WELCOME!
This is an inter-disciplinary 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 several open positions for Dual Degree, MS and PhD students. Please drop your updated CV at tejas.bodas@iiit.ac.in