My interests are in various applied problems which have impact. My formal training is in electrical engineering and applied mathematics. I find that some of the more interesting problems I have worked on have come from looking at the real world with a strongly quantitative toolset. Along the way, I have spent time at a hedge fund and consulted for private industry and the U.S. Government.
Ph.D. in Applied Mathematics, May 1991, University of Maryland at College Park M.S. in Electrical Engineering, August 1988, University of Maryland at ...
Professor, Department of Industrial and Enterprise Systems Engineering, University of Illinois at Urbana-Champaign, August 2012 to present. Professor, Department of Mathematics, University of Illinois ...
NSF 2243335: I-Corps: Real-time anxiety detection and modulation using wearables (joint with M. Hernandez) C3.AI.DTI: Plant-wide Leak Detection in Liquified Natural Gas ...
Thesis Students
| Student | Degree | Department | Year | Thesis title | Current |
| Kaur, Rachneet | Ph.D. | Industrial Engineering | 2023 | Machine Learning for Digital Health: Transforming Clinical Data into Knowledge | J.P. Morgan Chase |
| Abolhelm, Marzieh | Ph.D. | Industrial Engineering | 2021 | Large scale urban patterns in NYC: traffic prediction and analysis via clustering and low rank approximation | MUFG Americas |
| Matin, Hossein Nick Zinat | Ph.D. | Industrial Engineering | 2021 | Asymptotic behavior of optimal velocity dynamical model | |
| Qin, Wei | Ph.D. | Mathematics | 2017 | Information, insider trading and takeover announcements | Amazon |
| Narayanan, Ramakrishnan | M.S. | Industrial Engineering | 2017 | Exploring image recognition: applying convoluted neural networks and learning to recognize safe cyclists | Western Digital |
| Ketkar, Akshay | M.S. | Industrial Engineering | 2017 | Patterns in Chicago traffic | Bizmatics |
| Srivastava, Nitin | M.S. | Industrial Engineering | 2016 | Machine learning and task disambiguation in hand-picked agriculture | Boston Consulting Group |
| Ravat, Uma | Ph.D. | Mathematics | 2014 | On the Analysis of Stochastic Optimization and Variational Inequality Problems | UC Santa Barbara |
| Song, Rui | Ph.D. | Mathematics | 2014 | Clearing financial network and its stability | W. R. Berkley |
| Kone, Estelle | Ph.D. | Industrial Engineering | 2014 | Monitoring unknown source IP addresses and packet sizes to detect DDoS attacks | Goldman Sachs |
| Li, Xiao | Ph.D. | Mathematics | 2012 | Dynamics of bankrupt stocks | Morgan Stanley |
| Zheng, Zhi | Ph.D. | Mathematics | 2012 | Stochastic Stefan problems: existence, uniqueness, and modeling of market limit orders | Goldman Sachs |
| Kim, Kunwoo | Ph.D. | Mathematics | 2012 | New results in stochastic moving boundary problems | Pohang University of Science and Technology (POSTECH) |
| Pahlajani, Chetan | Ph.D. | Mathematics | 2007 | Stochastic Averaging Correctors for a Noisy Hamiltonian System With Discontinuous Statistics | IIT Gandhinagar |
| O'Bryant, Natella | Ph.D. | Mathematics | 2002 | A Problem From Hamiltonian Mechanics With Time -Periodic Coefficients, Small Noise, and Degeneracy | BankUnited |
| Yang, Jian | Ph.D. | Mathematics | 2002 | Stochastic Volatility Models: Option Price Approximation, Asymptotics and Maximum Likelihood Estimation | Goldman Sachs |
Undergrad Students
Undergrads who have worked with me have been accepted to the below graduate schools (click on word cloud for expanded view):
Undergraduates who have worked with me have gone to graduate schools as below (click on map for expanded view):
I’ve also started to keep track of where the grad students who have worked with me do internships:
Most of my current research involves looking at data from a quantitative perspective and with a socially-important goal. If you are interested in working with me, be prepared for getting your hands dirty. Further thoughts about projects and letters of recommendation.
