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(University of Twente, the Netherlands)


Arunabha Bagchi was born in Calcutta, India, in September 1947. He received the M.Sc. degree in Applied Mathematics from Calcutta University in 1969 and his MS and Ph.D. degrees in Engineering from the University of California, Los Angeles, in 1970 and 1974, respectively.

Since 1974 he has been with the University of Twente where he is currently Professor of Applied Mathematics (Chair in Stochastic Systems and Signals) and Professor of Finance & Accounting (Chair in Financial Engineering and Risk Management). He is the founder and head of the FELab (Financial Engineering Laboratory) of the University of Twente. He is the author of Optimal Control of Stochastic Systems (Prentice-Hall International, 1993) and Stackelberg Differential Games in Economic Models (LCCIS 64, Springer Verlag, 1984).

Dr. Bagchi has been Associate editor of IEEE Transactions on Automatic Control and of Automatica. He was a Fulbright Scholar in 1998-1999 and has been visiting professor at UCLA, SUNY Stony Brook, Northeastern University and the Indian Statistical Institute.

His current research interest mainly lies in particle filtering, distributed sensor network and financial engineering.



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