Varsha Kulkarni

From Santa Fe Institute Events Wiki


I hold a Master's degree. My basic training has been in Physics at University of Delhi (India) and additionally I have studied Statistics at University of Wisconsin-Madison (USA). Recently I have been researching at Indian Institute of Technology.

Dynamics, structure, properties and evolution of complex networks are my primary areas of interest. I find the application of statistical mechanics to the study of interacting systems very fascinating. My current work focuses on chaos and complexity in financial time series. However my interests also range across biological, social, political and other systems and I am keen to learn more and further.

I Q. Main interests?

Answer: 1 Application of Statistical mechanics to interacting systems across various disciplines. 2 Dynamics, structure, evolution of complex networks. 3 Application of non-linear dynamics (chaos theory) to analysis of time series of real events.

II Q. What sorts of expertise can you bring to the group?

Answer: I believe that my experience in the following areas will be valuable: 1 Interdisciplinary approach to research 2 Statistical analysis of data, constructing models of networks to show self-organizing behavior of “real” systems 3 Application of statistical language R to statistical analysis and programming language MATLAB to carry out various types of simulations (including Monte Carlo and RK-4 methods)

III Q. What do you hope to get out of the CSSS?

Answer: I hope to get a chance to interact with experts from various disciplines and thereby enhance my perspective and broaden the scope of my knowledge in not just state of art techniques but also get deeper understanding.

IV Q. Do you have any possible projects in mind for the CSSS? (Recall that you will all be working in groups on at least one project with the goal of presenting your progress on the last day and finishing up a paper by sumer's end.)

Answer: Some of the projects I have in mind at present are:

1 Modeling/analyzing the data on natural disasters to investigate their cyclic behavior, their deadliness and possibly finding ways to predict rare events. I would like to focus on power law relationships for magnitude and recurrence time of large events. Also of interest are universal scaling laws connecting the latter characteristics. 2 I have constructed an agent based model for modeling bouts of activity (rare events) in stock market which reflects the self organizing nature of the system and shows that intermittent bursts correlated. I would like to improve on it so that it can mimic the real stock market better and possibly predict. I am also willing to work on similar lines in the context of social/political networks. 3 Studying the chaotic nature of disturbances to ‘explain’ the unexplained variation in a time series using both deterministic and stochastic models. As I already have some work done in this area, I would very much like to gain more expertise and extend my work.

Look forward to interacting with all of you this summer.