Department of Mathematics - Faculty of Engineering, KDU

Mr. D. A. Rohana

B.Sc., M.Sc.
Senior Lecturer Gr I
On Contract
Phone
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  • Qualifications
  • Qualifications

    • M. Sc. in Applied Statistics
    • PG Dip. in Industrial Mathematics
    • PG Dip. in Applied Statistics
    • B. Sc. in Mathematics
       
  • Teaching Areas
  • Teaching Areas

    KDU

    • MA1103- Mathematics- Faculty of Engineering

    University of Moratuwa

    Undergraduate Teaching

    • MA1013- Mathematics- Semester1-Logic and Set theory and Vectors and Matrices Parts
    • MA1023- Methods of Mathematics – Semester 2– Numerical Analysis Part
    • MA2013 – Differential Equations – Semester 3
    • MA2063 – Applications of Differential Equations- Semester 4
    • MA4013- Linear Models and Multivariate Analysis – Semester 7
    • MA4023- Time series and Stochastic Processes -Semester 8- Stochastic Processes part

    Postgraduate Teaching

    • MA5121- Financial Mathematics Techniques- M. Sc. in Financial Mathematics, Department of
      Mathematics
    • MA5123-Actuarial Statistics - M. Sc. in Financial Mathematics, Department of
      Mathematics
    • MA5125 -Multivariate Analysis & Econometrics - M. Sc. in Financial Mathematics, Department of Mathematics
    • MA5670 - Multivariate Statistics for Data Mining - M. Sc. in Operational Research, Department of Mathematics
    • MA5238-Financial Derivatives- M.Sc. in Business Statistics, Department of
      Mathematics 

    Visiting Lecturer Appointments

    Undergraduate Teaching

    University of Colombo

    • AM4005 - Theory of Interest and corporate Finance – Department of Mathematics
    • AM3050 - Mathematical Methods - Department of Mathematics
    • FE2105 - Management Science II-Financial Engineering External Degree- Department of Mathematics
    • FE3005 - Stochastic Calculus for Finance-Financial Engineering External Degree- Department of Mathematics
    • FIN3230 - Financial Mathematics – Department of Finance

    University of Sri Jayewardenepura

    • MAT483 1.5 / MAT312 2.0 – Financial Mathematics-Department of Mathematics

    University of Jaffna

    • MMT401XS3 – Financial Mathematics- Department of Mathematics and Statistics

    University of Peradeniya

    • MT412- Financial Mathematics- Department of Mathematics

    Postgraduate Teaching

    University of Colombo

    • MFM5043- Financial Products and Pricing- M. Sc. in Financial Mathematics- Department of Mathematics
  • Research Interests
  • Research Interests

    • Financial Mathematics
    • Actuarial Statistics
  • Publications
  • Publications

    • AKKK Athukorala, AR Dissanayake, Applicability of Geometric Brownian Motion and Geometric Fractional Brownian Motion to Forecast Share Prices of Telecommunication Services Sector in Sri Lanka, 8th Interdisciplinary Conference of Management Researchers [ICMR 2023] 
    • EAIN Ediriweera, AR Dissanayake Economic Factors and Stock Market Performance: Sri Lankan Context, Economics, 2022 - article.economicsj.net
    • D Jayasekara, AN Wijayanayake, AR Dissanayake Application of Game Theory on financial benefits and employee satisfaction: Case study of a state bank of Sri Lanka, 2021 International Research Conference on Smart Computing and Systems.
    • Dissanayake A. R., Jayarathne M.D.S., Samarakoon S.M.R.K,2020 The Reaction of Right Issues and Debenture Issues on Share Prices: Evidence from Sri Lanka, 17th International Conference on Business Management -2020, University of Sri Jayawardenepura.
    • Dissanayake A. R., Jayasundara I Mathematical Model for Solar Electricity Power Profitability, Open University Research Sessions (OURS 2020).
    • Dissanayake A. R., Madushani KGK, Samarakoon SMRK Earnings Management and Long-Run Market Performance of Initial Public Offerings: Evidence from Sri Lanka, ,8th Annual International Research Conference-South Eastern University.
    • Dissanayake A. R, Samarakoon S.M.R.K Application of Geometric Brownian Motion Model to Simulate the price in Colombo Stock Exchange, , 2nd South Asian Conference on Multidisciplinary Research 2019.
    • Dissanayake A R, Karunananda GACM, Day of The Week Effect in Return and Volatility of The Selected Sector Indices in Colombo Stock Exchange, Wayamba University International Conference,2018
    • Dissanayake A.R. Ranasinghe LP, Dharmathilaka N.T Portfolio Optimization Through Quadratic Programming When There is Perturbation in The Return Matrix,., International Conference on Computational Modelling and Simulation 2017.
    • Dissanayake A.R, Wickramasighe C.T., Analysis of the relationship of the stock market with exchange rate and the spot gold price in Sri Lanka, , International Conference on Computational Modelling and Simulation 2017.
    • Dissanayake AR., Perera U, Assessing the impact of S&P SL20 index construction on listed companies in Colombo Stock Exchange (CSE),
    • Dissanayake A. R., Soysa I, Estimating Parameters of Makeham’s Law of Mortality, Information Technology Research Unit Research Symposium, University of Moratuwa, 22nd November 2012.
    • Ransinghe L.P., Dissanayake A. R., Portfolio optimization using quadratic programming, 8th international Conference on Management & Finance University of Colombo, Sri Lanka.
    • Dissanayake A. R., Gamini D. D. D., Godawatta C., Pricing European Options Using Black Scholes’ Model and Artificial Neural Network., Mathematical Modeling International Conference, University of Colombo.
    • Dissanayake A. R., Time Fluctuation Models to Forecast Tea Production and Prices in Sri Lanka, 10th International Conference on Sri Lankan Studies., 16th to18th December 2005.
  • Academic Distinctions
  • Academic Distinctions

    • Dharmadasa Punchihewa Memorial Prize in Mathematics for the best student at the final B.Sc. degree examination held by the University of Colombo in the year 1990.
  • Special Qualifications
  • Special Qualifications

    • Head of the department (2021-06-01 to 31-01-2024), Mathematics, Faculty of Engineering,
      University of Moratuwa.
    •  The certificate in Teaching in Higher Education Courses issued by the University of
      Colombo, Sri Lanka.
    •  Head of the department (2005-12-01 to 2008-01-31), Mathematics, Science and Computer
      Science, Sir John Kotelawala Defence University, Ratmalana.
    • Course coordinator – M. Sc./PG Diploma in Financial Mathematics (2019-10-01 to 2021-05-31), Department of Mathematics, UoM
    • The highest-Grade Point Average was shared for the course work component with another student of the batch of PG Diploma/ M.Sc. program in Industrial Mathematics (1998 /2000).
  • Employment Records
  • Employment Records

    University of Moratuwa

    • 2017 February to Date - Senior Lecturer (Grade I)
    • 2009 February to 2017 February - Senior Lecturer (Grade II)

    Sir John Kotelawala Defence University

    • 2005 July to 2009 January- Senior Lecturer (Grade II)
    • 1991 June to 2005 July - Assistant Lecturer

    University of Colombo

    • 1990 June to 1991 May - Temporary Assistant Lecturer