Academic Appointments
Postdoctoral Research AssociateAug 2026 – presentIowa State University, Ames, Iowa · Mentor: Professor David Herzog
Graduate Teaching AssistantAug 2021 – Jul 2026Florida State University, Tallahassee, Florida
Graduate AssistantAug 2018 – May 2020Youngstown State University, Youngstown, Ohio
Education
Ph.D. in MathematicsJul 2026Florida State University · Advisor: Professor Lingjiong Zhu
Dissertation: Advances in Langevin Algorithms for Decentralized, Constrained, and Accelerated Sampling
M.S. in MathematicsMay 2020Youngstown State University, Ohio
M.S. in Applied MathematicsMar 2016University of Dhaka, Bangladesh
B.S. in MathematicsNov 2014University of Dhaka, Bangladesh
Society of Actuaries: Exam P, Exam FMJan 2019
Research Interests
Stochastic optimization and samplingMarkov chain Monte Carlo, Langevin algorithms, decentralized Bayesian inference, constrained sampling, high-dimensional probability.
Financial engineeringPredictive modeling of time series with classical statistical and machine-learning models; derivative pricing; portfolio risk management.
Publications
Preprints
-
Islam, M. R. and Zhu, L. Decentralized Proximal Stochastic Gradient Langevin Dynamics. arXiv:2605.00723 (2026).
-
Dang, T., Gürbüzbalaban, M., Islam, M. R., Yao, N., and Zhu, L. High-Order Langevin Monte Carlo Algorithms. arXiv:2508.17545 (2025).
-
Gürbüzbalaban, M., Islam, M. R., Wang, X., and Zhu, L. Generalized EXTRA Stochastic Gradient Langevin Dynamics. arXiv:2412.01993 (2024).
Peer-reviewed
-
Mostafa, F., Saha, P., Islam, M. R., and Nguyen, N. GJR-GARCH volatility modeling under NIG and ANN for predicting top cryptocurrencies. Journal of Risk and Financial Management 14(9): 421 (2021).
-
Islam, M. R. and Nguyen, N. Comparison of financial models for stock price prediction. Journal of Risk and Financial Management 13(8): 181 (2020).
Presentations and Talks
Scalable Sampling Algorithms via Langevin DynamicsSep 9, 2026Analysis, Geometry and Probability Seminar, Iowa State University
Decentralized Constrained Sampling via Proximal Stochastic Langevin DynamicsMar 28–29, 2026Contributed talk, AMS Spring Eastern Sectional Meeting, Boston College
Generalized EXTRA SGLD: Eliminating Network Bias in Decentralized Bayesian LearningMar 2–6, 2026Poster, Bayesian Inverse Problems and UQ, ICERM, Brown University
High-Order and Bias-Free Distributed Langevin Dynamics for Scalable Bayesian InferenceJan 30, 2026Department of Mathematics, Florida State University
The Heavy-Tail Phenomenon in Decentralized Stochastic Gradient DescentNov 20, 2023Department of Mathematics, Florida State University
Decentralized Stochastic Gradient Langevin Dynamics and Hamiltonian Monte CarloOct 5, 2023Department of Mathematics, Florida State University
Asymptotics and Calibration of Local Volatility ModelsDec 2, 2022Department of Mathematics, Florida State University
Sensitivity Analysis for Monte Carlo and Quasi-Monte Carlo Option PricingApr 28, 2020Department of Mathematics, Youngstown State University
Teaching Experience
Iowa State University: Recitation Instructor
Calculus IIIFall 2026
Florida State University: Instructor of Record
MAP 2302 Ordinary Differential EquationsSummer 2026
MAC 2312 Calculus and Analytic Geometry IIFall 2025, Spring 2026
MAC 2311 Calculus and Analytic Geometry ISpring 2025, Summer 2025
MAP 4170 Introduction to Actuarial MathematicsSpring 2024
MAC 1140 Precalculus AlgebraSpring 2023
Florida State University: Recitation Instructor and Grader
MAC 2311 Calculus and Analytic Geometry IFall 2022
MAP 4170 Introduction to Actuarial MathematicsFall 2024, Fall 2025
Youngstown State University: Instructor of Record
MATH 1511 TrigonometryFall 2019, Spring 2020
MATH 1510 College AlgebraFall 2018
Undergraduate Research Mentoring
Research Mentor, FSU Undergraduate Research Opportunity Program2025 – 2026Sarah Thapa: predictive modeling of Florida road crashes and the economic impact of crash casualties.
Aiden Marin: Black–Scholes–Merton vs. machine-learning models for option pricing.
Research Mentor, FSU Mathematics Directed Reading Program2024 – 2025Lily Kinney and Kiera Agic: machine-learning methods for spam detection.
Honors and Awards
Tam Family Excellence in Graduate Student Research AwardApr 2026Florida State University
Distinguished Teaching Assistant AwardApr 2026Florida State University
Tam Family Poster Competition Award, Second PlaceApr 2026Florida State University
Bettye Anne Busbee Case Graduate Fellowship and Doctoral Mentorship RecognitionApr 2024
Outstanding Graduate Student in Statistics AwardApr 2020Youngstown State University
Graduate College Premiere ScholarshipAug 2018Youngstown State University
MetLife Bangladesh Actuarial Study Program FellowshipJan 2015
Research and Travel Funding
AMS Graduate Student Travel GrantMar 2026
ICERM Workshop GrantMar 2026
FSU Undergraduate Research Opportunity Program Mentorship FundMar 2026
FSU Mathematics Department Travel GrantMar 2026
Congress of Graduate Students Conference Presentation and Attendance GrantMar 2026
Industry Experience
Assistant Vice PresidentSep 2017 – Jul 2018Delta Life Insurance Company Ltd., Dhaka, Bangladesh
Actuarial Trainee ExecutiveSep 2016 – Aug 2017Sandhani Life Insurance Company Ltd., Dhaka, Bangladesh
Conferences and Workshops
AMS 2026 Spring Eastern Sectional MeetingMar 2026Boston College, Massachusetts
Bayesian Inverse Problems and Uncertainty QuantificationMar 2026ICERM, Brown University, Providence, Rhode Island
1st SRU SAS Analytics DayMar 2019Slippery Rock University and SAS Institute
6th Annual Midwest Actuarial Student ConferenceNov 2018Society of Actuaries and University of Wisconsin–Milwaukee
20th International Mathematics Conference2017Bangladesh Mathematical Society, Dhaka
Memberships and Skills
MembershipsBangladesh Mathematical Society (life member); Society of Actuaries (student member); Society for Industrial and Applied Mathematics; American Mathematical Society.
ComputingPython, R, Julia, MATLAB, Mathematica, FORTRAN; Git, GitHub, PyPI; Quarto, LaTeX.
LanguagesBengali (native), English (fluent).
References are listed in the PDF version.