Invited Talks
Joint QF-STAT PhD Webinars, Quantitative Finance group, Stony Brook University, February 23, 2024.
Title of presentation: Sectoral portfolio optimization by judicious selection of financial ratios via PCA
Invited by: Prof. Stanislav Uryasev
Conference Presentations
SIAM Conference on Financial Mathematics and Engineering (FM-23)
Philadelphia, Pennsylvania, United States, June 06-June 09, 2023
Title of talk: Mean expectile portfolio optimization with short selling
International Symposium on Optimization Theory & its Applications (ISOTA-2023)
School of Mathematics, Thapar Institute of Engineering & Technology, Patiala, India, April 13-April 15, 2023
Title of talk: Norm constrained minimum variance portfolios with short selling
International Symposium on Applied Optimization and Game Theoretic Models for Decision Making
Indian Statistical Institute, Delhi, February 01-February 03, 2023
Title of talk: Extended mean expectile-based VaR portfolio model under short selling scenarios
International Conference on Statistical Methods in Finance 2022 (StatFin 2022)
Chennai Mathematical Institute and Indian Statistical Institute, Bangalore, June 30-July 02, 2022.
Title of talk: Norm constrained minimum variance portfolios with short selling
Workshops/Conferences attended
International Symposium on Recent Advances in Computational Analysis and Modelling, Department of Mathematics, Indian Institute of Technology, Roorkee, June 20-June 24, 2022 (hybrid)
Workshop on Applications of Financial Mathematics in Stock Markets, Department of Mathematics, National Institute of Technology, Hamirpur, May 25-May29, 2022 (virtual)
Workshop on Data Science in Finance, organized jointly by Chennai Mathematical Institute and Indian Statistical Institute, Bangalore, June 27-July 01, 2021 (virtual)
Short Term Course on Optimization Theory, Methods and Applications, organized by the Department of Mathematics, I.I.T Roorkee, August 18-20, 2020 (virtual)