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Home | Tag Archives: Masum Bhuiyan

Tag Archives: Masum Bhuiyan

For UTEP Doctoral Student, Bumpy Paths Offer Trajectory to Success

The rocky fluctuation of the stock market and the intense tremors of an earthquake seem like disparate forms of disruptive movement.

But for Masum Bhuiyan, a doctoral candidate in The University of Texas at El Paso’s computational science program, the two events share similar behavior, and the study of those patterns can help predict future events and mitigate their adverse effects.

Bhuiyan, who earned a master’s in mathematical sciences from UTEP in 2015, studies stochastic models, which are tools used for estimating probability distributions of potential outcomes by allowing for random variation in one or more inputs throughout a given time frame.

His analysis of the volatility of earthquakes in Arizona and daily stock market returns has resulted in contributions to four studies published in major science publications.

“My model is able to predict the stock market data with great accuracy and construct very reliable portfolios, and consequently enables us to make higher profits in the stock market,” Bhuiyan said.

“I found that the earthquake time series and high frequency returns of the stock market show similar characteristics such as stationary behavior, mean-reverting behavior, long memory behavior, and volatility clustering. So, the key parameters that I found in earthquake modeling helped me to detect the financial crash in the stock market.”

Along with his publication credits, Bhuiyan has also conducted presentations on his work at 12 scientific conferences throughout the country.

In 2018, he received the Frank B. Cotton Trust Scholarship from UTEP. He also received grants from Louisiana State University, the University of Cincinnati, UTEP, and the Bangladesh-Sweden Trust Fund.

Bhuiyan was given the Scholar Award in the category of outstanding performance for presentation in the International Conference in Business, Economics, Humanities and Statistics in Washington, D.C. He has been named Runner-Up in the basic science category for poster presentation in the 2nd Annual Dynamica Expo Conference, Texas. He has also served as a judge in several science fairs and one symposium.

Maria C. Mariani, Ph.D., chair of the Department of Mathematical Sciences, said Bhuiyan was one of her best students. Currently, she is helping steward his dissertation work. Mariani said her student’s accomplishments have been notable.

“We have already published four papers on data analysis and modeling of earthquake time series and stock market data,” Mariani said. “I want to mention his dedication and seriousness in research. His achievements in publications, conference awards, and scholarship awards are very remarkable.”

Ming-Ying Leung, Ph.D., director of UTEP’s Bioinformatics and Computational Science Program, echoed Mariani’s sentiments.

“I am proud of Masum Bhuiyan not only because of his outstanding academic and research accomplishments, but also for his strong motivation to do his best in whatever tasks are given to him,” Leung said. “He is one of the very top students I have taught in my classes for over 30 years. Masum asks thoughtful questions and communicates really well. I always find him cheerful and helpful. It is just a joy to have Masum Bhuiyan with us in the computational science program.”

Bhuiyan currently is an executive member of the Computational Science Student Association at UTEP. He hopes to continue building on the work he has already conducted en route to his expected graduation in Spring 2020.

Upon graduating, he hopes either to work as a university professor or to work for an industry in a position related to his research field.

Author:  Pablo Villa – UTEP Communications

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