Joseph Odunayo Braimah | Mathematics | Young Scientist Award

Dr. Joseph Odunayo Braimah | Mathematics
| Young Scientist Award

Ambrose Alli University, Ekpoma, Nigeria | Nigeria

Dr. Joseph Odunayo Braimah is a Nigerian statistician and academic whose expertise spans industrial statistics, reliability engineering, acceptance sampling, biostatistics, and applied statistical modelling. He holds a Ph.D. in Statistics from the University of Ilorin, Nigeria, where his doctoral research focused on evaluating the performance of truncated sampling plans. He also earned an M.Sc. and B.Sc. in Statistics from the same institution, along with a Postgraduate Diploma in Education from the National Teachers’ Institute, Kaduna. He currently serves as a Lecturer I in the Department of Mathematics and Statistics at Ambrose Alli University, Ekpoma, Nigeria. In 2024, he completed a competitive Postdoctoral Research Fellowship at the University of the Free State, South Africa, within the Department of Mathematical Statistics and Actuarial Sciences. His earlier academic roles at Al-Hikmah University and AROIF College of Advanced Studies reflect his strong contributions to teaching, curriculum development, and student mentorship. Dr. Braimah’s research covers statistical quality control, time-to-event modelling, medical statistics, epidemiology, time series analysis, and probability distributions. He has authored over 70 Scopus-indexed publications in reputable international journals and has collaborated extensively with scholars across Africa, including South Africa and Zimbabwe. His work advances understanding in public health analytics, product reliability, epidemic monitoring, and industrial process optimization. He has also developed multiple new probability distributions and innovative acceptance sampling schemes that support decision-making in quality management and risk assessment. His current project, the National Road Traffic Crash Risk Index (NRTCRi), employs spatial and multiscale statistical modelling to assess and predict road-traffic crash risks across Nigeria, contributing to improved national safety policies. He also holds the Google Data Analytics Professional Certificate and is a registered member of the Teachers’ Registration Council of Nigeria.

Featured Publications

Braimah, J. O., Sule, I., Bello, O. A., & Correa, F. M. (2025). A new modified extended generalized inverted exponential (NMEGIEx) distribution: A distribution for flexible and accurate data analysis. Contemporary Mathematics, 6. https://doi.org/10.37256/cm.6620257771

Braimah, J. O., & Correa, F. M. (2025). Reliability assessment of products with Weibull lifetimes: A two-sided linked lots deferred sampling plan (T-SLLDSP). Scientific African. https://doi.org/10.1016/j.sciaf.2025.e03039

Omaku, P. E., Braimah, J. O., & Correa, F. M. (2025). Bayesian accelerated failure time model for zero-inflated survival data with application to liver cirrhosis. Journal of Probability and Statistics, (Wiley), 1–12. https://doi.org/10.1155/jpas/5562074

Umut Selvi | Ankara Hacı Bayram Veli University | Best Researcher Award

Mr. Umut Selvi l Mathematics | Best Researcher Award

Ankara Hacı Bayram Veli University | Turkey

Ā Mr. Umut Selvi centers on advanced mathematical structures, focusing on algebraic geometry, matrix theory, and their applications in both theoretical and computational mathematics. His doctoral and postgraduate work explores the geometry of Lie algebroids and non-Newtonian parallel surfaces, contributing to a deeper understanding of modern geometric frameworks that bridge algebra and analysis. Selvi has co-authored several studies on spectral norms of circulant matrices involving Chebyshev polynomials and Fibonacci quaternions, providing explicit formulas and extending the theoretical foundations of matrix norms. His research in these areas enhances the computational methods used in engineering and applied sciences. Additionally, his collaborative book chapters and editorial contributions in mathematical publications such as Mathematical Methods for Engineering Applications and Recent Developments in Mathematics reflect a strong engagement in the dissemination of mathematical innovation. Through presentations at international conferences, including those on geometry and mathematical education, Selvi has shared insights on generalized multiplicative cross products, Euclidean norms, and Lie algebraic structures on vector spaces. His work emphasizes analytical precision, structural symmetry, and the unification of abstract algebraic concepts with geometric intuition, advancing the field of pure mathematics with applications in natural and computational sciences.

