Kevin Ross

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Research Interests

Applied Probability, Stochastic Processes, and Statistics
Mathematical Finance and Actuarial Science
Numerical Methods for Stochastic Processes
Stochastic Control Theory
Stochastic Modeling in Biology
Stochastic Networks

Professional Experience

Visiting Assistant Professor. Fall 2009 - present.
Department of Mathematics and Statistics, Swarthmore College.

NSF VIGRE Postdoctoral Fellow. Fall 2006 - Summer 2009.
Statistics Department, Stanford University.

Education

University of North Carolina, Chapel Hill, NC.
Ph.D.(2006), Statistics.
Thesis Advisor: Amarjit Budhiraja.

University of North Carolina, Chapel Hill, NC.
M.S.(2005), Statistics.
Thesis Advisor: Amarjit Budhiraja.

University of North Carolina, Chapel Hill, NC.
B.S.(1997), Mathematical Sciences (Actuarial Science Option).

Society of Actuaries. Associate Designation (ASA), 2000.

Actuarial Experience

Actuarial Specialist. Towers Perrin, Philadelphia, PA. July 1997 - June 2001.
Worked in valuation, design, accounting, and compliance of employer sponsored defined benefit pension, postretirement medical and life insurance, and long term disability plans.
Taught employee training programs.
Attained Associate Designation in Society of Actuaries.

Awards

Thomas S. and Caroline H. Royster, Jr. Fellowship (2001-2006).
Five years of guaranteed funding including two non-service years (Graduate School, UNC-CH).

Excellence in Teaching Award (2004).
For excellence in teaching undergraduates (Department of Statistics & Operations Research, UNC-CH).

Wassily Hoeffding Fellowship (2002).
For best performance in the first year of the Ph.D. program (Statistics Department, UNC-CH).

Publications

"Existence of optimal controls for singular control problems with state constraints" (with Amarjit Budhiraja). Annals of Applied Probability, (2006), Vol. 16, No. 4, 2235-2255.

"Convergent numerical scheme for singular stochastic control with state constraints in a portfolio selection problem" (with A. Budhiraja). SIAM Journal of Control and Optimization, (2007), Vol. 45, No. 6, 2169-2206.

"Surface patterning: Tool to modulate stem cell differentiation in an adipose system" (with A. Chaubey, M. R. Leadbetter, and K. J. L. Burg). Journal of Biomedical Research Part B: Applied Biomaterials, (2007), Vol. 84B, No. 1, 70-78.

"Optimal stopping and free boundary characterizations for some Brownian control problems" (with A. Budhiraja). Annals of Applied Probability, (2008), Vol. 18, No. 6, 2367-2391.

"Characterization of the differentiation and leptin secretion profile of adult stem cells on patterned polylactide films" (with A. Chaubey, M. R. Leadbetter, C. Gomillon, and K. J. L. Burg). Journal of Biomaterials Science: Polymer Edition, (2009), Vol. 20, No. 7-8, 1163-1177.

"Asymptotically optimal control of the criss-cross network in heavy traffic." Under preparation.

"Free boundary characterization of a two-dimensional singular stochastic control problem with state constraints" (with A. Budhiraja). Under preparation.

Supervised Undegraduate Student Research

Aashish Srinivas. Surdna Summer Research Fellowship, Swarthmore College, Summer 2011.
"Simulation studies of controlled stochastic processing networks."

Leonid Pekelis. VIGRE undergaduate research project, Stanford University, Summer 2008.
"A study of the free boundary of a two-dimensional singular stochastic control problem."

Teaching Experience

Instructor (with full course responsibility).
Spring 2012: Statistics Seminar - Mathematical Statistics II. Swarthmore College.
Fall 2011: Statistical Methods (Introductory Statistics). Swarthmore College.
Spring 2011: Probability and Mathematical Statistics. Bryn Mawr College.
Spring 2011: Probability Seminar - Stochastic Processes. Swarthmore College.
Fall 2010: Probability and Mathematical Statistics. Swarthmore College.
Spring 2010: Topics in Analysis - Probability and Measure. Swarthmore College.
Spring 2010: Statistical Methods (Introductory Statistics). Swarthmore College.
Fall 2009: Probability and Mathematical Statistics. Swarthmore College.
Fall 2008: Introduction to Probability. Stanford University.
Fall 2008: Stochastic Processes. Stanford University.
Spring 2008: Continuous Time Stochastic Control. Stanford University.
Fall 2007: Stochastic Processes. Stanford University.
Winter 2007: Introduction to Stochastic Processes. Stanford University.
Fall 2006: Stochastic Processes. Stanford University.
Spring 2005, Summer 2004, Spring 2004, Summer 2003, Spring 2003:
Introduction to Statistics. Statistics Department, UNC-CH

Teaching Assistant (Graduate Course). Fall 2004.
Introduction to Stochastic Processes. Statistics Department, UNC-CH.

Teaching Assistant (Undergraduate Course). Fall 2002.
Introduction to Statistics. Statistics Department, UNC-CH.

Conference and Workshop Presentations

Swarthmore College, Mathematics and Statistics Colloquium.
Swarthmore, PA. November 2011. Invited talk.

Bryn Mawr College, Mathematics Colloquium.
Bryn Mawr, PA. November 2010. Invited talk.

Seminar on Stochastic Processes.
Stanford, CA. March 2009. Contributed session.

Swarthmore College, Mathematics and Statistics Colloquium.
Swarthmore, PA. January 2009. Invited talk.

University of Californina, Berkeley, Probability Seminar.
Berkeley, CA. December 2008. Invited talk.

Stanford University, Probability Seminar.
Stanford, CA. November 2008. Invited talk.

Second Western Conference in Mathematical Finance.
Austin, TX. November 2008. Invited talk.

University of Californina at San Diego, Probability Seminar.
San Diego, CA. April 2008. Invited talk.

Rutgers University, Department of Statistics Seminar.
Piscataway, NJ. October 2007. Invited talk.

32nd Conference on Stochastic Processes and their Applications.
Urbana, IL. August 2007. Contributed session.

Tenth Meeting of New Researchers in Statistics and Probability.
Salt Lake City, UT. July 2007. Contributed session.

Stanford Probability Seminar.
Stanford, CA. April 2007. Invited talk.

Stanford Probability Seminar.
Stanford, CA. April 2006. Invited talk.

SAMSI Workshop on Financial Mathematics, Statistics and Econometrics.
Research Triangle Park, NC. September 2005. Poster presentation.

Joint Statistical Meeting.
Minneapolis, MN. August 2005. Contributed session.

SIAM Conference on Control and its Applications.
New Orleans, LA. July 2005. Contributed session.

Southeast Workshop on Tissue Engineering and Biomaterials.
Clemson, SC. January 2004. Contributed session.

Service Activities

Undergraduate student advisor, Swarthmore College. August 2010 - present.
Organizer. Probability Seminar, Stanford University. September 2006 - December 2008.
Co-organizer. Financial Mathematics Seminar, Stanford University. September 2006 - June 2007.
Admissions committee. Master of Science in Financial Mathematics, Stanford University. 2007 - 2009.
Referee for:

• AMS Mathematical Reviews (reviewer)
• Electronic Communications in Probability
• Electronic Journal of Probability
• Finance and Stochastics
• Mathematical Finance
• Mathematics of Operations Research
• Operations Research
• Systems and Control Letters

Graduate Courses