Students

PhD students :

• Subrata Golui ( 2018 - 2023) (Thesis title: Risk Sensitive Stochastic Control and Games)

• Bivakar Bose (since January 2022 ) (Joint with Dr Subhamay Saha)

• Amit Ghosh (since July 2022)

M.Sc. (Mathematics and Computing) Project student:

• Priyanshu Gupta (2022)

 Project Title: Portfolio Optimization

• Ayush Tyagi (2023)

Project Title: Options Pricing in Black Scholes Model

• Nishchal Agarwal (2023)

Project Title: Capital Asset Pricing Model

• ANANTA DEY (2024)

Project Title: Portfolio Optimization Using Utility Functions

• Neeraj Yadav  (2024)

  Project Title: Option Pricing And Hedging

• Jayvir Singh (2025)

 Project Title: Portfolio optimization

• Rashmi Gahlot (2025)

 Project Title: Mathematical Finance for Portfolio Optimization

• Bihung Basumatary and Payal Gupta (2026)

 Project Title: Taxi Grid-world in Markov Decision Processes

•  Maanik Bhardwaj (2026)

 Project Title: Portfolio Allocation Under Various Risk Measures

B.Tech. (Mathematics and Computing) Project students:

• Priya Meena (2018)

 Project Title: Portfolio Optimization using Utility Functions

• Digvijay Yadav Kodi and Sangeet  Chandaliya (2019)

Project Title: Portfolio Optimization in Continuous-time models

• Satyam Kumar (2020)

     Project Title: Markov Chains and Ergodic Theory

• Vaarshik Reddy C (2022)

Project Title: Option Price Prediction Using Deep Learning

• Shweta Bindal and Sankranthi Karthik (2023)

Project Title: Portfolio selection problem with Value-at-Risk constraints under non-extensive statistical mechanics

• DeveshMalav and  ShreyansKhabia (2024)

Project Title:  Risk-Sensitive Dynamic Asset Management

• Harsh Kumar Singh and Aditya Gupta (2025)

      Project Title:  qMDP DASH Adaptation using Queueing Theory within a MDP Framework

• Subhrajyoti Kunda Roy and Yash Singhal (2026)

     Project Title: Reinforcement Learning in Markov Decision Processes