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Hello! Welcome to my webpage. Since you are here, you are probably already aware that I am a Professor of Mathematics, Statistics, Finance, Data Science, and Sustainable Development Goals at the Indian Institute of Technology (IIT) Guwahati, which is one of the premier educational institutes of the country.
My primary areas of research include Mathematical Finance and Mathematical Biology. While my current work on the former (Mathematical Finance) involves the computational aspects of pricing, sustainable (green) finance, algorithmic and high-frequency trading, portfolio theory, financial risk management, financial analytics, actuarial mathematics and AI/ML in finance, the latter (Mathematical Biology) involves deterministic, stochastic and control theoretic approaches, in modelling of biological phenomenon. My list of research publications is available here.
I have long experience of teaching in diverse areas of finance, such as Financial Engineering, Mathematical Finance, Computational Finance, Algorithmic and High-Frequency Trading, Portfolio Theory, Financial Risk Management, Corporate Finance, Financial Systems and Sustainable Finance. In addition, I have extensive teaching experience in Applied Mathematics Computing and Engineering Mathematics. The list of courses which I have taught at multiple academic institutions as well as online (NPTEL and Coursera) is available here.
I have advised students at the level of Ph.D., B.Tech., M.Sc. and MBA and my advisees have gone on to secure prestigious positions in academia, data science, entrepreneurship, investment banking and public service, both in India, as well as overseas. The details about my advisees is available here.
Service to the community is an essential component of my professional life, which includes professional service within and outside the institute, as well as outreach activities, the details of which are available here.
I can be reached through the following means:
Snail Mail:
Professor Siddhartha Pratim Chakrabarty
Department of Mathematics
IIT Guwahati
Guwahati - 781039, Assam, India
Phone: +91-361-2582606
Email (Preferred): pratim@iitg.ac.in and pratim.iitg@gmail.com
