Research Interests:

• Mathematical Finance: Option Pricing, Financial Modeling with Jump Processes, Barndorff-Nielsen and Shephard Model, Lévy Processes, Stochastic volatility modeling, Portfolio optimizations.

• Data Science: Recent interest includes various applications of Machine Learning, Deep Learning, and Neural Network.

• Information Theory: Concentration and Subsampling Problems in Communication Theory.

• Earthquake Modeling: Modeling using Stochastic Processes.

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