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
Dr.
T.V.Ramachandra ).
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
Market Microstructure.
- Sijo G. Raj (2007). Pricing of Mortgage
Backed Securities.
- 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
India.
- 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
a Company.
-
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
Environment.
-
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
Relationship Management.
-
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
of Constraints.