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Trambak Banerjee
PhD candidate in Statistics


Email: Trambak.Banerjee.2020[at]marshall.usc.edu
Address: USC Marshall School of Business
303E Bridge Hall
3670 Trousdale Parkway
Los Angeles, CA 90089-0809

I am a third year PhD candidate in Statistics co-advised by Prof. Gourab Mukherjee and Prof. Wenguang Sun in the department of Data Sciences and Operations at USC Marshall School of Business. I received MS degrees in Statistics and Mathematical Finance from the Indian Statistical Institute and University of Oxford, UK respectively, and a BS degree in Statistics from St. Xavier’s College, Kolkata.

Prior to joining USC, I have served as a quantitative modeler at FICO and Evalueserve where I have developed statistical models for credit scoring and for estimating banking regulatory capital pertaining to Credit and Operational risk events.

Research Interests: Empirical Bayes methods, Sparse estimation theory, Joint modeling of Longitudinal and Time-to-Event data, Computational Statistics

Publications / Articles in review

Theory and Methods

Application

Software and Datasets

Teaching