Congratulations May 2008 Graduates!

05-07-2008

The Department of Statistics would like to congratulate all of our May 2008 graduates. On May 10, 2008, Purdue University and the Department of Statistics awarded degrees to the following people:

Ph.D. Graduates (Advisor) Dissertation Title

Ms. Hui Chen (William S. Cleveland, Bowei Xi) "Voice Over the Internet: Statistical Properties and Quality of Service"
Ms. Jianying Zhang (William S. Cleveland) "Algorithm-based Statistical Modeling with Application to Multi-Sensor Tracking Data with Missing Values"

M.S. Graduates

Mr. Hao Jiang
Mr. Eduard Kolberg
Mr. Wei Li
Ms. Yanzhu Lin
Ms. Dan Mu
Mr. Kamesh Loganathan Puther
Mr. Alan Saunders
Ms. Ningying Wu
Ms. Danni Yu
Mr. Jianchun Zhang
Mr. Yang Zhao

Graduate Certificates

Ms. Zhuowei Huang
Ms. Svetlana O. Stepchenkova
Ms. Sujin Yang
Ms. Yuan Yang

Undergraduates in Statistics

Mr. Faiz Zaidan Ali
Ms. Jamie Lynn Anderson
Ms. Sarah Mary Bank
Ms. Trisha Bhagat
Ms. Amanda Christine Brown
Mr. Jason Allen Clarkson
Mr. Zachary James Fohl
Mr. Brandon Scott Funk
Ms. Brittany A. Hanners
Mr. Markus Philip Horstmeyer
Mr. Miljan Jankovic
Ms. Julie Marie Kiekenapp
Mr. Ryan Justin Kilgore
Ms. Shannon Masumi Kiyonaga
Mr. Patrick Christopher Ledbetter
Mr. Zachary Dean McClish
Ms. Heather Lynn McLean
Mr. Kenji Nonaka
Ms. Raja Noor Zehan Raja Mohd Azmi
Ms. Lauren Elizabeth Raper
Mr. Joshua Troy Schmidt
Mr. Matthew David Seill
Ms. Sarah Lyn Shoemaker
Mr. John Joseph Steenbergen
Mr. Kuok Shin Teo

Actuarial Science Majors

Mr. Faiz Zaidan Ali
Ms. Jamie Lynn Anderson
Ms. Sarah Mary Bank
Ms. Trisha Bhagat
Ms. Amanda Christine Brown
Mr. Jason Allen Clarkson
Mr. Zachary James Fohl
Mr. Brandon Scott Funk
Ms. Brittany A. Hanners
Mr. Markus Philip Horstmeyer
Mr. Miljan Jankovic
Ms. Shannon Masumi Kiyonaga
Mr. Patrick Christopher Ledbetter
Mr. Zachary Dean McClish
Ms. Heather Lynn McLean
Mr. Kenji Nonaka
Ms. Raja Noor Zehan Raja Mohd Azmi
Ms. Lauren Elizabeth Raper
Mr. Joshua Troy Schmidt
Mr. Matthew David Seill
Ms. Sarah Lyn Shoemaker
Mr. Kuok Shin Teo

For the academic year 2007-2008, 7 Ph.D. students, 22 M.S. students, 5 Graduate Certificate students, 39 Undergraduate Statistics students and 30 Actuarial Science students received degrees from Purdue University and the Department of Statistics.

We would like to highlight the achievements of Andrew Vizcarra, a former dual degree student who received his M.S. in Statistics in May 2007 and his Ph.D. in Mathematics in May 2008. Dual degree students pursue two degrees from two different departments simultaneously. Usually this happens when a student pursues a Ph.D. degree in one department and wishes to pursue a master's degree in another department.

Andrew had a substantial professional and academic career before joining the Department's M.S. program in Statistics with Specialization in Computational Finance. He obtained a B.S. in Mathematics in 1996, and a B.S. in Management Information Science in 1997, both from Ateneo de Manila University, Philipines. His first M.S. degree, in Mathematics in May 2000 from the same university, was directed by Professor Jose Marasigan, with a thesis entitled "Forecasting volatility of the USD/PHP exchange rate using the GARCH model". From 1996 to 2002, Andrew was Assistant Instructor and then Instructor at the same university, where he taught, coordinated, designed, and developed courses in mathematics, computer science, and computing.

He will start his new job in June 2008 as Director of Research for the hedge fund D5 Advisors, LLC in Stamford, CT near New York City. His responsibilities will include enhancement and development of the fund's quantitative and statistical methodologies, optimization techniques, and historical databases. According to his advisor Professor Frederi Viens, "Andrew's success in landing [this] terrific quant-finance job in NYC, during the most difficult job market in nearly a decade, goes to the credit of his talent as a scientist, but the multi-faceted training he obtained at Purdue as a statistician and financial engineer, thanks to his Comp Finance MS degree, and as a mathematician, thanks to his Ph.D. work, is what made it possible."

In addition to the above, Andrew's other achievements and positions while at Purdue were many. He was developer and guest lecturer for the C++ and Matlab modules for the course STAT 598W "Design and Analysis of Financial Algorithms" (2004-2008). In his role as team leader for Statistics in the Community (STATCOM 2006-2007), he participated and coordinated the volunteers in this organization which provides free statistical consulting to non-profit organizations throughout the local community. He is a founding member of the Purdue Quantitative Finance Club (PQFC) and served as its treasurer from 2004-2007. He gave contributed and invited research talks at several national and international conferences. He was awarded a Purdue Research Foundation grant in 2007, and was a research assistant under a National Science Foundation grant in 2006-2007. His Ph.D. dissertation is entitled "Regularity of Sub-Gaussian Processes and Other Random Fields". He published three peer-reviewed articles, including one in the prestigious Journal of Functional Analysis, based on his Ph.D. research, in which he generalizes the concept of sub-Gaussian random variables and processes to processes with heavier tails; he introduces new tools based on Malliavin's stochastic calculus of variations, and others based on the Kolmogorov-Talagrand chaining arguments, to help in calculating the expectation and the tail behavior of suprema of highly non-Gaussian random fields.

Best wishes to all of our graduates. We look forward to hearing from you!