Postgraduate Research Student
Email: email@example.comRoom Number: Queens’ Building, Room: W313
Amirlan's areas of research interest are dynamic programming, stochastic optimisation, martingale theory and Markov processes. Currently, he is working on various challenges in the field of online selection problems. The specific problems of interest include the longest monotone subsequence selection, the stochastic knapsack, the quickest selection of a monotone subsequence of a given size.
He has completed BSc in Mathematics with Economics at University College London and MSc in Mathematical Finance at the Queen Mary University of London. Before joining Queen Mary again to read his PhD, he has worked on the fixed income desk of an international investment boutique.
Amirlan's personal interests include financial mathematics and game theory. He has published an article in The Conversation explaining one of the classic game theory puzzles.
- Sem 2, 2017-2018: Supporting lab sessions for Numerical Methods in C++ (TA)
- Sem 1, 2017-2018: Financial Mathematics I (Demonstrator)
- Sem 1, 2017-2018: Introduction to Probability (TA)
- Sem 2, 2017-2018: Differential Equations (TA)
- Sem 2, 2018-2019: Financial Data Analytics (TA)
- Sem 2, 2016-2017: Computational Methods in Finance (TA)