CV
Education
- Ph.D in Mathematics, Florida State University; Florida, USA 2026 (expected)
- M.S. in Mathematics, Youngstown State University; Ohio, USA 2020
- M.S. in Applied Mathematics, University of Dhaka; Dhaka, Bangladesh 2016
- B.S. in Mathematics, University of Dhaka; Dhaka, Bangladesh 2014
Work experience
- Graduate Teaching Assistant (Fall 2021- To Date)
- Florida State University
- Duties includes: Teaching, Proctoring, and Grading
- Teaching Supervisor: Penelope Kirby, Ph.D
- Graduate Teaching Assistant (Fall 2018 - Spring 2020)
- Youngstown State University University
- Duties included: Teaching, Proctoring, and Grading
- Supervisor: G. Jay Kerns, Ph.D
- Assistant Vice President (September 2017 - July 2018)
- Delta Life Insurance Company Ltd. Dhaka, Bangladesh
- Duties included: Calculated all types of claims (death, surrender, and maturity) using excel spreadsheets.
- Processed approximately 500 claims each week and submitted corresponding statistical reports to the higher authority.
- Worked in a team to develop a new short-term endowment assurance product which played an important role to increase the company’s new business.
- Refurbished a without risk endowment product which was out of the sale. Priced insurance premiums based on different risk factors for bigger clients which impacted our life fund significantly.
- Calculated reserves for group endowment, term and premium back policies which was a vital part of the final valuation report.
- Liaised directly with the consulting actuary and provided all sorts of technical and documental supports during actuarial valuation
- Supervisor: Md. Salahuddin Soud, VP
Skills
- Language
- Bengali: Native
- English: Fluent
- Computer Literacy
- Programming Languages: Python, FORTRAN, Julia, R, MATLAB, Mathematica
- Software Development Tools: Git, GitHub, PyPi
- Musical Instrument: Amateur/Novice Bamboo flute player
Publications
High-Order Langevin Monte Carlo Algorithms
Dang, Thanh; Mert, Gurbuzbalaban; Islam, Mohammad Rafiqul; Zhu, Lingjiong (2025) “High-Order Langevin Monte Carlo Algorithms.” arXiv preprint arXiv.2508.17545Generalized EXTRA stochastic gradient Langevin dynamics
Mert, Gurbuzbalaban; Islam, Mohammad Rafiqul; Wang, Xiaoyu; Zhu, Lingjiong (2024) “Generalized EXTRA stochastic gradient Langevin dynamics.” arXiv preprint arXiv.2412.01993
GJR-GARCH Volatility Modeling under NIG and ANN for Predicting Top Cryptocurrencies
Mostafa, F; Saha, P; Islam, Mohammad R.; Nguyen, N. (2020) “GJR-GARCH Volatility Modeling under NIG and ANN for Predicting Top Cryptocurrencies.” Journal of Risk and Financial Management.Comparison of Financial Models for Stock Price Prediction
Islam, Mohammad R.; Nguyen, N. (2020) “Comparison of financial models for stock price prediction.” Journal of Risk and Financial Management.
Talks and Presentations
- The Heavy-Tail Phenomenon in Decentralized Stochastic Gradient Descent
November 20, 2023
Presentation at James J Love Building, Florida State University, Tallahassee, Florida
- Decentralized Stochastic Gradient Langevin Dynamics and Hamiltonian Monte Carlo
October 05, 2023
Presentation at James J Love Building, Florida State University, Tallahassee, Florida
- Sensitivity analysis for Monte Carlo and Quasi Monte Carlo option pricing
April 28, 2020
Presentation at Cafaro Hall, Youngstown State University, Youngstown, Ohio
Teaching
- Spring 2025: MAC2311 Calculus and Analytic Geometry I
- Spring 2024: MAP4170 Introduction to Actuarial Mathematics
- Fall 2023: MAP4170 Introduction to Actuarial Mathematics
- Spring 2023: MAC1140 PreCalculus Algebra
- Fall 2022: MAC2311 Calculus and Analytic Geometry I
- Fall 2021 and Spring 2022: PreCalculus and Algebra
- Fall 2018 to Spring 2020: College Algebra, Trigonometry
Awards and Affiliations
Awards
- Bettye Anne Busbee Case Graduate Fellowship & Doctoral Mentorship Recognition 2024
- Outstanding Graduate Student in Statistics Award for the 2019-2020 academic year, Youngstown State University.
- Graduate College Premiere Scholarship, Youngstown State University.
- MetLife Bangladesh Actuarial Study Program 2015