Ph.D. (Mathematics)
Indian Institute of Technology Roorkee, India
Educator and Researcher
Associate Faculty-Mathematics & Statistics @ Tutela Education
Embedded Files
Quantitative researcher with a Ph.D. in Mathematics, focused on leveraging optimization and statistical modeling to solve real-world problems in data-rich environments. Experienced in analyzing large-scale financial datasets using Python and R, with interests expanding into healthcare, energy systems, insurance, and public policy. Skilled in building and interpreting predictive models to support evidence-based decision-making.
My doctoral research focused on developing and analyzing strategies for optimal sparse portfolio selection, emphasizing robustness and interpretability in financial decision-making.Subsequently, I worked as a Research Fellow on a Science and Engineering Research Board (SERB, India)-sponsored Startup Research Grant (SRG) project, where I explored various statistical and machine learning techniques, including regression, cointegration, deep autoencoders, random forests—to financial data for index tracking. I am currently working as an Associate Faculty of Mathematics and Statistics at Tutela Education, where I teach advanced placements courses: AP Statistics, AP Calculus (AB/BC) and IBDP Mathematics (Applications and Interpretation) to high-school students remotely.
I hold a Ph.D. and a Master’s degree in Mathematics from the Indian Institute of Technology Roorkee, and a Bachelor’s degree in Mathematics from the University of Delhi. My research interests lie at the intersection of computational finance, statistical modeling, and machine learning in finance. I am passionate about applying advanced quantitative and statistical methods to solve real-world problems and derive actionable insights from complex data.
Ph.D. Advisor: Dr. Shiv Kumar Gupta
Project Advisor: Dr. Amita Sharma
Publications
Publications
Vrinda Dhingra, Amita Sharma, S. K. Gupta. (2025). A two-step risk parity strategy under Markov-chain driven asset ranking (accepted for publication in OR Spectrum)
Vrinda Dhingra, S. K. Gupta. (2024). An empirical study of robust mean-variance portfolios with short-selling. Computational Economics, https://doi.org/10.1007/s10614-024-10783-2
Vrinda Dhingra, Amita Sharma, S. K. Gupta. (2024). A comprehensive evaluation of constrained mean-expectile portfolios with short selling. Annals of Operations Research, https://doi.org/10.1007/s10479-024-06224-w
Vrinda Dhingra, Amita Sharma, S. K. Gupta. (2023). Sectoral portfolio optimization by judicious selection of financial ratios via PCA. Optimization and Engineering, https://doi.org/10.1007/s11081-023-09849-1
Vrinda Dhingra, S. K. Gupta, Amita Sharma. (2023). Norm-constrained minimum variance portfolios with short selling. Computational Management Science 20, 6, https://doi.org/10.1007/s10287-023-00438-2
Papers under review
Papers under review
Vrinda Dhingra, Amita Sharma, Anubha Goel (2026). A comprehensive review and analysis of different modeling approaches for financial index tracking problem. https://www.arxiv.org/abs/2601.03927
Page updated
Google Sites
Report abuse