150 Harrelson Hall, Box 8205, Raleigh, NC 27695-8205
- Stochastic modeling and control
- queueing networks: heavy traffic method
- financial applications
- Numerical methods in continuous-time stochastic control
- Stochastic Approximation
- Postdoc: Jim Xiao Zhang, From 2005-2006. Now working at UBS AG (formed from a merger of Union Bank of Switzerland and Swiss Bank Corporation) in London as a Quantitative Analyst on the Asset Backed Security desk.
- Yipeng Yang (OR-Stat), graduated in Summer 2008. Jointly supervised with Dr. Tao Pang. Will be an assistant professor, Shanghai Jiaotong University.
- Chuan Lin, (OR-Math), graduated in 2007. Now working at Washington Mutual, Seattle, WA as a Financial Analyst and Model Validation Consultant.
- Undergraduate (Math Honors) Dhrumil Patel, for a math honors project in financial analysis. Now at UNC-Chapel Hill, School of Law.