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Dr M.P.Rajan

Professor
Mathematics
Indian Institute of Science Education and Research Thiruvananthapuram
India

Professor Mathematics
Biography

Dr. Rajan has a blend of academic, industrial and research expertise. Before joining this institute he was working as Associate Professor in Indian Institute of Technology Guwahati. He also worked in top tier-I investment bank in the world, Goldman Sachs, as a Quant. He held various academic and administrative positions in many organizations. He also offers consultancy work in financial domain/ financial engineering. Prospective clients can contact him by email: [email protected] . He welcomes any R&D project related to his areas of research interest from funding agencies or prospective clients.

Research Intrest

Functional Analysis/Numerical Functional Analysis (Inverse &Ill-posed Problems) Mathematical Finance/Financial Engineering (Financial, Statistical & Econometric Modeling) Parameter Identification Problems in PDEs Computerized Tomography/Image Processing Machine Learing and Data Science Research

List of Publications
M.P. Rajan, A class of regularization methods and an adaptive discretization scheme for solving ill-posed problems (To appear in International Journal of Pure and Applied Mathematics) M.P. Rajan, Volatility Estimation in Indian Stock market using Heteroscedastic Models, Indian Journal of Finance ,5(6), 26-32, 2011 M.P. Rajan, A parameter choice strategy for solving Fredholm integral equations of the first kind, International Journal of Computer Mathematics , 87(11), 2612-2622, 2010 M.P. Rajan, On Laverentives regularization for solving Fredholm integral equations of first kind, International Journal of Functional Analysis, Operator Theory and Applications, 1(2), 177-187, 2009 M.P. Rajan, A posteriori parameter choice strategy and an efficient discretization scheme for solving ill-posed problems, Applied Mathematics and Computation, 204,891-904, 2008 M.P. Rajan, Anefficientdiscretizationscheme for solving ill-posed problems,Journal of Mathematical Analysis and Applications, 313(2), 654-677, 2006. M.P. Rajan, AModifiedLandweberiterative method for solving parameter identification problems, Journal of Inverse and Ill-Posed Problems, Vol12(4), 1-15,2004. M.P. Rajan, AModified Convergence Analysis for SolvingFredholmIntegral Equations of First Kind ,Journal of Integral Equations and Operator Theory, 49, 511-516,2004. M.P. Rajan , ConvergenceAnalysis of a Regularized Approximation For SolvingFredholmIntegral Equations of The First Kind , Journal of Mathematical Analysis and Applications279, 522-530, 2003.
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