Machine learning: Classification algorithms for high-dimensional objects, non-linear time series prediction, online learning, computational learning theory (COLT), learning to control large-scale systems, high dimensional reinforcement learning using kernels and generative models, applications in IT, learning in games statistical machine learning, application in finance.
Information Technology/networking: Resource allocation in power and communication networks, analysis of communication networks, pricing, data-driven control of networks, formation of sensor networks, application of learning algorithms in information technology in fields such as adaptive power management and storage area networks (SANs).
Operations Research: Optimization of Markov processes with applications in operation research (e.g., Mail-order catalog), heuristic methods for combinatorial optimization with applications in machine learning, estimation of rare events and in particular in communication networks, game theory (especially learning in games and dynamic play against arbitrary players), applications in finance.