Featured Publication

Selvi, U. (2025). An explicit formula for spectral norms of circulant matrices with Chebyshev polynomials. Acta Mathematica Universitatis Comenianae, 94(1), 1–5.

MarĆ­a Andrea Arias Serna | Applied Mathematics | Best Researcher Award

Prof. Dr. MarĆ­a Andrea Arias Serna | Applied Mathematics | Best Researcher Award

Professor, Universidad de MEdellĆ­n, Colombia

šŸ“Œ Prof. Dr. MarĆ­a Andrea Arias Serna is an Associate Professor at the School of Engineering, University of MedellĆ­n, Colombia šŸ‡ØšŸ‡“, where she has been contributing since 2010. She holds a degree in Mathematics (2004) from the University of Antioquia and a Master’s in Applied Mathematics (2009) from Universidad EAFIT. Currently, she is pursuing a Ph.D. in Modeling and Scientific Computing at the University of MedellĆ­n. She is certified in Risk Management and Derivatives from esteemed institutions šŸŽ“. Her research focuses on applied mathematics, financial risk measures, optimization, matrix-variate distributions, and shape theory. šŸ“ŠšŸ”¢

Publication Profile

Google Scholar

Work Experience

Prof. Dr. MarĆ­a Andrea Arias Serna is an esteemed Associate Professor at the School of Engineering, University of MedellĆ­n, Colombia šŸ‡ØšŸ‡“, where she has been contributing since 2010. With extensive expertise in applied mathematics, financial risk measures, and optimization šŸ“ŠšŸ”¢, she plays a key role in academic research and teaching. Her dedication to advancing mathematical modeling and scientific computing has significantly impacted her field. Passionate about risk assessment and matrix-variate distributions, she integrates theoretical knowledge with practical applications. Through her work, she continues to shape the future of engineering and mathematics education. šŸŽ“āœØ

Academic Background

Prof. Dr. MarĆ­a Andrea Arias Serna is a dedicated mathematician and researcher from Colombia šŸ‡ØšŸ‡“. She earned her degree in Mathematics (2004) from the University of Antioquia and later completed a Master’s in Applied Mathematics (2009) at Universidad EAFIT with an outstanding score of 4.6 šŸŽ“. Currently, she is pursuing a Ph.D. in Modeling and Scientific Computing at the University of MedellĆ­n. Her academic journey reflects a strong foundation in mathematical sciences, focusing on advanced computational techniques, optimization, and financial risk analysis šŸ“ŠšŸ”¢. She continues to contribute to academia through research and teaching. ✨

Expertise & Certifications

Prof. Dr. MarĆ­a Andrea Arias Serna is a distinguished mathematician and researcher from Colombia šŸ‡ØšŸ‡“, specializing in applied mathematics, financial risk measures, and optimization šŸ“ŠšŸ”¢. She holds a certification in Risk Management (2013) from the International Institute of Professional Education and Research and a certification in Derivatives and Risk (2014) from the University of Illinois at Urbana-Champaign šŸŽ“. These qualifications enhance her expertise in financial modeling and risk assessment. With a strong academic and research background, she integrates theoretical knowledge with real-world applications, contributing significantly to the fields of mathematics and finance. ✨

Research Interests

Prof. Dr. MarĆ­a Andrea Arias Serna is deeply engaged in the fields of applied mathematics and financial risk analysis šŸ“ŠšŸ”¢. Her research focuses on financial risk measures, optimization techniques, and matrix-variate distributions, contributing to advancements in mathematical modeling and data analysis. She also explores shape theory, enhancing geometric and statistical applications šŸ“šŸ“ˆ. Through her work, she aims to develop innovative solutions for complex mathematical and financial challenges. Her expertise bridges theoretical mathematics with real-world applications, making significant contributions to academia and industry. šŸš€āœØ

