Proposed visit by Professor Sandeep Juneja (Tata Institute of Fundamental Research, India)

Sandeep Juneja 教授（印度塔塔基础研究所）提议访问

• 批准号: EP/H043071/1
• 负责人: Sergey Foss
• 金额: $ 2.45万
• 依托单位: Heriot-Watt University
• 依托单位国家: 英国
• 项目类别: Research Grant
• 财政年份: 2010
• 资助国家: 英国
• 起止时间: 2010 至 无数据
• 项目状态: 已结题
• 来源: https://gtr.ukri.org/projects?ref=EP%2FH043071%2F1
• 关键词: Proposed; visit; Professor; Sandeep; Juneja

The aim of this proposal is to bring Professor Sandeep Juneja of the Tata Institute of Fundamental Research, an applied probabilist with particular expertise in rare event simulation and computational finance, to the UK for a period of two-three months. During this period Professor Juneja would give a short course on Portfolio Tail Risk Measurement at Heriot-Watt University under the umbrella of the Maxwell Institute, and would hold an intensive exchange of ideas with the proposed Investigators and their colleagues as an initial phase of a proposed collaboration. He would also visit Cambridge, Bristol, and other UK Institutions to give seminar talks and to hold further scientific discussions with colleagues.

这项提议的目的是邀请塔塔基础研究所的Sandeep Juneja教授到英国进行为期两三个月的研究，他是一位应用概率学家，在罕见事件模拟和计算金融方面具有特殊专长。在此期间，Juneja教授将在麦克斯韦研究所的支持下，在赫瑞瓦特大学开设关于投资组合尾部风险测量的短期课程，并将与拟议的调查员及其同事进行密集的思想交流，作为拟议合作的初始阶段。他还将访问剑桥、布里斯托尔和其他英国机构，进行研讨会演讲，并与同事进行进一步的科学讨论。

项目成果

Overlap Problems on the Circle

圆上的重叠问题

• DOI: 10.1239/aap/1377868538
• 发表时间: 2016
• 期刊: Advances in Applied Probability
• 影响因子: 1.2
• 作者: Juneja S