Mohammad Zubair

Professor and Graduate Program Director of Computer Science
Department of Computer Science
Old Dominion University
Norfolk, VA 23517
757-683-3917 (voice)
Engineering and Computational Sciences Building, Room 3323
Email: zubair at

Biographical Sketch

Professor Zubair earned his PhD in Electrical Engineering at IITD in 1987 specializing in systolic architectures for high performance computing. Mohammad Zubair has more than twenty years of research experience in the area of experimental computer science and engineering both at the university as well as at the Industry. He is a professor of computer science at Old Dominion University. His primary interest is in the area of high performance computing and big data analytics. He has extensive experience with a variety of parallel programming environments. In particular, he has looked at how different parallel programming environments can be used to get highly optimized implementations for financial data analytics computations such as calibration of Heston stochastic volatility model based on high frequency data and Monte Carlo based indirect likelihood estimators. He is also looking at how Hadoop and Apache Spark framework can be used for calculations arising in financial risk management. Mohammad Zubair has experience working with industry, his major industrial assignment was at IBM T.J. Watson Research Center for three years, where his research focus was in high performance computing and some of his work was integrated into IBM products. He has also consulted with different organizations/companies such as Global Valuation, World Bank, Organization of American States, and federal research centers.

Teaching (Recent Courses)

CS 724/824, High Performance Computing and Big Data
CS 724, High Performance Computing and Big Data
CS 270, Introduction to Computer Architecture II
CS 665, Computer Architecture

Recent Publications

Paolo Regondi, Mohammad Zubair, and Claudio Albanese. 2015. BLAS extensions for algebraic pricing methods. In Proceedings of the 2nd Workshop on Parallel Programming for Analytics Applications (PPAA 2015), San Francisco, CA, 2015.
M. Dixon, J. Lotze and M. Zubair, "A Portable and Fast Stochastic Volatility Model Calibration Using Multi and Many-Core Processors," High Performance Computational Finance (WHPCF), 2014 Seventh Workshop on, New Orleans, LA, 2014. PDF
Naga Shailaja Dasari, Desh Ranjan, and Zubair Mohammad. 2014. Maximal clique enumeration for large graphs on hadoop framework. In Proceedings of the first workshop on Parallel programming for analytics applications (PPAA '14), Orlando, Florida PDF
N. S. Dasari, R. Desh and M. Zubair, "ParK: An efficient algorithm for k-core decomposition on multicore processors," Big Data (Big Data), 2014 IEEE International Conference on, Washington, DC, 2014. PDF
Michael Creel, and Mohammad Zubair, "A High Performance Implementation of Likelihood Estimators on GPUs", Computing in Economics and Finance 2013, Vancouver, 2013.
K. Arumugam, A. Godunov, D. Ranjan, B. Terzic ´, and M. Zubair, “An Efficient Deterministic Parallel Algorithm for Adaptive Multidimensional Numerical Integration on GPUs”, 2013 International Conference on Parallel Processing, Lyon, France, October 2013.
K. Arumugam, A. Godunov, D. Ranjan, B. Terzic ´, and M. Zubair, “A Memory-Efficient Algorithm for Adaptive Multidimensional Integration with Multiple GPUs”, IEEE International Conference on High Performance Computing (HiPC 2013), Hyderabad, India, December 2013.
Michael Creel, and Mohammad Zubair, "Econometric on GPUs", Computing in Economics and Finance 2012, Prague, 2012.
Michael Creel, and Mohammad Zubair, "High Performance Implementation of an Econometrics and Financial Application on GPUs", 5th Workshop on High Performance Computational Finance (WHPCF’12) at SC12, 2012.
Desh Ranjan, and Mohammad Zubair, "Vertex Isoperimetric Parameter of a Computation Graph", IJFCS, 2012.
Desh Ranjan, John E. Savage and Mohammad Zubair, "Upper and Lower Bounds for Pebbling r Pyramids", Journal of Discrete Algorithms, published online December 7, 2011. PDF
Desh Ranjan, John Savage, and Mohammad Zubair. 2011. Strong I/O lower bounds for binomial and FFT computation graphs. In Proceedings of the 17th annual international conference on Computing and combinatorics (COCOON'11), Bin Fu and Ding-Zhu Du (Eds.). Springer-Verlag, Berlin, Heidelberg, 134-145. PDF
Dasari, Naga Shailaja; Desh, Ranjan; M, Zubair; , "Solving Planted Motif Problem on GPU," GPUScA 2010, Austria, September 2010. PDF
Dasari, Naga Shailaja; Desh, Ranjan; M, Zubair; , "An efficient multicore implementation of planted motif problem," High Performance Computing and Simulation (HPCS), 2010 International Conference on , vol., no., pp.9-15, June 28 2010-July 2 2010 PDF
John E. Savage and Mohammad Zubair. 2010. Cache-optimal algorithms for option pricing. ACM Trans. Math. Softw. 37, 1, Article 7 (January 2010) . PDF
John E. Savage and Mohammad Zubair. 2009. Evaluating multicore algorithms on the unified memory model. Sci. Program. 17, 4 (December 2009), 295-308. PDF