Faculty Profile

Dr. Azmat Hussain

Assistant Professor

Department Of Mathematics

Dr. Azmat Hussain has joined us as Assistant Professor-Tenure Track in the Department of Mathematics - (SBASSE).

Dr. Hussain obtained his PhD in Operations Research from North Carolina State University, Raleigh, USA in 2016. His PhD research focuses on optimization problems for stochastic systems with memory. Dr. Hussain completed his MSc in Applied Mathematics and BS in Mathematics from COMSATS Institute of Information Technology in 2010 and 2008, respectively. His Master’s research focused on laminar fluid flows. Dr. Hussain received Fulbright award for his PhD in 2011. He is also a recipient of Aga Khan Foundation and Hashoo Foundation Scholarships for his high school and Undergraduate studies and has attended the Summer Institute Program for Pakistani students at the University of Tennessee, Knoxville, USA. Prior to joining LUMS, he was last associated with Karakoram International University, Gilgit-Baltistan as Lecturer.  

His Research interests include:

·                   Portfolio Optimization

·                   Stochastic Control Problems

·                   Operations Research

·                   Financial Risk Analysis

He has attended and presented his research at several conferences in the United States of America including joint Mathematics meetings-AMS and INFORMS.

Dr. Hussain has a keen interest in current affairs and likes to play Soccer and Squash in his leisure time

Title Publication Author Year
A stochastic portfolio optimization model with complete memory Stochastic Analysis and Applications Pang T., Hussain A. 2017
An infinite time horizon portfolio optimization model with delays Mathematical Control and Related Fields Pang T., Hussain A. 2016
An application of functional Ito's formula to stochastic portfoli optimization with bounded memory SIAM Conference on Control and Its Applications 2015 Pang T., Hussain A. 2015