Education
Sambalpur University: BS (Honors and Distinction);
MS (First Rank with University Gold Medal); MPhil;
PhD, Advisor: Arup Bose@Indian Statistical Institute
Current Position
The University of North Carolina at Charlotte, NC:
Associate Professor of Mathematics and Statistics
Former Positions
The University of North Carolina at Charlotte, NC:
Assistant Professor of Mathematics and Statistics
Statistical and Applied Mathematical Sciences Institute (SAMSI), Durham, NC:
Faculty Research Fellow
Sequential Monte Carlo (SMC) Program
Group Leader: Continuous Time Stochastic Models
The University of North Carolina at Chapel Hill, NC:
Visiting Scientist (On Sabbatical from UNC Charlotte)
The University of California at Santa Barbara, CA:
Assistant Professor of Statistics & Applied Probability
Administrative Positions
Chair: Mathematical Finance Committee
Chair: Mathematical Finance Program Committee
Chair: Mathematical Finance Hiring Commitee
Member: Math-Stat Faculty Search Committee
Member: College (CLAS) Faculty Council
Member: University (UNCC) Faculty Council
Faculty Fellow: Alliance for Graduate Education
and the Professoriate-North Carolina (AGEP-NC)
Awards and Grants
NSF Funded AGEP-NC Fellowship
Chancellor’s Congratulations Teaching Recognition
CLAS-UNCC Small Grant Program, 2008 and 2011.
NSF Funded SAMSI New Researcher Fellowship, 2008.
National Science Foundation Grant (Co-PI) for
Stochastic Processes and their Applications, 2005.
US Army Research Office Grant (Co-PI) for
Stochastic Processes and their Applications, 2005.
London Mathematical Society (VSU Scheme) Grant
Editorial Board
Chief Editor: Asian Research Journal of Mathematics
Academic Editor: Asian Journal of Probability and Statistics
Associate Editor: Journal of Mathematics, Statistics and Computing
Associate Editor: Journal of Operations Research, Statistics & Econometrics
Associate Editor: Journal of Statistical and Econometric Methods
Associate Editor: Austin Mathematics
Associate Editor: Austin Statistics
Refereeship
1) Annals of Statistics; 2) Journal of the Royal Statistical Society; 3) Journal of Multivariate Analysis;
4) Bernoulli; 5) Journal of Statistical Planning and Inference; 6) Scandinavian Journal of Statistics;
7) Statistics & Probability Letters; 8) Methodology and Computing in Applied Probability;
9) Statistical Inference for Stochastic Processes; 10) Econometric Theory; 11) Statistical Papers;
12) Communications in Statistics-Theory and Methods; 13) Journal of Nonparametric Statistics;
14) SIAM Journal on Applied Mathematics; 15) Journal of Computational and Applied Mathematics;
16) Mathematics and Computers in Simulation; 17) Journal of Statistical Physics; 18) Mathematical
Methods in the Applied Sciences; 19) International Journal of Modelling and Simulation;
20) Indian Journal of Pure and Applied Mathematics; 21) Progress in Applied Mathematics;
22) Fractional Calculus and Applied Analysis; 23) Journal of Statistical and Econometric Methods;
24) Journal of Mathematical Finance; 25) Frontiers of Mathematics in China; 26) Open Journal of Statistics;
27) British Journal of Mathematics and Computer Science; 28) British Journal of Economics, Management
and Trade; 29) Journal of Scientific Research and Reports; 30) Journal of Inequalities and Applications;
31) Abstract and Applied Analysis; 32) Austin Statistics; 33) Journal of Applied Probability;
34) Advances in Applied Probability; 35) Austin Mathematics; 36) Journal of Basic and Applied Research;
37) Asian Journal of Mathematics and Computer Research; 38) Journal of Applied Physical Science;
39) American Statistician; 40) Statistical Methods & Applications-Journal of the Italian Statistical
Society; 41) Physical Science International Journal; 42) Archives of Current Research International;
43) Applied Mathematics and Computation; 44) British Journal of Applied Science and Technology;
45) Journal of Statistical Computation and Simulation; 46) Advances in Research; 47) Communications in
Statistics-Simulation and Computation; 48) Journal of Mathematical Analysis and Applications;
49) Statistical Methodology; 50) Asian Journal of Economics, Business and Accounting; 51) Asian Research
Journal of Mathematics; 52) System and Control Letters; 53) Journal of the Korean Statistical Society;
54) Journal of Global Economics, Management and Business Research; 55) Journal of Modern Physics;
56) IEEE Automation Science and Engineering; 57) Canadian Journal of Statistics; 58) Pakistan Journal of
Statistics; 59) Annals of the Institute of Statistical Mathematics; 60) Applied Mathematics and Optimization;
61) Quantitative Finance and Economics; 62) Journal of Nonlinear Sciences and Applications; 63) Stochastics:
An International Journal of Probability & Stochastic Processes; 64) Proceedings of Mathematical Sciences;
65) Computational Statistics and Data Analysis; 66) Stochastic Systems; 67) Stochastics and Partial Differential
Equations: Analysis and Computations; 68) Journal of Mathematics, Statistics and Computing; 69) Mathematics:
An Open Access Journal; 70) Symmetry; 71) Statistics: A Journal of Theoretical and Applied Statistics;
72) SIAM Journal on Control and Optimization
Reviewership
Several articles for Mathematical Reviews (AMS) and Book Reviews
Professional Membership
Society for Industrial and Applied Mathematics (SIAM)
Activity Groups: Financial Mathematics and Engineering; Life Sciences
Advising and Supervision
BS Senior Projects:
Math Finance:
- Nicholas Mangus: Portfolio Optimization and the Capital Asset Pricing Model, Spring 2013.
