Applied Probability
Stochastic analysis
Stochastic control theory
Stochastic networks
Numerical methods
Mathematical finance
University of North Carolina, Chapel Hill, NC.
Ph.D.(2006), Statistics.
Thesis Advisor: Amarjit Budhiraja.
University of North Carolina, Chapel Hill, NC.
M.S.(2005), Statistics.
Thesis Advisor: Amarjit Budhiraja.
University of North Carolina, Chapel Hill, NC.
B.S.(1997), Mathematical Sciences (Actuarial Science Option).
NSF VIGRE Postdoctoral Fellow. Fall 2006 - present.
Statistics Department, Stanford University.
Research Assistant for Prof. Amarjit Budhiraja. Fall 2004.
Applications of Stochastic Processes. Statistics Department,
UNC-CH.
Research Assistant for Prof. M. Ross Leadbetter. Fall 2003.
Stochastic Modeling of Stem Cell Growth and Conversion. Statistics
Department, UNC-CH.
Instructor (with full course responsibility).
Spring 2008: Continuous Time Stochastic Control. Stanford
University.
Fall 2007: Stochastic Processes. Stanford University.
Winter 2007: Introduction to Stochastic Processes. Stanford
University.
Fall 2006: Stochastic Processes. Stanford University.
Spring 2005, Summer 2004, Spring 2004, Summer 2003, Spring 2003:
Introduction to Statistics. Statistics Department, UNC-CH
Teaching Assistant (Graduate Course). Fall 2004.
Introduction to Stochastic Processes. Statistics Department,
UNC-CH.
Teaching Assistant (Undergraduate Course). Fall 2002.
Introduction to Statistics. Statistics Department,
UNC-CH.
Actuarial Specialist. Towers Perrin, Philadelphia, PA. July 1997 -
June 2001.
Worked in valuation, design, accounting, and compliance of employer
sponsored defined benefit pension, postretirement medical and life
insurance, and long term disability plans.
Taught employee training programs.
Attained Associate Designation in Society of Actuaries.
"Existence of optimal controls for singular control problems with state constraints" (with Amarjit Budhiraja). Annals of Applied Probability, (2006), Vol. 16, No. 4, 2235-2255.
"Convergent numerical scheme for singular stochastic control with state constraints in a portfolio selection problem" (with A. Budhiraja). SIAM Journal of Control and Optimization, (2007), Vol. 45, No. 6, 2169-2206.
"Optimal stopping and free boundary characterizations for some Brownian control problems" (with A. Budhiraja). To appear in Annals of Applied Probability.
"Surface patterning: Tool to modulate stem cell differentiation in an adipose system" (with A. Chaubey, M. R. Leadbetter, and K. J. L. Burg). Journal of Biomedical Research Part B: Applied Biomaterials, (2007), Vol. 84B, No. 1, 70-78.
University of Californina at San Diego, Probability Seminar.
San
Diego, CA. April 2008. Invited talk.
University of Michigan, Department of Statistics Seminar joint with
AIM.
Ann Arbor, MI. March 2008. Invited talk.
Rutgers University, Department of Statistics Seminar.
Piscataway, NJ. October 2007. Invited talk.
32nd Conference on Stochastic Processes and their
Applications.
Urbana, IL. August 2007. Contributed session.
Tenth Meeting of New Researchers in Statistics and Probability.
Salt Lake City, UT. July 2007. Contributed session.
Stanford Probability Seminar.
Stanford, CA. April 2007. Invited talk.
SAMSI Workshop on Financial Mathematics, Statistics
and Econometrics.
Research Triangle Park, NC. September
2005. Poster presentation.
Joint Statistical
Meeting.
Minneapolis, MN. August 2005. Contributed session.
SIAM Conference on Control and
its Applications.
New Orleans, LA. July 2005. Contributed session.
Southeast Workshop on Tissue Engineering
and Biomaterials.
Clemson, SC. January 2004. Contributed session.
Thomas S. and Caroline H. Royster, Jr. Fellowship
(2001-2006).
Five years of guaranteed funding including two
non-service years (Graduate School, UNC-CH).
Excellence in Teaching Award (2004).
For excellence in teaching
undergraduates (Department of Statistics & Operations Research,
UNC-CH).
Wassily Hoeffding Fellowship (2002).
For best performance in the
first year of the Ph.D. program (Statistics Department, UNC-CH).
| Advanced
Probability Applied Statistics Brownian Motion & Stochastic Calculus Computational Finance Empirical Methods in Financial Econometrics Generalized Linear Models Long Range Dependence Markov Processes Measure and Integration Monte Carlo Methods | Point
Processes Regression Stable Processes Statistical Consulting Statistical Theory (I,II) Stochastic Models in Operations Research Stochastic Models for Optimization of Service Systems Stochastic Processes Time Series Analysis Wavelets Weak Convergence of Probability Measures |
Institute of Mathematical Statistics.
Society for Industrial and Applied Mathematics.
American Statistical Association.
Associate, Society of Actuaries.