Fellowships & Awards

Prof. Dr. MarĆ­a Andrea Arias Serna has been recognized for her outstanding academic and research achievements šŸŽ“āœØ. She received the Honor Tuition Award from the University of Antioquia in both 2002 and 2003 for her exceptional performance in mathematics šŸ…šŸ“Š. In 2014, she was honored with the Best Investigation Award by the University of MedellĆ­n for her remarkable contributions to research and innovation šŸ”¬šŸ“ˆ. Her accolades highlight her dedication to advancing mathematical sciences and financial risk analysis, reinforcing her reputation as a leading researcher in applied mathematics and optimization. šŸš€šŸ”¢

Research Focus

Prof. Dr. MarĆ­a Andrea Arias Serna specializes in financial risk analysis, applied mathematics, and optimization šŸ“ŠšŸ”¢. Her research explores quantitative risk modeling, liquidity and operational risk, and matrix-variate distributions, contributing significantly to financial decision-making. She has developed information systems for risk quantification, integrating advanced statistical and computational techniques šŸ–„ļøšŸ“ˆ. Her studies on Wasserstein barycenter risk measures, beta-Kotz distributions, and matrix-variate Value-at-Risk have advanced risk assessment methodologies in finance and economics šŸ’°šŸ“‰. Through her extensive publications, she bridges theoretical mathematics with real-world financial applications, solidifying her impact in academia and industry. šŸš€šŸ¦

Publication Top Notes

šŸ“˜ Riesgo Operativo: TĆ©cnicas de modelación cuantitativa
šŸ“‘ Cited by: 16 | šŸ“… Year: 2014

šŸ’» Design of information system for the Liquidity Risk Management in financial institutions
šŸ“‘ Cited by: 10 | šŸ“… Year: 2015

šŸ”¢ Algoritmos genĆ©ticos: una solución alternativa para optimizar el modelo de inventario (Q; r)
šŸ“‘ Cited by: 8 | šŸ“… Year: 2009

šŸ“Š Risk measures: a generalization from the univariate to the matrix-variate
šŸ“‘ Cited by: 7 | šŸ“… Year: 2021

šŸ’¾ Information system for the quantification of financial risk
šŸ“‘ Cited by: 6 | šŸ“… Year: 2017

šŸ¦ Sistema de información para la cuantificación de pĆ©rdidas esperadas: Una aplicación en las entidades del sector solidario colombiano
šŸ“‘ Cited by: 5 | šŸ“… Year: 2021

šŸ“ˆ Information system for the quantification of operational risk in financial institutions
šŸ“‘ Cited by: 5 | šŸ“… Year: 2016

šŸ“‰ Information system for the quantification of operational risk in financial institutions
šŸ“‘ Cited by: 4 | šŸ“… Year: 2016

šŸ“Š (Q, r) MODEL WITH CVaR (alpha) OF COSTS MINIMIZATION
šŸ“‘ Cited by: 3 | šŸ“… Year: 2017

šŸ’° Desarrollo de una aplicación para el cĆ”lculo del riesgo de crĆ©dito en entidades del sector solidario colombiano
šŸ“‘ Cited by: 2 | šŸ“… Year: 2022

šŸ“Š Development of an application for the calculation of credit risk in entities of the Colombian solidarity sector
šŸ“‘ Cited by: 2 | šŸ“… Year: 2022

šŸ“ˆ Risk measures estimation under Wasserstein Barycenter
šŸ“‘ Cited by: 2 | šŸ“… Year: 2020

šŸ“‰ Risk measures and credit risk under the beta-kotz distribution
šŸ“‘ Cited by: 2 | šŸ“… Year: 2018

šŸ–„ Arquitectura de software para la medición del riesgo operacional en entidades del sector financiero
šŸ“‘ Cited by: 2 | šŸ“… Year: 2017

šŸ“Š Matrix‐variate risk measures under Wishart and gamma distributions
šŸ“‘ Cited by: 1 | šŸ“… Year: 2024

