Dr. Charu Sharma | Department of Mathematics

Profile

Dr. Charu
Sharma
Assistant Professor
Department of Mathematics
School of Natural Sciences (SNS)
A111D
Block-A, Shiv Nadar University
Dadri Uttar Pradesh
India
Extn: 
254
Educational Qualifications 
2004
B.Sc(H) Mathematics
St Stephen's College, Delhi University
2006
MS Computational Mathematics
University of Houston, Texas, United States
2017
Ph.D, Computational Finance(pursuing)
Shiv Nadar University
Work Experience 
08/05
05/06
Teaching Assistant,
University of Houston
05/06
08/06
Research Assistant,
Baylor College of Medicine, Texas Medical Centre
09/06
05/11
Senior Lecturer,
Mathematical Sciences Foundation
06/11Present
Assistant Professor,
Department of Mathematics, School of Natural Sciences, Shiv Nadar University, Delhi-NCR
I currently work here
Teaching & Research Interests: 

My research interest revolves around two areas broadly: Computational Finance and Bio-Informatics.

I am currently pursuing Ph.D. at Shiv Nadar University in Computational Finance. At the same time I have also been associated with a bio informatics research group at Institute of Genomics and Integrative Biology, Mall Road (since Sept 2009).

Research Areas 

Scholarly Activity

Journal Publications (accepted or published)

2021

A mutual information based R-vine copula strategy to estimate VaR in high frequency stock market data, 2021 (DOI: 10.1371/journal.pone.0253307)

2021

The Utility of a Single Tube 10-Color Flow Cytometry for qualitative and quantitative analysis in Myelodysplastic Syndrome- a pilot study (DOI: 10.1016/j.leukres.2021.106651)

2019

Mutual information based stock networks and portfolio selection for intraday traders using high frequency data: An Indian market case study, (DOI: https://doi.org/10.1371/journal.pone.0221910)

2014

Genome-wide analysis identifies common CNVs associated with primary open angle glaucoma, 2014: (DOI:10.1186/1755-8166-7-S1-P131)

2013

Genome-wide analysis reveals downregulation of miR-379/miR-656 cluster in human cancers, 2013 (DOI: 10.1186/1745-6150-8-10)

2014

Gene rich large deletions are overrepresented in POAG patients of Indian and Caucasian origins, 2014 (DOI:https://doi.org/10.1167/iovs.14-14339)

 

Projects

2017

Principal Investigator NBHM Grant (co-investigator: Prof. Amber Habib): “Statistical modelling of high frequency multi-dimensional stock data with applications in risk management” NBHM(248(23)/2016/NBHM(R.P)/R&D II/4339, 

Conference/Symposium

2018

Presented at Indian Women and Mathematics 2018, hosted by Shiv Nadar University

(https://sites.google.com/snu.edu.in/iwm2018)

Other

Invited Talks:

  • “Art of numbers” at Department of Mathematics, I.P. College for Women, University of Delhi, Sept 9, 2013.
  • “ Introduction to Mathematical Finance” at Department of Mathematics, Lady Sri Ram College, University of Delhi, Jan 25, 2018