jan 3-4, 2020, at TIFR, Mumbai)
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
·
Shubhada Agarwal
·
Anirban Bhatacharjee
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.
Link
to SynTalk (Mumbai, India) where I spoke as a SynTalkr for #TIAU (The
Infrequent And Unlikely, January 12, 2019).
https://syntalk.wordpress.com/episodes/turn-five/tiau/