WELCOME!
This is an inter-disciplinary lab/group for individuals interested in Operations Research, Financial Engineering and Stochastic Optimization. The idea behind this group is to bring together students/researchers from IIITH and elsewhere to discuss, experiment and contribute towards research problems from the following domains.
Stochastic Calculus for Finance
Optimal Stopping problems
Portfolio Optimization
HFT Algorithms
Performance modeling (queueing)
Pricing and Revenue Optimization
Discrete Choice models
Game theory & Equilibria
OPEN POSITIONS:
We have open positions for Honors, Dual Degree, MS, PhD and Postdocs. Please drop your updated CV at tejas.bodas@iiit.ac.in