Details of Student Supervision
Click on the titles below to read the synopsis of the thesis/project report.
Unless otherwise stated, all the students are from the Department of
Mangement Studies, Indian Institute of Science.
Mathew P. Samuel (Awarded 2010). Modeling
and Evaluation of Operational Performance of an Aeroengine.
Devlina Chatterjess (Awarded 2010).
Studies on Some Aspects of Liquidity of Stocks: Limit Order Executions in the
Indian Stock Market.
Manisha Joshi (Awarded 2007).
Impact of Options Introduction on Different Charactersitics of Underlying
listed in NSE, India.
K. Kiran Kumar (Awarded 2006).
Modeling the Effect of NASDAQ and Index Futures Introduction on the
Volatility of NSE Nifty Using GARCH Methodology.
K.G. Viswanadhan (Awarded 2005, Jointly with Prof. N.J.Rao
Assessment of Quality of Undergraduate Engineering
Programmes in India.
Jyothi G. Rao (Awarded 2001).
A Theoretical Model and Empirical Analysis of Components of Spread in
Over The Counter Exchange of India.
Vathsala Srinivasan (Awarded 2000).
Structural Changes in the Indian Foreign Exchange Market Due to Liberalization
Measures: An Econometric Analysis.
- Uttam Kumar (Under Progress, Jointly with
Modeling Land Cover Dynamics through Multi-Resolution Remote Sensing Data.
K. P. Abraham (Under Progress).
Comparison of Performances of XARCH and SVM Family of Models.
- Soumya Roy (Under Progress). Bayesian
Accelerated Life Testing.
Shariful Alam (Awarded 2003).
The Prediction of Bond Ratings using Statistical and Neural Network Techniques.
H.S.Nataraja (Awarded 2000).
Improvement of Piston Ring Quality: A Case Study
- Vinay Nayak (2009). Pricing and Hedging
of Double Barrier Options.
- Arun Sarda (2009). Daily INR/USD Exchange
Rate Modeling Using VAR and ANN..
- Akhilesh Gokhale (2009). Development
of Corporate Bankruptcy Prediction Model.
- Sumana Yerneni (2009). Comparison of
Optimal Portfolio Mix of a Linear Portfolio by Optimizing Markowitz Criteria,
CVaR and Omega..
- Soumyadeep Mukherjee (2009).
Comparison of Optimal Portfolio Mix of a Non-Linear Portfolio by Optimizing
VaR, CVaR and Omega..
- Abhishek Sharma (2008). Prediction
of Short-Term Foreign Exchange rate for US Dollar versus Japanese Yen..
- Asha Raghava (2008). Pricing of
Collateral Debt Obligations..
- Priya G.M. (2007). Portfolio
Optimization Model Incorporating the Investor's View.
- Rakhi S. (2007). A Study on the Indian
- Sijo G. Raj (2007). Pricing of Mortgage
- Yogesh Chati (2006). Technical Trading
Strategies for the INR-USD Currency Market.
- Akanksha Chirania (2004).
Examining the Causal Linkages between the Stock Market and Exchange Rate in
- George Oommen (2004).
Development of an Employee Life Enhancement Scorecard to Predict Key Metrics.
- Kamaljeet Bhatia (2004).
A Survival Analysis Methodology for Credit Granting Decision.
- Krishna Murugan (2004).
Time Series Forecasting for Demand of Vehicles.
- Chakshu Deep Raina (2004).
How Efficient is Efficient Frontier?
- Ajay Raina (2003). Optimizing a
Portfolio of Equities, Equity Futures and Equity European Options by
Minimizing Value-at-Risk - A Simulated Annealing Framework
- Nagaraj B. Kulkarni ( 2003).
A Risk Assessment Model for Financing Housing Projects.
- R. Santhanakrishnan (2003).
Credit Risk Management of a Portfolio of Loans to Listed Firms.
- A. V. Krishna Kishore ( 2002).
Development of CRISIL Ratings Prediction Model.
- T.Kamal Kanth ( 2002).
Credit Rating Model.
R. Ashwin Kumar ( 2000). Development of a
DSS using Stratified PPSWR to Estimate the Retail Sales and Market Share of
R. Unni Krishnan ( 2000).
A Computerized Management Game for Stock Market Simulation.
Chaitanya V. Baindur ( 1999).
Developing an Interface to Schedule a Job Shop Under Finite Capacities
V.Fani Vamsidhar B. ( 1999).
Bond Ratings Classification Models.
Manepalli P.K.V.Subba Rao (1999).
Knowledge Discovery in Databases to Support Business Decision in Customer
T. Nataraj ( 1999).
Improving the Operational Efficiency of a Soft-drink Bottling Plant.
K.Ramshanker ( 1999).
Mathematical Modeling of Finite Capacity Job Shop Scheduling Using Theory