Dr. Manoj kumar Yadav is an Assistant Professor at the Department of Mathematics, School of Natural Sciences, Mahindra University École Centrale School of Engineering. He obtained his PhD from the Department of Mathematics, IIT Madras followed by postdoctoral positions at IISc Bangalore and Czech Technical University in Prague and a visiting position at the Czech Academy of Sciences. His expertise, experience and research interests span across several domains of Applied Mathematics such as Asymptotic analysis and computation of nonlinear partial differential equations describing evolution processes. Homogenization of PDE models describing composite material properties and fluid flows in heterogeneous media. Stochastic modeling and computation of problems in Mathematical Finance. Data driven modeling and analysis of real world problems. He has published research papers in peer reviewed international journals along with contributing in various talks in India and abroad.
Analysis of evolutionary PDEs. Homogenization of PDE models describing composite material properties and fluid flows in heterogeneous media. Mathematical theory of compressible Navier-Stokes flows. Stochastic modeling and computation of problems in Mathematical Finance. Data driven modeling and analysis of real world problems.
Optimization of large portfolios using factor models. Model based and model free VaR estimation of portfolios.