| |
Name |
Year of
Completion |
Title of Thesis |
|
1. |
Ashish Heda |
2007 |
Yield Curve Modelling |
|
2. |
Raghav Rastogi |
2007 |
Application of the CAPM and its
extensions |
|
3. |
Sujit Kumar |
2008 |
Application Scoring Method and its use
in satellite data |
|
4. |
Vineet Rai |
2008 |
Cointegration – the Engel Granger
methodology – a new hedge-funding strategy |
|
5. |
Tirupam Goel * |
2009 |
A forecast based inflation warning
mechanism |
|
6. |
Aditya Damani |
2009 |
Pricing of inflation linked Pension Plan
in India |
|
7. |
Vidit Maheswari |
2009 |
Estimation of Output Gap – comparative
analysis among SARIMA, HP & Wavelet filtering techniques |
|
8. |
A. Ravi Teja |
2009 |
Arbitrage Price Theory & its testing |
|
9. |
Gaurav Thakur |
2009 |
Market Share Forecasting Model for
Airlines Industry |
|
10. |
Koushik Mandal |
2009 |
Optimal Capital Structure of commercial
banks and Inflation-Forex Rate’s effect on its credit
decisions |
|
11 |
Chetan Sharma |
2010 |
Analysis of extreme stock returns using
EVT |
|
12 |
Madhukar Nilmani |
2010 |
Long & short term linkages between
Indian & Brazilian stock markets through global & local
macro-economic indicators |
|
13 |
Pushpam Raj |
2010 |
Pricing of collateralized debt
obligation |
|
14 |
Amit Chandra |
2010 |
Cointegration based portfolio selection
method & value-at-risk estimation using GA & EVT |
|
15 |
Ankush Nigam |
2011 |
Study of stock returns through
Econometric Modelling & Kernel Density Estimation |
|
16 |
A. V. K. Sai Kumar |
2012 |
Estimating VaR (Value at Risk) through
different methods |
|
17 |
Saurabh Kumar |
2012 |
A study on the efficiency of Indian
stock markets |
|
18 |
Birendra Kumar |
2013 |
Forecasting financial & micro-economic indicators
using
Evolutionary Algorithm |
|
19 |
Arpan Jain |
2014 |
Short-Term Forecast of GDP of India - a
Pseudo Real-Time Forecast using Bridge Equations and
Small-Scale Factor Model |
|
20 |
Harshit Tated |
2014 |
Classification using Regression and AI
Techniques with respect to Spam Classification and
Credit Scoring |
|
21 |
Nithin Chakravarthy |
2014 |
Comparative Analysis of Time Series
Models Vs. ANN Models |
|
22 |
Piyush Dharnidharka |
2014 |
Combination of Forecasts:
An
empirical study of inflation in the Indian Context |
|
23 |
Rahul Maddheshiya |
2014 |
An
Application of Extreme
Value
Theory as an Indicator of Financial Risk
|
|
24 |
Saurabh Mittal |
2015 |
Estimation of Impulse Responses by Local
Projections and Corrected Local Projections |
|
25 |
Sunil Kumar |
2015 |
EVT to model financial indicators
(exchange rates and stock prices) |
|
26 |
Tapas Agrawal |
2015 |
Selecting
key indicators of Whole Sale Price Index using
Evolutionary
Algorithms
and Regression methodologies |
|
27 |
Puneet Singh |
2015 |
Parameter estimation, variable selection
and asymptotic properties of LASSO and LAD-LASSO for
nonlinear sinusoidal model |
|
28 |
Priyank Jaini |
|
29 |
Anupreet Porwal* |
2017 |
On consistency of EEF Rule and PAL rule
for 1-D and 2-D models |
|
30 |
Sunny Raja Prasad |
2025 |
Understanding Causal Inference with Statistical and
Machine Learning Models |