Supratik Roy

 Research strategy: Originally started to work on medical imaging from 1999. Developed semiparametric models for sarcoma activity based on PET data as part of collaboration with Prof. Finbarr O’Sullivan. Plans include (a) to broaden the scope of this work to cardiac PET (b) extend spatio-temporal modelling based on this to other physiological sites of importance. From 2005 also started exploring strategic decision theory, and especially applications of game theory. Currently, main directions that have emerged are (a) constructions of identity, especially social group identity (b) partially hidden games (c) some particular combinatorial game theoretic problems (d) human network evolution and its impact on convergence and heterogeneity phenomena(e) GARCH and stochastic volatility with heavy tailed distributions   Research is also going on supervising undergraduate Financial Maths students of 4th year as part of their annual project requirements. Some of my personal ideas about partially hidden games, modelling departures from Von-Neumann Rational choice theory, using financial time series based methods to identify bubbles or changes of regime have been undertaken under my supervision – so far 6 such themes have shown promise.Impact : Sarcoma models, and our heterogeneity measure is an accepted concept now in the field among other characterizations of tumours. In the period 03-05, our approach has gained significant recognition in the relevant literature, and the utility of spatial quantitative measures has further prospects as envisaged by us in cardiac PET, especially with regard to revascularization techniques. We have begun research into extending this work to other types of cancer like cervical ca.

Current Teaching: ST3061 and ST3062 : Statistical Inference and Decision theory with Risk analysis(5+5 credits) ST4401/4491/6035: Operations research (5credits) ST4090 : Advanced topics in statistics - undergraduate research (5 credits) MF3053 : Stochastic Calculus and Financial mathematics. (5 credits) Undergraduate teaching : 25 credits. General topics of teaching interest and expertise : Satistical inference and mathematical statistics, Decision theory, Game theory, Time series and stochastic processes, Operations research. Past other teaching topics : Calculus and Analysis, Discrete Mathematics, Regression analysis, Stochastic processes, Stochastic differential equations and continuous processes, Design and analysis of experiments, Mathematical Finance.