Sandeep Juneja
Professor of Computer Science
Director, Safexpress Centre for Data, Learning and Decision Sciences (CDLDS)
Ashoka University
Former Senior Professor and Dean
School of Technology and Computer Science
Tata Institute of Fundamental Research, Mumbai
Email: sandeep.juneja([( at )]) ashoka dot edu dot in
Research
My research interests are primarily in applied probability - Am especially interested in bandit methods in learning theory, financial mathematics, Monte Carlo methods; game theory applied to queues; Modelling epidemic processes, monsoon precipitation modelling using machine learning tools.
Publications (Includes papers available online)
Brief Bio
Resume (Last updated October 2025)
My Academic Family Tree
Program on DATA SCIENCE: PROBABILISTIC AND OPTIMIZATION METHODS JULY 3-7, 2023. HYBRID. ICTS BANGALORE
Editorial Service
- Area Editor, Operations Research in simulation area
- Associate Editor, Stochastic Systems (2017 - 2024)
- Associate Editor, Mathematics of Operations Research (2008 - 2016)
- Associate Editor, Management Science. In the area of Stochastic Models and Simulation (2003 - 2009)
- Associate Editor, ACM TOMACS. In the area of Monte Carlo simulation (2007 - 2010)
- Co-Guest Editor for a special issue of Annals of Operations Research, 2008-09
- Track Coordinator, Risk Analysis, Winter Simulation Conferences 2006, 2008
- Senior PC Member COLT 24, PC Member - ACM Sigmetrics (2021 - 2022), INFORMS Nov. 2018, INFORMS Applied Probability Conference, July 2017, 2015, IFIP Performance 2015
Current Ph. D. Students
- Anirban Bhattacharjee
- Sushant Vijayan
- Agniv Bandyopadhyay
Former Ph. D. Students
- Santanu Dey 2013. Goldman Sachs in Bangalore
- Ankush Agarwal 2015. Adam Smith Business School, University of Glasgow
- Karthyek R A Murthy 2015. Singapore University of Technology and Design
- Tushar Raheja 2016. (IITD, jointly with Prof. Kiran Seth, IITD)
- Sarat B Moka 2017. University of New South Wales, Sydney
- Anand Deo 2021. IIM Bangalore
- Shubhada Agrawal 2022. Post-doc at Georgia Tech
Patents
- Distributed bid processing method for open-cry and descending price auctions. With Manish Gupta. Filed February 17, 2000. Awarded July 31, 2007. Number 7,251,630.
- System for optimal resource allocation and planning for hosting computing services. With Johara Shahabuddin; Kannan Balaji; Sanjiv Kapoor; Vishu Gupta; Ajay Chrungoo. Filed January 29, 2001. Awarded April 5, 2005. Number 6,877,035.