Pranab Kumar Mandal is an associate professor (UHD) in the group Hybrid Systems in the Department of Applied Mathematics at the University of Twente.
His research interests are mathematical statistics and stochastic (nonlinear) filtering theory, in particular, particle filtering theory with applications to statistical signal processing, system identification and financial mathematics. His current focus is in filtering in high-dimensional scenarios and with compressed sensing data. He collaborates closely with Thales Nederland BV in Hengelo.
Organisations
Affiliated study programs
Courses academic year 2023/2024
Courses in the current academic year are added at the moment they are finalised in the Osiris system. Therefore it is possible that the list is not yet complete for the whole academic year.
- 191506103 - Statistics and Probability
- 191508209 - Internship AM
- 191508309 - Final Project (combination)
- 191508409 - Final Project M-AM
- 200900030 - Research of Math
- 201300059 - Internship BIT
- 202000412 - Option Pricing
- 202000413 - Project Finance for Engineers
- 202000454 - Financial Engineering for premaster IEM
- 202200141 - Linear Structures 1
- 202200142 - Modelling and Programming 1
- 202200143 - Analysis 1
- 202200237 - Analysis 2
- 202200398 - Internship AM-CS
- 202300130 - Capita Selecta Applied Mathematics
- 202300183 - Analysis 1 - Abstract
Courses academic year 2022/2023
- 191506103 - Statistics and Probability
- 191508209 - Internship AM
- 191508309 - Final Project (combination)
- 191508409 - Final Project M-AM
- 191515101 - Introduction to Risk Theory
- 201300059 - Internship BIT
- 202000412 - Option Pricing
- 202000413 - Project Finance for Engineers
- 202000454 - Financial Engineering for premaster IEM
- 202001329 - Analysis I
- 202001332 - Project: Prooflab-II
- 202001338 - Prooflab III
- 202200141 - Linear Structures 1
- 202200142 - Modelling and Programming 1
- 202200143 - Analysis 1
- 202200237 - Analysis 2
- 202200398 - Internship AM-CS