Students

Ph.D.

• Arindam Maity, since January 2023 (Area: Financial Mathematics).
• Koushik Bera, since July 2021 (Area: Statistics and Finance).
• Prakash Raj, since January 2020 (Area: Statistics and Finance).
• Ramendra Singh Chauhan, since January 2020 (Area: Queueing Theory).
• Ankita Sen, Heavy-Traffic Analysis of Time-Varying Queueing Systems under Random Environment, January 2024.
• Dipankar Mondal, Portfolio Theory with Lower Partial Moments: Asset Pricing and Performance Analysis, November 2020.
• I. Venkat Appal Raju, Pricing and Hedging of Derivatives in Markov-Modulated Markets through Benchmark Approach, October 2011.
• Cosmika Goswami, Performance Analysis of Working Vacation Queueing Models in Communication Systems, October 2010.

M.Sc. (Mathematics and Computing)

• Samarth Shirinkumar Pandya, Performance Comparison of Some Portfolio Optimization Models, January-May, 2023.
• Hira Siddiqui, Portfolio Optimization with Different Risk Measures, January-May, 2023.
• Manoj Siyag, Phase-Type Distributions, January-May, 2022.
• Anshika Jain, Queueing Model in D2D-Enabled Cellular Networks, January-May, 2022.
• Rajni Choudhary, Comparing Some Algorithms for Solving QBD Processes with Special Structures, January-May, 2020.
• Anoop Kumar, Mean-Variance Portfolio Optimization, January-May, 2019.
• Shubha Gupta, An Introduction to Cluster Analysis, January-May, 2016.
• Niranjan Kumar, Portfolio Optimization, January-May, 2016.
• Syed Faisal Hasan, Brownian Motion and its Properties, January-May, 2015.
• Pranoy Modak, Markowitz Portfolio Theory, January-May, 2015.
• Pratap Bhanu Sharma, Univariate Stochastic Orders, January-May, 2013.
• Gurleen Kaur, Insurance Risk Models, 2008-2009.
• Anjaneyulu Karingu, Queueing Network Models for Software Architectures Performance Evaluation, 2007-2008.
• Aravind Kumar Marka, Computational Analysis of Quasi-Birth-Death (QBD) Processes, 2007-2008.
• Peyakunta Pranavi,  Queueing Models for Mobile Networks, 2007-2008.
• Venugopal Gaddam, Models for Buyer-Vendor Channel Coordination Problems, 2006-2007.
• Pravin Kumar Mishra, Call Blending in Call Centers, 2005-2006.
• Abhijit Choudhary,  Multi-Location Inventory Models: Modelling, Simulation and Management, 2004-2005.

B.Tech. (Mathematics and Computing)

