Perwez
Shahabuddin's Home Page
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B. Tech., I.I.T. Delhi, 1984. Joined faculty in 1995. |
Courses Taught
Awards
Honors
Editorial Boards
Publications
and Patents
Software
Grants
I received a B.Tech in Mechanical Engineering in 1984 from the Indian Institute of Technology, Delhi, after which I worked at Engineers India Limited, India, for a year. I joined Stanford University in 1985, from where I obtained a M.S. in Statistics in 1987 and a Ph.D. in Operations Research in 1990.
From 1990 to 1995 I worked as a Research Staff Member at the IBM T. J. Watson Research Center, Yorktown Heights, NY, in the Systems Analysis Department, following which, I joined Columbia University as Assistant Professor in the Department of Industrial Engineering and Operations Research. I was promoted to Associate Professor in July 1998, and to Professor in January 2004.
We are working on a variety of research projects in the general areas of stochastic and statistical modeling methodology, and simulation. The application areas are mainly financial engineering, telecommunications and multimedia systems, and reliability models. These projects are funded through a National Science Foundation (NSF) (including a CAREER Award), IBM, AT&T, and AUM Systems. We also receive some support through the NSF funded Center for Applied Probability (CAP).
- Computational Finance: Fast Monte-Carlo Methods for Option Pricing, Value-at-Risk Estimation, and Credit Risk Estimation.
- Rare Event Simulation and Applications to Estimating Reliability of Computer Systems and Packet Loss Rates in Data-Communication Networks.
- Reliability and Performance Evaluation of Computer, Communications and Multi-media Systems.
- Discrete Event Simulation Methodology.
- Introduction to Probability and Statistics (SIEO W3600).
- Introduction to Probability and Statistics (SIEO W4150)
- Simulation (IEOR E4404).
- Monte Carlo Simulation (IEOR E4703).
- Monte Carlo and Discrete Event Simulation (IEOR E6801).
- 2004 Great Teacher Award given by the Society of Columbia Graduates as ``recognition of your students and your peers as a dedicated and inspired undergraduate teacher and mentor’’ (one given each year in Columbia College and Fu Foundation School of Engineering and Applied Science).
- 1998 IBM Faculty Development Award.
- 1997 Distinguished Faculty Teaching Award given by the Columbia Engineering School Alumni Association for ``excellence in teaching undergraduates''.
- 1996 Outstanding Simulation Publication Award given by the Institute for Operations Research and Management Sciences (INFORMS).
- 1996 National Science Foundation CAREER Award.
- 1995 IBM Invention Achievement Award and No. 1 Patent Rating (with A. Dan and D. Sitaram; top 5% of IBM's patents in the year).
- IBM External Honors Award, 1990 and 1994, for `` making visible outside IBM the technical leadership of IBM people and IBM Research ''.
- First Prize in the 1990 George E. Nicholson Student Paper Competition, given by INFORMS (given annually to recognize the best paper by a student in the field of Operations Research. ).
- Elected ``Eminent Engineer'' by Tau Beta Pi in 1998. This is bestowed on a person ``who has achieved distinction for eminent attainments in engineering.''
- Finalist, Best Paper Award, at IEEE INFOCOM 1994 Conference (with M. Willebeek-Lemair).
- ``Outstanding Quality'' citation by the Program Committee of the ACM MULTIMEDIA'94 Conference (with A. Dan and D. Sitaram).
- Departmental Editor, Stochastic Models and Simulation, Management Science, 2003 - present.
- Guest Editor, ACM Transactions on Modeling and Computer Simulation (ACM TOMACS), 1999-2000. Special Issue on ``Rare Event Simulation''.
- Editorial Board, Stochastic Models , 1999-present.
- Associate Editor, Management Science, 1998 - 2003
- Editorial Board, IIE Transactions on Operations Engineering , 1996-2004.
- Associate Editor, IEEE Transactions on Reliability, 1995-2000
Software Development
- Developed the IBM SAVE (Systems Availability Estimator) simulator and user interface parser in FORTRAN on a VM/CMS based mainframe platform and UNIX platform. (with A. Blum, A. Goyal, M. Nakayama; 10000 lines of code).
User Manuals
- ``Systems Availability Estimator (SAVE) Language Reference and User's Manual Version 4.0" (with A. Blum, P. Heidelberger, S.S. Lavenberg, and M.K. Nakayama). IBM Research Report, RA 219 S, June 1993.
Software Demonstrations
- System Availability Estimator (SAVE) demo at the 24th Annual International Symposium on Fault Tolerant Computing, Austin, Texas, June 1994.
- Co-PI on NSF Grant, 2003-2006, ``Fast Simulation Methods for Risk Management’’ with Paul Glasserman.
- Co-PI on NSF Grant, 2002-2004, ``Stochastic Models for the Design and Management of Customer Contact Centers’’ with Ward Whitt.
- IBM Faculty Development Award Grant, 1998-1999.
- Co-PI in IBM University Partnership Program Grant, 1998-1999.
- National Science Foundation CAREER Award Grant, 1996-2000.
- PI in IBM sponsored project grant, 1997-1998 and 1999-2000.
- PI in AT & T Special Purpose Grant, 1996-1997.
- PI in a AUM Systems grant, 1996-1997.
- Co-PI in a National Science Foundation/IBM Sponsored Program that enabled the funding of a 2 year (1995-1997) post-doctoral fellowship for co-operative research between Columbia University and IBM Research.
- One of the 8 co-PI's in a National Science Foundation Group Infrastructure Grant, 1996-2001, for the Center of Applied Probability (CAP) at Columbia University.
Perwez Shahabuddin
Professor
Department of Industrial Engineering and
Operations Research
Columbia University in the City of New York
Room 316, S.W. Mudd Building
500 West 120th Street
NY, NY 10027-6699
USA
Phone: (212) 854-1477
FAX: (212) 854-8103