Profile of Md. Rajib Arefin

... Name Md. Rajib Arefin
Designation Assistant Professor
Last Degree MSc in Financial Operational Research (Edinburgh, UK), M.S. (Applied Mathematics, DU)
   

2014-2015: MSc in Financial Operational Research (FOR) (with Distinction),
University of Edinburgh, UK.
2007-2008: MS in Applied Mathematics (exam held in 2010), University of Dhaka,
Position: First position in first class.
2003-2007: BSc (Hons.) in Mathematics (exam held in 2009), University of Dhaka,
Position: First position in first class.

MSc Thesis
• (2015) “Application of Semi-Stochastic Gradient Methods”, supervised by Dr. Peter Richtárik, School of Mathematics, University of Edinburgh, UK.
• (2011) “An Extension of Additive Algorithm for Solving 0-1 Integer Linear Fractional Programming Problem and Its Implementation on Set Covering Problem”, supervised by Dr. Md. Ainul Islam, Professor, Department of Mathematics, University of Dhaka, Bangladesh.

Since 06 September 2015: Assistant Professor, Department of Mathematics, University of Dhaka.
06 Feb 2012-05 Sep 2015: Lecturer, Department of Mathematics, University of Dhaka.
04 Sep 2011-04 Feb 2012: Lecturer, Department of Mathematics and Natural Sciences,
BRAC University, Bangladesh.

Programming Language Skill
MATLAB, Mathematica, FORTRAN, xpress, Arena (Simulation software package).

Publications
(3) Md. Rajib Arefin, M. Asadujjaman, Minimizing Average of Loss Functions Using Gradient Descent and Stochastic Gradient Descent, Dhaka Univ. J. Sci. 64(2):141-145, 2016 (July).
(2) Touhid Hossain, Md. Rajib Arefin and Md. Ainul Islam, An Alternative Approach for Solving Extreme Point Linear and Linear Fractional Programming Problems, Dhaka Univ. J. Sci. 63(2):77-84, 2015 (July).
(1) Md. Rajib Arefin, Touhid Hossain and Md. Ainul Islam, Additive Algorithm for Solving 0-1 Integer Linear Fractional Programming Problem, Dhaka Univ. J. Sci. 61(2): 173-178, 2013 (July).

Conference Paper
(1) Sajal Chakroborty and Md. Rajib Arefin, An Application of Set Covering Problem for Installing Minimum Number of Police Check Posts: A Case Study for Shahbag Police Station Area, 18th BMS-IUB International Mathematics Conference, 2013 held on March 21-23, 2014 Bangladesh.

I have been teaching several undergraduate courses such as, Calculus, Differential equa-
tions, Mathematical Methods, Linear Algebra, Introduction to Mathematical Finance for
the last couple of years. Currently, I am also teaching an MSc level course: Operations Research.


Supervision
• I have been supervising several undergraduate project students since 2012.
• This year, I have completed supervision of an MSc (thesis) student. The title of the dissertation is : A Comparative Study on Some Unconstrained First Order Optimization Algo-
rithms
.
• Currently, I am supervising another two MSc (thesis) students who are working on numeri
cal simulation of SDE and job sequencing problems.

Awards

• Dean’s award from the faculty of Science, University of Dhaka for extraordinary performance in BSc (Hons.) examination.
• A F Mujibur Rahman gold medal (twice) for securing first position in BSc and MS examinations.
• University Grants Commission (UGC) of Bangladesh scholarship for excellence in Mathematics in BSc examination.

 

My Research interests lie in the field of Operations Research. I have also interest in applying modern optimization techniques in financial models. My another interest is evolving into the numerical simulations of Stochastic Differential Equations (SDEs).

I have been teaching several undergraduate courses such as, Calculus, Differential equa-
tions, Mathematical Methods, Linear Algebra, Introduction to Mathematical Finance for
the last couple of years. Currently, I am also teaching an MSc level course: Operations Research.


Supervision
• I have been supervising several undergraduate project students since 2012.
• This year, I have completed supervision of an MSc (thesis) student. The title of the dissertation is : A Comparative Study on Some Unconstrained First Order Optimization Algo-
rithms
.
• Currently, I am supervising another two MSc (thesis) students who are working on numeri
cal simulation of SDE and job sequencing problems.