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Sumit Kumar Sinha ([email protected]) Education: 5003 Campus Hill Drive Apt E303 Okemos, MI 48864 Phone :( +1)5172306462 Michigan State University, East Lansing, MI AUG 06 – to date PhD. Statistics –Mathematical finance (Scheduled Graduation: June, 2011) (PhD Thesis: The Continuous-Time Principal-Agent Problem with Moral Hazard and Recursive Preferences) Indian Statistical Institute, Bangalore, India M. Math Indian Statistical Institute, Bangalore, India B. Math AUG 03 – JUL 05 JUL 00 – MAY 03 Research: Maximum Principle for Multidimensional Backward Stochastic Differential Equation (BSDE) – Developed the theory of multi-dimensional linear BSDE and solved the maximization problem under constraint. Stochastic control theory and Functional Ito Calculus- Extended the result of Dupire, Bruno and working on applications to the theory of BSDE and stability of functional SDE. Courses: Financial mathematics and modeling techniques (Black-Scholes, pricing and hedging derivatives, binomial and trinomial tree, interest rate models, complete market theory, stochastic integrals) Advanced Statistics and Probability theory Stochastic Processes and Brownian motion, Stochastic Differential Equation in infinite dimensions, Semi martingales and Stochastic Calculus, Stability Theory of SDE’s, PDE, Time-series. Experience: Michigan State University Graduate Teaching Assistant Lead teaching assistant for statistics for business statistics (STT 315). Highest teaching competence score holder each year. East Lansing, MI AUG 06 – to date Consultant- CSTAT, Center for Statistical Training and Consulting Aug 10 – to date Consulted in areas ranging from categorical data analysis, survival and regression analysis, Hypothesis testing and used SAS, R, SPSS to solve problem. Marketics Technologies India Pvt. Ltd, India Statistician Developed logistic and Survival model in SAS. Actively participated in presenting solutions to Clients. Bangalore, India May 05 - MAY 06 Articles and Papers Published: “The Continuous-Time Principal-Agent Problem with Moral Hazard and Recursive Preferences” Submitted to Journal of Economic Theory, 2010. “Functional Ito Formula” Submitted to Stochastic Processes and Applications, 2011 “A Maximum Principle for Multi-dimensional BSDEs” Working Paper. “Classroom Experiment to verify the Lorentz Force” in Resonance in March 2003. “Necklaces, Periodic Points and Permutation representations” in Resonance in Nov 2001. Conferences: Conference on Arithmetic Geometry in HRI, Allahabad, 2002. India-AMS Conference in Bangalore, 2003. Special Semester on “Stochastics with Emphasis on Finance" held at RICAM, Linz, 2009. “Research in Option” in Rio, Brazil, 2010. Skills: Competences Inquisitive and persistent to deliver results Logical, reliable and accurate in problem solving Strong presentation, communication and interpersonal skills IT Skills Minitab, C++, SAS, Excel, SPSS, R, VBA (Beginner)