Faculty Details | Department Of Mathematics

Research

Research focuses on Applied Probability and Stochastic Modelling. Specific areas of interest include Queueing Theory (and its applications to the performance analysis of computer and communication systems), Financial Mathematics, and Inventory Management in Supply Chains.

Education

Ph.D. (IIT Madras)

Experience

Member, DPPC

Courses

July - November, 2020: MA 321 Optimization (B.Tech. - M&C (3rd year) + B.Tech. - CSE (3rd year))
January - May, 2020: MA 683 Probability Theory (Ph.D. core course)
January - May, 2020: MA 597 Queueing Theory and Applications (Elective for B.Tech. (M&C) fourth year, M.Sc. (M&C) second year and Ph.D.)
January - May, 2020: MA 374 Financial Engineering Lab (B.Tech. - M&C) (with Dr. Chandan Pal)
July - November, 2019: MA 476 Portfolio Theory and Performance Analysis (B.Tech. - Elective (4th year))
January - May, 2019: MA 597 Queueing Theory and Applications (Elective for B.Tech. (M&C) fourth year and M.Sc. (M&C) second year)
January - May, 2019: MA 374 Financial Engineering Lab (B.Tech. - M&C) (with Dr. Chandan Pal)
July - November, 2018: MA 476 Portfolio Theory and Performance Analysis (B.Tech. - Elective (4th year))
January - May, 2018: MA 373 Financial Engineering II (B.Tech. - M&C)
January - May, 2018: MA 374 Financial Engineering Lab (B.Tech. - M&C) (with Dr. Chandan Pal)
July - November, 2017: MA 225 Probability Theory and Random Processes (B.Tech. - M&C (2nd year) + B.Tech. - CSE (3rd year))
January - May, 2017: MA 373 Financial Engineering II (B.Tech. - M&C)
January - May, 2017: MA 374 Financial Engineering Lab (B.Tech. - M&C) (with Dr. S.P. Chakrabarty)
July - November, 2016: MA 681 Applied Stochastic Processes (Ph.D.)
July - November, 2016: MA 476 Portfolio Theory and Performance Analysis (B.Tech. - Open Elective - All branches)
January - May, 2016: MA 683 Probability Theory (Ph.D.)
January - May, 2016: MA 373 Financial Engineering II (B.Tech. - M&C)
January - May, 2016: MA 374 Financial Engineering Lab (B.Tech. - M&C) (with Dr. S.P. Chakrabarty)
July - November, 2015: MA 598 Mathematics of Financial Derivatives (M.Sc. - M&C)
July - November, 2015: MA 372 Stochastic Calculus for Finance (B.Tech. - M&C) (with Dr. S.P. Chakrabarty)
January - May, 2015: MA 373 Financial Engineering II (B.Tech. - M&C)
January - May, 2015: MA 374 Financial Engineering Lab (B.Tech. - M&C) (with Dr. S.P. Chakrabarty)
July - November, 2014: MA 598 Mathematics of Financial Derivatives (M.Sc. - M&C)
January - May, 2014: MA 373 Financial Engineering II (B.Tech. - M&C)
January - May, 2014: MA 374 Financial Engineering Lab (B.Tech. - M&C)
July - November, 2013: MA 476 Portfolio Theory and Performance Analysis (B.Tech. - M&C)
July - November, 2013: MA 598 Mathematics of Financial Derivatives (M.Sc. - M&C) (with Dr. A.K. Dey)
January - May, 2013: MA 373 Financial Engineering II (B.Tech. - M&C)
January - May, 2013: MA 374 Financial Engineering Lab (B.Tech. - M&C) (with Dr. S.P. Chakrabarty)
July - November, 2012: MA 372 Stochastic Calculus for Finance (B.Tech. - M&C)
July - November, 2012: MA 471 Financial Engineering II (B.Tech. - M&C) (with Dr. S.P. Chakrabarty)
July - November, 2012: MA 472 Financial Engineering Lab (B.Tech. - M&C) (with Dr. S.P. Chakrabarty)
January - May, 2012: MA 226 Monte Carlo Simulation (B.Tech. - M&C) (with Dr. A.K. Dey)
January - May, 2012: MA 372 Stochastic Calculus for Finance (B.Tech. - M&C)
July - November, 2011: MA 371 Financial Engineering I (B.Tech. - M&C) (with Dr. S.P. Chakrabarty)
July - November, 2011: MA 471 Financial Engineering II (B.Tech. - M&C)
July - November, 2011: MA 472 Financial Engineering Lab (B.Tech. - M&C) (with Dr. S.P. Chakrabarty)
January - May, 2011: MA 226 Monte Carlo Simulation (B.Tech. - M&C) (with Dr. S.P. Chakrabarty)
January - May, 2011: MA 372 Stochastic Calculus for Finance (B.Tech. - M&C)
July - November, 2010: MA 371 Financial Engineering I (B.Tech. - M&C)
July - November, 2010: MA 471 Financial Engineering II (B.Tech. - M&C)
July - November, 2010: MA 472 Financial Engineering Lab (B.Tech. - M&C) (with Dr. S.P. Chakrabarty)
January - May, 2010: MA 372 Stochastic Calculus for Finance (B.Tech. - M&C)
July - November, 2009: MA 371 Financial Engineering I (B.Tech. - M&C)
May - July (Summer), 2009: MA 225 Probability Theory and Random Processes (B.Tech. - CSE and M&C)
January - May, 2009: MA 226 Monte Carlo Simulation (B.Tech. - M&C)
January - May, 2009: MA 372 Stochastic Calculus for Finance (B.Tech. - M&C)
July - November, 2008: MA 371 Financial Engineering - I (B.Tech. - M&C)
January - May, 2008: MA 598 Mathematics of Financial Derivatives (B.Tech.+M.Sc.)
January - May, 2008: MA 226 Monte Carlo Simulation (B.Tech. - M&C)
July - November, 2007: MA 597 Queueing Theory and Applications (M.Sc.)
July - November, 2007: MA 402 Queueing Models for Performance Analysis (B.Tech. - Open Elective)
January - May, 2007: MA 596 Stochastic Calculus for Finance (B.Tech.+M.Sc.+Ph.D.)
July - November, 2006: MA 101 Mathematics I (B.Tech.)
January - May, 2006: MA 786 Stochastic Processes and Queueing Theory (M.Sc.+Ph.D)
January - May, 2006: MA 592 Probability, Random Processes, and Statistical Inference (B.Tech.+M.Sc.+Ph.D.)
July - November, 2005: MA 747 Measure Theory (Ph.D.)
December, 2004 - April, 2005: MA 591 Optimization Techniques (M.Sc.)
July - November, 2004: MA 591 Optimization Techniques (M.Sc.+Ph.D.)
May - July (Summer), 2004: MA 203 Probability and Random Variables (B.Tech.)
December, 2003 - April, 2004: MA 592 Probability, Random Processes, and Statistical Inference (B.Tech.+M.Sc.)
July - November, 2003: MA 101 Mathematics I (B.Tech.)

