Research Group

Doctoral Students

 Other Research Students

• Mohammad Kadiri, (B. Tech Mechanical+M. Tech CMInDS), 2025-present

Research Topic: Order Book Modelling: An AI ML Approach

• Akanksh Adugani Vanjari (MS by Research, CMInDS), 2025-present

Research Topic: Financial Trading: An Agent Based Modelling Approach

Past Members of the Group

2024-25

• Bristi Bose, MS by Research (SOM, IITB)

Research Topic: Essays in Government Bond Markets: A Study based on India

• Ved Khandekar, (B. Tech M. Tech Dual Mechanical )

M. Tech Thesis Topic: Understanding Price Dynamics of Indian Cryptocurrency Markets: An AI/ML Approach 

• Aakash Ezhilan  & Anirudh K  (MBA, SOM)

MBA Thesis Topic: Post-Earnings Announcement Drift in India: A Dual Approach Using Statistical and NLP-Based Sentiment Analysis 

• Nikhil Shinde (MBA, SOM)

MBA Thesis Topic: Estimating Bid-Ask Spreads from Daily OHLC Data: A Proxy-Driven GMM Framework

• Namrata Jha & Komma Sharanya (B. Tech, CSE)

B. Tech Project: Contextualizing Firm-Level Climate Change Exposure for India

• Hari Krishna Sahoo (BS Maths + MSc Statistics)

SLP Project Topic: Hawkes Process for Mid-Price Prediction

• Kandarp Solanki (B. Tech Engineering Physics)

B. Tech Project: Forecasting Intraday Returns and Volatility: An ARIMA-GARCH Approach to CNXBAN Index 

2023-24

• Kunal Chhabra (B. Tech Electrical+M. Tech CMInDS)

M. Tech Thesis Topic: Pairs Trading in Indian Stock Market: A Machine Learning Approach

• Nikhil Tiwari (B.Tech Mechanical)

B. Tech Project: Option Pricing: Different Approaches (Parametric and Non parametric models)

• Akhilesh Narayan (B. Tech Mechanical)

B. Tech Project: Options Implied Higher Order Portfolio Risk Measures 

• Rounak Dalmia (B. Tech CSE)

B. Tech Project: Using NLP for Stock Trading

2022-23

• Abhilaksh Maheshwari (B. Tech Electrical+M. Tech CMInDS)

M. Tech Thesis Topic: Stock Market Prediction & Trading Strategies: An ML/DL Approach 

• Prakhar Patel (B. Tech Chemical+ M. Tech CMInDS)

M. Tech Thesis Project (alongwith Prof. Usha Ananthakumar ): Financial Distress in Indian Companies 

• Souvik Chakraborty ( MBA, SOM)

MBA Thesis Topic: Value at Risk as a Tail Risk Measure: Select Case Study of SBI and ILFS

• Bhavishya (B. Tech Electrical+ M.Tech CMInDS) & Aaryan Gupta (B. Tech Electrical+ MBA Finance SOM)

B. Tech Project: Volatility Modelling: An empirical study for Indian Markets 

• Aaryan Gupta (B. Tech Electrical+ MBA Finance SOM)

B. Tech Project 2: Carbon risk Integration in Portfolio Management

MBA Thesis Topic: Intraday Momentum & Trading Strategy: Evidence from India

• Aditya Vijay Jain (B. Tech Mechanical)

B. Tech Project: Portfolio Optimization Using Higher Order Moments: An Empirical Study 

• Aruja Khanna (B. Tech Mechanical)

B. Tech Project: Evaluating Climate Risk of Companies Using NLP

2021-22

• Aayush Gupta (M. Sc ASI) & Swaminath Murugadasan (M. Sc. ASI)

M. Sc Project: Volatility Modelling: An empirical study for Indian Markets 

2020-21

• Yash Jaju (BS Economics)

BS Project: F Score and G Score strategies in Indian Markets Context 

• Akshay Mandora (Economics)

BS Project: Testing the Low Volatility Anomaly: Evidence from India

• Aditya Khanna (B. Tech Electrical) & Tushar Aggarwal (B. Tech CSE)

B. Tech Project: ML Models for Momentum and Reversal Trading 

2019-20

• Apurv Nigam  (MBA, SOM)

MBA Thesis Topic: Momentum Investing: An Empirical Study for Indian Equity Markets 

• Mayank Gupta (MBA, SOM)

MBA Thesis Topic: Pairs Trading in Currencies: An Empirical Study 

• Kaustubh Vaidya (MBA, SOM)

MBA Thesis Topic:  Evaluating Momentum and Contrarian strategy in the Commodity Futures 

• Neeraj Verma (MBA, SOM)

MBA Thesis Topic: Value Investing in Indian Equity Markets: An Empirical Study