šŸ–„ Desarrollo de una plataforma tecnológica para la gestión integral del riesgo financiero en el Sector Solidario Colombiano
šŸ“‘ Cited by: 1 | šŸ“… Year: 2023

šŸ’° Sistema de Información para la Medición del Riesgo de Liquidez en el Sector Solidario Colombiano
šŸ“‘ Cited by: 1 | šŸ“… Year: 2021

šŸ–„ Software suite for the measurement of financial risk
šŸ“‘ Cited by: 1 | šŸ“… Year: 2018

šŸ“˜ Modelación y estrategias en finanzas
šŸ“‘ Cited by: 1 | šŸ“… Year: 2012

šŸ“Š Matrix-Variate Value-at-Risk: Generalized Beta and F Distributions
šŸ“‘ Cited by: – | šŸ“… Year: 2024

KAVIARASAN BOOMIPALAGAN | Mathematics | Young Scientist Award

Assist. Prof. Dr. KAVIARASAN BOOMIPALAGAN | Mathematics | Young Scientist Award

Assistant Professor At KL Deemed to be University,India

Dr. Kaviarasan Boomipalan is an exceptional young researcher with an impressive academic background, outstanding research output, and significant recognition in the field of control theory and mathematics. His work on multi-agent systems and time-delay systems has contributed to significant advancements in these areas. His extensive postdoctoral experience and contributions to the academic community as a reviewer and editor highlight his dedication and expertise.

Profile

Scopus

šŸŽ“ Education

User holds a Doctor of Philosophy (Ph.D.) in Control Theory, Mathematics from Anna University, Chennai, India, which they completed in 2018. Their thesis was titled “Studies on Consensus Analysis of Multi-Agent Systems with Time-Varying Delay.” They also earned a Master of Philosophy (M.Phil.) in Mathematics from Bharathiar University, Coimbatore, India, in 2014, and a Master of Science (M.Sc.) in Mathematics from the same institution in 2012, where they graduated with a percentage of 81.67%. Their Bachelor of Science (B.Sc.) in Mathematics was completed at Vivekananda College, Madurai Kamaraj University, Madurai, India, in 2010, where they achieved a percentage of 91.44%.

šŸ’¼ ExperienceĀ 

User has accumulated a total of 6 years of teaching and research experience after completing their Ph.D. They are currently serving as an Assistant Professor in the Department of Mathematics at Koneru Lakshmaiah Education Foundation (Deemed to be University), Andhra Pradesh, India, since July 2024. Prior to this, they held several postdoctoral research positions at Chungbuk National University, South Korea, from 2018 to 2024, including roles under the Brain Korea 21 Program and at the Research Institute of Green Energy.

šŸ† Awards and HonorsĀ 

User has been ranked among the top 2% of scientists in the world by Elsevier and Stanford University in 2021 and 2024, specifically in the fields of Engineering and Industrial Engineering & Automation. They are a life member of the Indian Mathematical Society (IMS) and the Indian Society of Industrial and Applied Mathematics (ICIAM). They are also a member of the Institution of Engineering and Technology (IET), the Internet Society (ISOC), and the International Association of Engineers (IAENG).

šŸ”¬ Research Focus

User has received several prestigious research grants, including ICIAM grants for attending international congresses, as well as awards for their outstanding research contributions from Chungbuk National University.

šŸ†ConclusionĀ 

Dr. Kaviarasan is undoubtedly a strong candidate for the Research for Young Scientist Award. His research productivity, international recognition, and contributions to both academia and the scientific community are noteworthy. Focusing on expanding the application of his work and further mentoring young scientists could make him an even more influential figure in his field.

Publication:

  • “Polynomial inequality-based consensus pinning control approach to time-delayed second-order multi-agent systems via betweenness centrality”
    • Authors: Lee, Y.-G., Kaviarasan, B., Park, M.-J., Kwon, O.-M.
    • Published: 2025, Communications in Nonlinear Science and Numerical Simulation
    • Focus: This paper discusses a consensus pinning control approach that utilizes polynomial inequalities to address time-delayed second-order multi-agent systems, incorporating betweenness centrality for better efficiency in achieving consensus.

