juneja([( at)]) tifr dot res dot in

Adjunct Academic

CAFRAL (Centre for Advanced Financial Research and Learning),

Research Wing of Reserve Bank of India

Research:

My research interests are primarily in applied and computational probability - Am especially interested in Monte Carlo Methods, computational and mathematical finance, queuing and applications of game theory.

Publications (Includes papers available online)

Brief Bio

Resume (Last updated May 2016)

My Academic Family Tree

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 5 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

1) Sarat B Moka

Former Ph. D. Students

1) Santanu Dey. 2013. Goldman Sachs in Bangalore

2) Ankush Agarwal. 2015. Post-doc at Ecole polytechnique, Finance Market Modelling Group

3) Karthyek R A Murthy. 2015. Post-doc at Columbia University, IEOR Dept.

4) 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.

Last updated