Budhi Surya: Analysis of panel data under time-inhomogeneous Markov chains_篮球即时比分_nba比分直播-彩客网重点推荐

2025-03-07T16:18:51.382Z
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Prior to his appointment at Victoria University of Wellington in February 2015, Budhi had spent nearly three years at Bank of America Corp. working as a Quant at the level of AVP. He was based mainly in Singapore with direct reporting line to the Head of Quantitative Risk Management Group at BofA HQ in Charlotte, North Carolina. He joined BofA soon after the completion of his PhD in Utrecht in January 2007. His area of research is predominantly on applied probability and stochastic systems towards applications in actuarial science, financial stochastics, optimal stopping and free-boundary problems in theoretical and applied finance, stochastic ?filtering and smoothing, estimation of Markov chains with covariates dependent transition intensity matrix and their general mixtures, maximum likelihood recursive estimation under incomplete information. He was a visiting scholar, among others, to NYU Stern in April-May 2025, September 2019; Mathematical Institute, University of Copenhagen in February 2020, IEOR Department of Columbia University in May 2014, DAAD visiting scholar to Mathematical Institute of Goethe University of Frankfurt in October-November 2013.