- Halie Blanton: Monte Carlo Method for Option Pricing, Spring 2013.
- Rachel Joyner: Simulation and Statistical Analysis of Stochastic Volatility Models using Financial Data, Fall 2014.
Math Biology:
- Trusha Patel: Signal Parameter Estimation in Stochastic Differential Equation Model of Neuron, Spring 2014.
Master Thesis (Statistical Finance) Advisor:
- Weifeng Duan: Monte Carlo Methods for Value-at-Risk, Spring 2006.
- Stefanie Brownell: Statistical Analysis of Stochastic Volatility Models, Spring 2014.
- Heidi Price: Statistical Analysis of Financial Time Series, Spring 2014.
- Bich Duong: Statistical Analysis of Capital Asset Pricing Model, Spring 2014.
- Chengui Sun: Statistical Analysis of GARCH Models from Financial Data, Spring 2015.
Master Project Committee:
- Lukun Zheng, 2. Erica Farelli, 3. Brenda McConnel, 4. Yassine Chantebou, 5. Monica Kweman, 6. Dianchen Zou, 7. Johnny Mukeni Kabausa, 8. Xialong Ni, 9. Anthony Bacon, 10. Joan Marius, 11. Parul Bhatt
PhD Dissertation Committee:
Mathematics (Mathematical Finance and Stochastics):
- Wenhua Zou: A Unified Treatment of Derivative Pricing and Forward Decision Problems within HJM Framework, Fall 2012.
- Wedige Kushantha Fernando: American Options using HJM Methodology, Spring 2017.
- Gary Wayne Crosby: Optimal Multiple Stopping: Theory and Applications, Spring 2017.
- Amod Jung Basnet: Parallel Computations for Markov Chain with Islands and Ports, Spring 2017.
Other Departments:
- Fan Li: Load Balancing Routing in Multi-hop Wireless Networks, Department of Computer Science, Spring 2007.
- Orkun Temizkan: Essays on Exploitation and Exploration of Software Development, Department of Business Information Systems and Operations Management, Fall 2012.
- Xiaoran Wu: The Diffusion and the Impact of Radio Frequency Identification in Supply Chains: A Multi-method Approach, Department of Business Information Systems and Operations Management, Spring 2012.
- Amar Saric: An Approach to Reducing Parameter Uncertainty for Robotic Surface Assembly Tasks, Department of Software Information Systems, Spring 2014.
- Dongwook Kim: Model Development and System Optimization to Minimize Greenhouse Gas Emmissions from Wastewater Treatment Plants, Department of Civil & Environmental Engineering, Spring 2014.
- Debapriti Chakraborty: Financial Integration and Consumption Risksharing, Department of Finance, Fall 2016.
National Mathematics Honors Society
Advisor: Pi Mu Epsilon North Carolina Theta Chapter
Induction Ceremony in April 2012: Pic 1 Pic 2
Induction Ceremony in April 2015: Pic 1 Pic 2
Induction Ceremony in April 2016: Pic 1 Pic 2 Pic 3 Pic 4 Pic 5
Induction Ceremony in April 2017: Pic 1 Pic 2 Pic 3
Induction Ceremony in April 2018: Pic 1 Pic 2 Pic 3 Pic 4 Pic 5 Pic 6
Stanislav Molchanov Speaks at the PME Ceremony Pic 7 Pic 8 Pic 9
High School Math Puzzle Contest
Math Finance Program
10 Year MAFI Program Celebration in April 2015: Pic 1 Pic 2 Pic 3 Pic 4
Math Finance Ranking (UNCC Rises to #12 Rank Nationally)
My Stochastic Calculus Student Speaks