Journal Publications

14. N. Selvaraju, Cosmika Goswami., "Impatient customers in an M/M/1 queue with single and multiple working vacations", Computers and Industrial Engineering. , vol.65 ,pp.207-215, [2013]

13. Cosmika Goswami, N. Selvaraju., "A working vacation queue with priority customers and vacation interruptions.", International Journal of Operational Research. , vol.17 (3) ,pp.311-332, [2013]

12. Cosmika Goswami, N. Selvaraju., "A working vacation queue with priority customers and vacation interruptions.", International Journal of Operational Research. , vol.17 (3) ,pp.311-332, [2013]

11. I. Venkat Appal Raju, N. Selvaraju., "Benchmark approach for defaultable claims under partial information", International Journal of Financial Engineering and Risk Management , vol.1 (2) ,pp.170-192, [2013]

10. I. Venkat Appal Raju, N. Selvaraju., "Growth optimal portfolio for the unobservable Markov-modulated markets.", International Journal of Mathematics in Operational Research. , vol.4 (1) ,pp.31-40, [2012]

9. Cosmika Goswami, N. Selvaraju., "The discrete-time MAP/PH/1 queue with multiple working vacations.", Applied Mathematical Modelling. , vol.34 (4) ,pp.931-946, [2010]

8. I. Venkat Appal Raju, N. Selvaraju., "Pricing and hedging of financial derivatives under the real world measure.", Proceedings of International conference on New Trends in Statistics and Optimization (ICONTSO08). [2008]

7. Diwakar Gupta, N. Selvaraju., "Performance evaluation and stock allocation in capacitated serial supply systems.", Manufacturing & Service Operations Management. , vol.8 (2) ,pp.161-191, [2006]

6. B.W. Conolly, P.R. Parthasarathy, N. Selvaraju., "Double-ended queues with impatience.", Computers and Operations Research. , vol.29 (14) ,pp.2053-2072, [2002]

5. P.R. Parthasarathy, N. Selvaraju, G. Manimaran., "Exact transient analysis of a circulant queueing network.", Computers and Mathematics with Applications. , vol.44 (10-11) ,pp.1297-1306, [2002]

4. P.R. Parthasarathy, N. Selvaraju, R.B. Lenin., "On the numerical solution of a birth-death process arising in multimedia synchronization.", Mathematical and Computer Modelling. , vol.34 (7-8) ,pp.887-901, [2001]

3. P.R. Parthasarathy, N. Selvaraju., "Exact transient solution of a state-dependent queue in discrete time.", Operations Research Letters. , vol.28 (243) ,pp.5-248, [2001]

2. P.R. Parthasarathy, N. Selvaraju., "Transient analysis of a queue where potential customers are discouraged by queue length.", Mathematical Problems in Engineering. , vol.7 ,pp.433-454, [2001]

1. P.R. Parthasarathy, N. Selvaraju, G. Manimaran., "A paired queueing system arising in multimedia synchronization.", Mathematical and Computer Modelling. , vol.30 (11-12) ,pp.133-140, [1999]

Conference Publications

4. I. Venkat Appal Raju, N. Selvaraju., "Growth optimal portfolio for the unobservable Markov-modulated markets.", Electronic proceedings of International Conference on Operations Research Application in Engineering and Management (ICOREM09). [2009]

3. Cosmika Goswami, N. Selvaraju., "Performance measures of a finite-buffer queue with working vacations and correlated arrivals.", IEEE proceedings of Next Generation Internet working Workshop (NGIntW) held during COMSNETS2009. [2009]

2. I. Venkat Appal Raju, N. Selvaraju., "Pricing and hedging of financial derivatives under the real world measure", Proceedings of International conference on New Trends in Statistics and Optimization (ICONTSO08). [2008]

1. Cosmika Goswami, N. Selvaraju., "The M/M/c working vacation queue with impatient customers.", Proceedings of ORSI 2008. [2008]

Research Scholars

Current

1	Prakash Raj
2	Ramendra Singh Chauhan
3	Arindam Maity
4	Koushik Bera

Completed

1	Ankita Sen
2	Cosmika Goswami
3	I. Venkat Appal Raju
4	Dipankar Mondal

1. Web Course: Stochastic Processes Funding Agency : The Ministry of Human Resource Development, Govt. of India Principal Investigator: N. Selvaraju Co-investigator: Duration/Starting Year: 2009 Status: Completed

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