Recent Graduates, Theses and Placement
Shirshendu Chatterjee (Aug. 2011). Analysis of Four Particle Systems. Visiting scholar, Department of Mathematics, Duke University.
Yuemeng (Sunny) Sun (Aug. 2011).Price Manipulation with Dark Pools and Multi-Product Separation in Inventory Hedings. Associate, Equity Linked Products Quant Group, Bank of America-Merrill Lynch.
Xiaofei (Sophia) Liu (May 2011).The Contribution of Trader Interaction to Market Noise. Interest Rate Product trading group at Credit Suisse Securities, New York City.
Matthew Maxwell (May 2011).Approximate Dynamic Programming Policies and Performance Bounds for Ambulance Redeployment.Operations Research Specialist, SAS Institute, Inc., Cary, N.C.
Abhimanyu Mitra (May 2011).Three Problems in Quantitative Risk Management. Associate, Goldman Sachs, New York, N.Y.
Baldur Magnusson (Jan. 2011).Targeted Therapies: Adaptive Sequential Designs for Subgroup Selection in Clinical Trials. Senior Biometrician, Novartis Pharma, AG, Basel, Switzerland.
Timothy Carnes (Aug. 2010). Approximation Algorithms Via the Primal-Dual Schema: Applications of the Simple Dual-Ascent Method to Problems from Logistics. Postdoctoral Fellow, Massachusetts Institute of Technology.
Jie Chen (Aug. 2010). Lost Sales and Emergency Order Systems Under Stuttering Poisson Demand. Operations Research Analyst, AT&T Research Lab.
Yinan Huang (Aug. 2010). Recursive Bayesian Methods for Sequential Parameter-State Estimation. Morgan Stanley.
Tuohua Wu (Aug. 2010). Modeling Multi-Period Corporate Defaults: Macro, Contagion and Frailty Effects in Default Clustering. Associate, Citigroup.
Arijit Chakrabarty (May 2010). When is a Truncated Heavy Tail Heavy? Centenary Postdoctoral Fellow, Department of Mathematics, IISC Campus, Bengaluriu, India.
Alexander Erdelyi (Jan. 2010). Dynamic Programming Decomposition Methods for Capacity Allocation and Network Revenue Management Problems. Economic Analyst/Consultant for a team from Wirstchaftuniversitat Wien (Economic University), Vienna, Austria.
Selin Damla Ahipasaoglu (Aug. 2009). Solving Ellipsoidal Inclusion and Optimal Experimental Design Problems: Theory and Algorithms. Postdoctoral Research Associate, Department of Operations Research and Financial Engineering, Princeton University, Princeton, N.J.
Bikramjit Das (Aug. 2009). The Conditional Extreme Value Model and Related Topics. Postdoctoral Fellow, Department of Mathematics, ETH Zurich, Switzerland.
Dennis Leventhal (Aug. 2009). Effects of Conditioning on the Convergence of Randomized Optimization Algorithms. Goldman-Sachs, New York, N.Y.
Spyridon Schismenos (Aug. 2009). A Probabilistic Analysis of Low Rank Approximations in Optimization Problems with Ellipsoidal Constraints. J.P. Morgan, London, U.K.
Chandrashekhar Nagarajan (Jan. 2009). Algorithms for Locating Facilities Under Uncertainties. Yahoo!, Santa Clara, Calif.
Stefan Wild (Jan. 2009). Derivative-Free Optimization Algorithms for Computationally Expensive Functions. Postdoctoral Fellow, Argonne National Laboratory, Mathematics and Computer Science Division, Argonne, Ill.
Nikolay Bliznyuk (Aug. 2008). Posterior Approximation by Interpolation for Bayesian Inference in Computationally Expensive Statistical Models. Assistant Research Scientist, Texas A&M University, College Station, Texas.
Samuel Ehrlichman (Aug. 2008). Adaptive Stochastic Simulation for Structured Problems. Quantitative Researcher, Jane Street Capital, New York, N.Y.
Souvik Ghosh (Aug. 2008). The Effect of Memory on Large Deviations of Moving Average Processes and Infinitely Divisible Processes. Assistant Professor, Department of Statistics, Columbia University.
Emmanuel Sharef (Aug. 2008). Nonparametric Frailty Models for Clustered Survival Data. Morgan-Stanley.
Anke van Zuijlen (Aug. 2008). GOD Does Not Play Dice...And Neither Should Approximation Algorithms. Postdoctoral Associate, Max Planck Institute, Saarbucken, Germany.
Gavin Hurley (May 2008). Policies for the Stochastic Inventory Problem with Forecasting. Quantitative Analysis Manager, Bord Gais Energy, Irelend.
Minbok Kim (May 2008). Consistent Variable Selection Via Adaptive Diagonal Ridge Estimator in Regression Models.
Parthanil Roy (Jan. 2008). Stable Random Fields. Assistant Professor, Department of Statistics and Probability, Michigan State University.
Sumit Kunnumkal (Aug. 2007). Approximate Dynamic Programming and Stochastic Approximation Methods for Inventory Control and Revenue Management. Assistant Professor, Indian School of Business, Hyderabad, India.
Dmitriy Levchenkov (Aug. 2007). Dynamic Strategies: Generation, Properties, and Forecasting Returns. Quantitative Research Analyst, Waterfront International Ltd., Toronto, Ontario, Canada.
Peter Richtarik (Aug. 2007). Some Algorithms for Large-Scale Linear and Convex Minimization in Relative Scale. Lecturer, School of Mathematics, University of Edinburgh, United Kingdom
Van Anh Truong (Aug. 2007). Approximation Methods for Supply Chain Problems. Quantitative Researcher, Google, Inc., Mountain View, Calif.
