I am an assistant professor in the Department of Industrial and Systems Engineering at Rensselaer Polytechnic Institute (RPI). My research interests focus on stochastic computer simulation, risk management and data analytics, with applications towards supply chains, financial engineering and production systems.
I get my Ph.D. from the Department of Industrial Engineering and Management Sciences at Northwestern University. My thesis focuses on input uncertainty analysis in stochastic simulation. Under the guidance of my advisors Professor Barry L. Nelson from Northwestern University (NU) and Professor Russell R. Barton from Pennsylvania State University, we have developed a metamodel-assisted bootstrapping approach and a Bayesian framework to quantify the impact of both input and simulation estimation uncertainty on the stochastic system performance estimation.
I am looking for graduate students with strong mathematical/statistical background, good programming skill and self-motivation.