 

  • “Distributed Bipartite Consensus of Multi-Agent Systems via Disturbance Rejection Control Strategy”
    • Authors: Manickavalli, S., Parivallal, A., Kavikumar, R., Kaviarasan, B.
    • Published: 2024, Mathematics
    • Focus: A disturbance rejection control strategy for achieving distributed bipartite consensus in multi-agent systems. This method improves the stability and performance of the system under disturbances.

 

  • “Imperfect premise matching finite-time filter design for continuous-time Takagi–Sugeno fuzzy systems”
    • Authors: Kaviarasan, B., Kwon, O.-M., Park, M.J., Sakthivel, R.
    • Published: 2024, Journal of the Franklin Institute
    • Focus: This work presents a finite-time filter design approach for continuous-time Takagi–Sugeno fuzzy systems with imperfect premise matching.

 

  • “Dissipative Constraint-Based Saturation Control for Fuzzy Markov Jump Systems Within a Finite-Time Interval”
    • Authors: Kavikumar, R., Kaviarasan, B., Kwon, O.-M., Sakthivel, R.
    • Published: 2024, International Journal of Fuzzy Systems
    • Focus: The paper focuses on a dissipative constraint-based saturation control approach for fuzzy Markov jump systems, ensuring stability within a finite-time interval.

 

  • “A delay-product-type Lyapunov functional approach for enhanced synchronization of chaotic Lur’e systems using a quantized controller”
    • Authors: Kaviarasan, B., Kavikumar, R., Kwon, O.-M., Sakthivel, R.
    • Published: 2024, AIMS Mathematics
    • Focus: This study uses a delay-product-type Lyapunov functional approach to improve the synchronization of chaotic Lur’e systems using quantized controllers.

 

  • “Stabilization of Periodic Piecewise Time-Varying Systems with Time-Varying Delay under Multiple Cyber Attacks: An Augmented Lyapunov Functional Approach”
    • Authors: Kaviarasan, B., Kwon, O.-M., Park, M.J., Sakthivel, R.
    • Published: 2024, IEEE Transactions on Cybernetics
    • Focus: This paper addresses the stabilization of periodic piecewise time-varying systems with time-varying delays in the presence of multiple cyber attacks.

 

  • “Event-triggered finite-time admissibilization of bio-economic singular semi-Markovian jump fuzzy systems”
    • Authors: Kavikumar, R., Kaviarasan, B., Kwon, O.-M., Sakthivel, R.
    • Published: 2023, Journal of the Franklin Institute
    • Focus: This paper explores the event-triggered finite-time admissibilization of bio-economic singular semi-Markovian jump fuzzy systems.

 

  • “Combined Hāˆž and anti-disturbance control for semi-Markovian jump systems via a nonlinear disturbance observer”
    • Authors: Kaviarasan, B., Kwon, O.-M., Park, M.J., Lee, S., Sakthivel, R.
    • Published: 2023, International Journal of Robust and Nonlinear Control
    • Focus: The paper combines Hāˆž and anti-disturbance control strategies for semi-Markovian jump systems, leveraging a nonlinear disturbance observer to enhance performance.

 

  • “Antidisturbance Control Design for Interval Type-2 Fuzzy Stochastic Systems With Input Quantization”
    • Authors: Kavikumar, R., Kwon, O.-M., Kaviarasan, B., Sakthivel, R.
    • Published: 2023, IEEE Transactions on Fuzzy Systems
    • Focus: The authors present antidisturbance control design techniques for interval type-2 fuzzy stochastic systems with input quantization, addressing system stability and robustness.

 

  • “Reduced-order filtering for semi-Markovian jump systems against randomly occurring false data injection attacks”
    • Authors: Kaviarasan, B., Kwon, O.-M., Park, M.J., Sakthivel, R.
    • Published: 2023, Applied Mathematics and Computation
    • Focus: This article discusses reduced-order filtering techniques for semi-Markovian jump systems to protect against false data injection attacks.