Sandeep Juneja
Senior Professor (Former Dean)
School of Technology and Computer Science
Tata Institute of Fundamental Research, Mumbai
Phone: 91-22-2278-2725; 9967932124 (c)

juneja([( at)]) tifr dot res dot in 

 

Currently, Visiting Researcher at Google Research Bangalore

 

Distinguished Associated Faculty, CS Ashoka University

 

 

 

 


Research:

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; Modelling epidemic processes

Publications (Includes papers available online)

Brief Bio

Resume (Last updated March 2022)

My Academic Family Tree

 

Program on DATA SCIENCE: PROBABILISTIC AND OPTIMIZATION METHODS July 3-7, 2023. Hybrid.

ICTS Bangalore

 

 

Potential Applicants to TIFR PhD program interested in working in applied probability, machine learning 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.

 

Editorial 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

 

      Anirban Bhatacharjee

 

      Sushant Vijayan

 

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. University of New South Wales, Sydney

 

      Anand Deo 2021. IIM Bangalore

 

      Shubhada Agrawal. 2022. Post-doc at Georgia Tech

 

 

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.