Curriculum Vitae of Ashoke Kumar Sinha
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1 Curriculum Vitae of Ashoke Kumar Sinha Personal Informations Family name: Sinha First names: Ashoke Kumar Date of birth: January 24, 1969 Place of birth: Calcutta, India Nationality: Indian Sex: Male Marital status: Married Languages spoken: English (fluent), Bengali (native), Hindi and Dutch Current Address: 701 Cherry Lane, Apt. 106, East Lansing, MI 48823, USA. Phone: (office), (cell) Fax: Fields of interest Statistics, Probability and Econometrics. Special interest in the Extreme Value Theory and its applications in finance, insurance and engineering - particularly extremes in multidimensional setup for both i.i.d. and time-series data. Also working on probability of rare events and quantile estimation in the multidimensional set-up, non-parametric Bayesian estimation for extremes. Educational Qualifications Ph.D. Degree awarded: October 2, Study-year: Title: Estimating Failure Probability when failure is rare: multidimensional case. Tinbergen Institute Research Series, no Institution: Erasmus University, Rotterdam, The Netherlands. Advisor: Prof. Dr. Laurens de Haan, Erasmus University Rotterdam. Co-advisor: Prof. Dr. John Einmahl, Tilburg University. Master of Statistics Study-year: (M.Stat.) Institution: Indian Statistical Institute, Calcutta and Delhi, India. Specialization: Advanced Probability and related fields Subjects: Advanced Probability, Statistics and Mathematics. Performance: First division. 1
2 Bachelor of Statistics Study-year: (B.Stat.) Institution: Indian Statistical Institute, Calcutta, India. Subjects: Probability, Statistics, Mathematics, and Physical sciences. Performance: First division with distinction. Employment history Visiting Assistant Professor in the Michigan State University, USA Assistant Professor in the Bilkent University, Turkey Visiting Assistant Professor at the Actuarial Institute, The Netherlands Assistant professor in the Tilburg University, The Netherlands Post-doctoral fellow in the Erasmus University, The Netherlands Research assistant in the Erasmus University Rotterdam, The Netherlands. The research was partly funded by NWO (the Dutch Science Foundation) and the Neptune Project of the European Union. Teaching Awards Won the Best Teacher award, at the Tilburg University in 2000 for teaching Mathematical Statistics and Probability courses. Was nominated several other times for the award at the Tilburg University and the Bilkent University. Academic Scholarships and Awards Research Fellowship from the Dutch Science Foundation (NWO) Junior Research Fellowship from Council of Scientific and Industrial Research, India Scholarship to study B.Stat. and M.Stat. at the Indian Statistical Institute Merit Scholarship from West Bengal Council of Higher Secondary Education Merit Certificate from All India Science Teachers Association Merit Scholarship from West Bengal Board of Secondary Education. Computational Knowledge Environment Statistical Packages Language Windows and Unix MATLAB, SPSS, EXCEL, Eviews, MINITAB HTML, FORTRAN Publications Articles in refereed journals On Theil s Error, The Econometrics Journal, Vol. 8, (2005) 39-54, [with Jan Magnus]. Estimating the probability of a rare event, Annals of Statistics, Vol. 27, No.2 (1999), [with Laurens de Haan]. Estimating the Spectral Measure of an Extreme Value Distribution, Stochastic Processes and their applications 70 (1997) [with John Einmahl and Laurens de Haan]. 2
3 Articles in non-refereed journals and Technical reports Estimation of Exceedance Probability by Maximum Likelihood Estimator Report: Neptune T400: EUR - 11 (1997) [with Gerrit Draisma, L. Peng and Laurens de Haan]. Estimating the failure probability of the Pettemer Zeewering: the parametric way Report: EUR/RIKZ (1997) [with Gerrit Draisma, L. Peng and Laurens de Haan]. Works in progress Multidimensional extreme value theory. Quantile estimations in a multivariate extreme value set-up. Non-parametric Bayesian estimation for extreme value index (joint work with S. Ghoshal). Locating structural breaks in econometric time series (with Taner Yigit). Other articles Asymptotic Normality for the Exponent Measure. Chapter in the thesis, (1997). Book review Book review of Multivariate Models and Dependence Concepts by Harry Joe, Monographs on Statistics and Applied Probability 73, Chapman and Hall, 1997, for the journal Kwantitatieve Methoden (1997). Teaching experience Taught several courses on Mathematical Statistics, Probability, Mathematics for Bachelor s, Master s and Ph.D. level students. Won the Best teacher award, Tilburg University in [See the attached documentteaching Experience of Ashoke Kumar Sinha for detail]. Supervised several master s theses. Supervised Mr. M. Pijnenburg, winner of the IVBN Scriptieprijs for the best Master s thesis on real estate investment, 2003 (organized by IVBN, the Dutch association of institutional investment in real estate). Contribution to scholarly or professional journals Worked as referee for the following journals: Annals of Statistics, Journal of Statistical Planning and Inference, Extremes, Computational Statistics and Data Analysis, Journal of Financial Econometrics, Econometric Reviews. 3
4 Project experience Worked in the European Union project, called Neptune project, in 1997, resulting in two technical reports and one article. Conferences Presented articles in several international conferences, Barcelona, Meetings of International Statistical Institute. Berlin Meetings of International Statistical Institute. New York, IMS Joint Statistical Meeting. Helsinki, Meetings of International Statistical Institute. Vienna, Bernoulli Congress. Rotterdam, th European Young Statisticians Meeting. Statistics Day 1998, Utrecht - invited speaker. National conferences and Seminar presentation Presented articles in seminars at the following Universities or meetings: Southampton Oceanography Centre, Young scientists presentation - Stochastic Netwerk Nederland 1996, University of Amsterdam, the Netherlands, Erasmus University Rotterdam, the Netherlands, Tilburg University, the Netherlands, Technological University of Eindhoven, the Netherlands, The University of Birmingham, UK, York University, UK, Bilkent University, Turkey, Middle East Technical University, Turkey, Indian Statistical Institute, Delhi and Calcutta, India. 4
5 Miscellaneous Co-organized 9 th European Young Statisticians Meeting, Rotterdam (1995). Organized and participated in study-groups in the Tilburg University. Previewed a forthcoming Statistics and Probability book by Karim Abadir and Jan Magnus. Worked as coordinator of Blackboard Course Information system (a web-based learning system) at the Tilburg University. Served as a Ph.D. committee member. Reference Prof. Dr. Laurens de Haan Prof. Dr. Mark Meerschaert Professor, Professor, Faculty of Economics, Department of Statistics and Probability, Erasmus University Rotterdam, Michigan State University, P.O. Box 1738, A430 Wells Hall, 3000 DR Rotterdam, East Lansing, The Netherlands. MI 48824, USA. Phone: Phone: Fax: Fax: ldehaan@few.eur.nl mcubed@stt.msu.edu Dr. Vince Melfi Prof. Dr. John Einmahl Associate Professor and Associate Chairperson, Professor, Department of Statistics and Probability, Department of Econometrics and Operations Research, Michigan State University, Tilburg University, A421 Wells Hall, Postbox 90153, East Lansing, 5000 LE Tilburg, MI 48824, USA. The Netherlands. Phone: Phone: Fax: Fax: melfi@stt.msu.edu J.H.J.Einmahl@uvt.nl 5
CURRICULUM VITAE. DATE OF BIRTH: 27/09/1981 PHONE: petralia+at+aueb.gr
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