• Nilay Kala and Tiwari Piyush Shailendra, Prediction of Loan Loss Rate, 2022-23.
• Utsav Bhardwaj and Anmol Abhay Jain, Pair Trading using Reinforcement Learning, 2022-23.
• Ankit Saraf and Akshat Agrawal, Technical Indicators and Stock Price Prediction, 2022-23.
• Kartikeya Kumar Gupta and Samiksha Sachdeva, The Impact of COVID-19 pandemic on Returns and Volatility of Indian Stock Market, 2021-22.
• Harsh Yadav and Udandarao Sai Sandeep, Stochastic Modelling on Dynamics of Transmission of COVID-19 under restricted Human Mobility, 2021-22.
• Ashish Kumar Barnawal and Karan Gupta, Non-Cooperative Games on Queueing Networks, 2021-22.
• Manne Hema Priya and Tanvi Ohri, Managing Supply in the Indian Context: Flexible Workers, Full-Time Employees and Freelancers, 2020-21.
• Harit Gupta and Sakshi Sharma, Portfolio Optimization using Deep Learning Techniques, 2020-21.
• Garvit Mehta and Prem Sujan Kotta, Self Similarity and Queueing Analysis of LTE Systems, 2020-21.
• Ishan Azad and Aashutosh Agrawal, Testing the Aumann-Serrano Riskiness Index on the Indian Market, 2019-2020.
• Kshitij Nayar and Himanshu Ranjan, Deep Reinforcement Learning Algorithms in Finance, 2019-2020.
• Neelabh Tiwari and Atharva Amdekar, Portfolio Optimisation using Reinforcement Learning Algorithms, 2019-2020.
• Ayush Sharma and Hiten Sethiya, Ross Recovery Theorem - Study on Indian Markets, 2018-2019.
• Bhisham Bansal and Hemant Kumar Jangir, Queueing Analysis of a Two Stage Supply Chain, 2018-2019.
• Aditya Divekar and Sarthak Agarwal, Corporate Credit Rating using Machine Learning Techniques, 2017-2018.
• Vaishnav Pawan Madandas and Divyae Vats, India VIX Forecast under different Volatility Specifications, 2017-2018.
• Aditya Sharma and Madhur Bhattad, Forex Prediction using Neural Networks, 2016-2017.
• Akshit Jain and Rajat Taya, Performance Analysis of Cloud Computing using Queueing Theory, 2016-2017.
• Bhuvnesh Garg and Prakhar Shukla, Volatility Models For Derivative Pricing, 2016-2017.
• Greeshma Balabhadra and Kunal Kishore Singh, Equity ETFs vs Index Futures: An Empirical Comparison, 2015-2016.
• Nikhil Agarwal, Queueing Analysis for Networks under DoS Attack, 2014-2015.
• Vishal Keshav, Optimization of Power Consumption in Wireless Networks, 2014-2015.
• Manan Bhutani and Srikant Ravindran, A Simple Diversified Portfolio Strategy for Indian Markets, 2014-2015.
• Himanshu Manglunia and Raghav Mittal, Investor Sentiment Index for Indian Stock Markets, 2014-2015.
• Aman Kesarwani and Arghya Sarkar, India Volatility Index and Risk Management in Indian Market, 2013-2014.
• Mukund Raut and Vipin Singhal, Markov based Analysis of Real-Time Traffic in Wi-Fi Networks, 2013-2014.
• Sachin Gupta, Volume-Clock and High Frequency Trading, 2013-2014.
• Anirudh Kejriwal, Option Pricing under Stochastic Volatility, 2012-2013.
• Kanu Sahai, Fitting and Parameter Estimation of Stochastic Volatility Models, 2012-2013.
• Sahil Sandeep Salunke and Nischaiy Chopra, Checking for Bubbles in the Indian Stock Market, 2012-2013.
• Navdeep Singh and Prateek Gupta, Analysis of the Pricing Mechanism of Collateralized Debt Obligations, 2011-2012.
• Nikita Garg, Power Saving Class Type III with Sleep-Delay for Self-Similar and Correlated Traffic, 2011-2012.
• Praneeth Kumar Ruthala, Effectiveness of Hedging Strategies, 2011-2012.
• Rangoju Abilash and Vishal Kumar G, Performance Analysis of Power Saving Class Type III in IEEE 802.16e, 2010-2011.
• Arihant Jain and Gunuganti Aditya, An Empirical Study of Long Memory in Indian Stock Markets, 2010-2011.
• Hemant Kesarwani and Rajan Goyal, A Comparison of Monte Carlo Methods for Option Pricing, 2010-2011.
• Yogendra Boyapati, Oil Price Shocks and the Indian Stock Market, 2010-2011.
• Gaurav Pagaria and Deepak Dagar, Constrained Portfolio Optimization using Genetic Algorithm NSGA II, 2010-2011 (Co-Guide: Dr. S.P. Chakrabarty).
• Himanshu Bhatia, Risk Optimization in Life Insurance, 2009-2010.
• Pankaj Parag, Performance Analysis of Power Saving Class I of Sleep Mode Operation in 802.16e, 2009-2010.
• Yagyesh Kesarwani, Credit Risk: Modeling and Pricing, 2009-2010.

Other B.Tech. (in IIT Guwahati)

• Shikshanshu Shekhar Jha and Sushant Indrabahadur Singh, Adaptation to Climate Change: Decarbonizing Portfolios, B.Tech. (Chemical Science and Technology), 2022-2023.
• Patoliya Meetkumar Krushnadas, Clustering based Portfolio Optimization using Investor Information in Indian Stock Market, B.Tech. (CSE), 2018-2019 (Co-Guide: Prof. S.V. Rao, Dept. of CSE).
• Rujuta Kamat, Study of Financial Markets using Molecular Fluid Dynamics, B.Tech. (Chemical Engg.), 2018-2019 (Co-Guide: Prof. D. Bandopadhyay, Dept. of Chemical Engg.).
• Abhinav Bhuyan, Capital Asset Pricing Model using Lagrangian Mechanics, B.Tech. (Engg. Physics), 2017-2018.
• Kunal Galav, Use of Genetic Algorithms in Portfolio Optimization, B.Tech. (CSE), 2009-2010 (Co-Guide: Dr. Santosh Biswas, Dept. of CSE).

Others (from other institutes, summer projects, etc.)

• Hemajit Kalita, Volatility Estimation in Black-Scholes Model, Dept. of Mechanical Engg., N.I.T. Suratkal, 2007 (Summer: May-July).