Hello there, I am pursuing my Ph.D. degree under the guidance of Dr. Niteesh Sahni from the Department of Mathematics School of Natural Sciences at Shiv Nadar University. I was selected for the junior research fellowship from the University Grant Commission Ministry of Humane Research Development in 2019. I worked as a research and teaching assistant at Bennett University, Greater Noida. I have done my master's degree from Chhatrapati Shahu Ji Maharaj University, Kanpur. My research interests are in topological data analysis (TDA) and applied machine learning (ML).
We are exploring a new topological data analysis (TDA)-based strategy for identifying peripheral stocks on an intraday or interday basis. We wish to characterize the peripheral stocks on the basis of the network properties of the TDA mapper graph plotted in various windows of interest (e.g., Eigen Vector Centrality, Degree Centrality, etc.). Along with that, we were also exploring multivariate time-varying volatility models such as the Geometric Garch model, the PCA-based GGARCH model, etc. We shall also build a predicted model which shall predict the VaR in future times.
Qualified CSIR-UGC JRF with AIR-145
Qualified CSIR-UGC NET with AIR-74