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 ...

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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 ...

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NSF IIP 1748498: I-Corps: Data Analytics for Hand-Picked Agriculture NSF CMMI #1727785: Signatures and Barcodes: Data-driven Understanding of Transportation System ...

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## Thesis Students

Student | Degree | Department | Year | Thesis title | Current |

Ketkar, Akshay | M.S. | Industrial Engineering | 2017 | Patterns in Chicago traffic | Bizmatics |

Kim, Kunwoo | Ph.D. | Mathematics | 2012 | New results in stochastic moving boundary problems | Pohang University of Science and Technology (POSTECH) |

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 |

Narayanan, Ramakrishnan | M.S. | Industrial Engineering | 2017 | Exploring image recognition: applying convoluted neural networks and learning to recognize safe cyclists | Western Digital |

O'Bryant, Natella | Ph.D. | Mathematics | 2002 | A Problem From Hamiltonian Mechanics With Time -Periodic Coefficients, Small Noise, and Degeneracy | BankUnited |

Pahlajani, Chetan | Ph.D. | Mathematics | 2007 | Stochastic Averaging Correctors for a Noisy Hamiltonian System With Discontinuous Statistics | IIT Gandhinagar |

Qin, Wei | Ph.D. | Mathematics | 2017 | Information, insider trading and takeover announcements | Amazon |

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 |

Srivastava, Nitin | M.S. | Industrial Engineering | 2016 | Machine learning and task disambiguation in hand-picked agriculture | Boston Consulting Group |

Yang, Jian | Ph.D. | Mathematics | 2002 | Stochastic Volatility Models: Option Price Approximation, Asymptotics and Maximum Likelihood Estimation | Goldman Sachs |

Zheng, Zhi | Ph.D. | Mathematics | 2012 | Stochastic Stefan problems: existence, uniqueness, and modeling of market limit orders | 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.