Welcome to my website. I am an Associate Professor in the Data Science Group at the Chennai Mathematical Institute, India. My research interest focuses on solving problems of Bayesian Statistics, Machine Learning, Algorithms for Big Data, Quantitative Finance, and Environmental Statistics.

Google Scholar

Computational Finance with R

Discusses all aspects of computation, namely numerical, simulation, and statistical, in a single book. Explains every procedure with R code and is illustrated with tables and figures. Includes two chapters on machine learning in finance based on cutting-edge research topics For more ....

NPTEL: Predictive Analytics - Regression and Classification

In this course I am teaching Predictive Analytics with Regression and Classification. In this course we did a blend of theory and hands-on with R, Python and Julia For more ....

Why Julia is Future of Data Science

Julia is a new programming language suitable for high-performance computing and data science projects. In this vide, I discussed why Julia is future of data science projects. For more ....

Short Biography

Before joining CMI, I worked at SAS from 2010-2013 as Software Engineer. I did my Ph.D. (2008) in Statistics, from the University of Connecticut, USA and did my postdoctoral work at Duke University and SAMSI, during 2008-2010. I did M.Sc. in Statistics from Calcutta University (2003) and B.Sc. from St. Xavier's College, Calcutta (2001). In 2018, I was awarded the UK Commonwealth Rutherford Fellowship and visited Prof Sujit Sahu at University of Southampton.

My area of expertise is in Bayesian Statistics and Macine Learning. I also work in Quantitative Finance and Environmental Statistics.

Current Students

  1. Alka Yadav, Pursuing PhD at JNU

Past Ph.D. Student

  1. Rajiv Sambasivan, Ph.D. from CMI, (2019), Thesis Title: Some Computational Approaches for Machine Learning on Big Datasets

Past M.Sc. Student

  1. Purba Das, did MSc research work at CMI on Functional Data Analysis. Finished Ph.D. at Oxford University, UK. Currently faculty at King's College, London.
  2. Aritra Halder, did MSc research work at CMI on Dirichlet Process prior. Finsihed Ph.D. at University of Connecticut, USA. Currently faculty at Drexel University, USA
  3. Rajdeep Halder, MSc at ISER Pune, did MSc research work at CMI, with me and my colleague Priyavrat Deshpande on Topological Data Analysis