About me

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Computational Mathematics & Data Science Lab, Department of Mathematics, IIT Madras, India

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Shafiq Abdul Rahman

Current Position

Research Intern under Dr.Neelesh Upadhye @ IIT Madras
(June 2024 - Present)

Research Interests

My research interests lie in the fields of stochastic analysis and its applications to mathematical finance. In particular, now I’m working on Limit Order Book Modelling with a queueing system related to the Indian Stock Market using statistical techniques and tools and learning about the latest research advancements in the field of stochastic modeling.

Overview

I’m Abdul Rahman, a recent graduate with a Master’s degree in Mathematics from the prestigious Indian Institute of Technology Madras (IIT Madras), where I studied from 2022 to 2024. My academic journey has been driven by a profound interest in stochastic analysis and financial mathematics, areas that fascinate me due to their complex and impactful nature.

Prior to my Master’s, I completed my undergraduate studies from 2018 to 2021 at Government Arts College,Coimbatore,India . During my time there, I excelled academically and graduated as the department topper, an achievement that underscores my dedication and passion for mathematics.

Throughout my academic career, I have actively engaged in various projects and seminars that have deepened my understanding of mathematical concepts and their real-world applications. My coursework and research have equipped me with a solid foundation in stochastic processes, mathematical finance, and advanced statistical methods.

I’m always eager to learn and explore new mathematical theories and their applications, and I look forward to contributing to the field through research and professional endeavors.

More details are found in my official website

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