IE410 simulation of Markov chain
by Sagnik Das, Kaushik Krishnan, and Mohammed Shaik

A stochastic moving boundary value problem
simulation made by Kunwoo Kim
Supported by NSF DMS 0705260.

McDiarmid distance for uncertainty quantification in Treasury rates
numerics by Jingnan Chen
Supported by NSF EFRI 1024837 and DMS 0705260.

Implied Dividend for MTLQQ
Ph.D. Thesis of Xiao Li
Supported by NSF EFRI 1024837.

Traffic patterns in Manhattan
Illinois Geometry Lab, Fall 2016.
PI4, Summer 2016

Optimal Transport to Cold Chain in Hand-Picked Agriculture.

Video as a Sensor
Illinois Geometry Lab, Spring 2017.

Robosoda
Engineering Open House, Spring 2017.

Chicago taxi data

Vision Zero

Virtual Reality and Visual Cliffs

My interests are the interaction of randomness and dynamics in various applied problems. 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 (Evnine and Associates) and at the Office of Financial Research. Finally, at the moment I am the associate head for undergraduate studies in the department of Industrial and Enterprise Systems Engineering.