Faculty

Institution

Unit

Venue

Indranil SenGupta

CUNY--Hunter College

Affiliations

CUNY--Hunter College

NoneIndranil Sengupta is currently serving as a Cuny--Hunter College faculty at Cuny--Hunter College.

Honors

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Experiences

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Education

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Indranil SenGupta

CUNY--Hunter College

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finance financial economics statistics quantitative analysis (finance) data science asset pricing finance research financial studies mathematical finance forecasting financial engineering capital markets international financial markets economics economic dynamics theoretical economics investment management economic modelling financial stability empirical finance yield prediction business strategy quantitative management machine learning research computational finance option pricing crop growth modeling shephard model transaction costs stochastic volatility levy models mathematical programming mathematical optimization economic analysis knowledge discovery computational intelligence plant science financial mathematics financial econometrics mathematical economics financial modeling stock market prediction financial time series analysis high-frequency financial econometrics nonlinear time series market analysis computational models machine learning models data-driven decision-making financial risk management crop yields crop production crop science maritime sciences variance swap scale invariance properties quantity risk novel implementation predicting rare fluctuations financial time series short-term forecasting soybean export shares neural network model predictions stochastic analysis option pricing models

Notable Scholarly Works

Notable Federal Grants

Collaborators

Hypothesis Tests on High-Dimensional Data Streams With Application in Financial Market. Sankhya B (2026)

investment managementfinancial analysisstatisticsfinancefinance researchasset pricingfinancial engineeringquantitative analysis (finance)economic dynamicsstatistical methodologyinternational financial marketsaccountingfinancial stabilityfinancial economicsfinancial studiescapital marketscomputational statistics

From Pixels to Profits: A Novel Approach to Identify Rare Events for a Group of Us Equities. Annals of Data Science (2025)

Predicting Ocean Freight Rates Using Machine Learning Methods. Journal of Artificial intelligence and Machine Learning (2025)

Prithviraj LakkakulaWilliam W. WilsonShantanu AwasthiIndranil SenGupta

logisticscomputer sciencestatisticsmachine learningmaritime sciencesdata sciencepredictive analyticsforecastingartificial intelligenceocean sciencesmachine learning researchocean freight ratesmachine learning methods

Analysis of Optimal Portfolio on Finite and Small-Time Horizons for a Stochastic Volatility Model With Multiple Correlated Assets. International Journal of Theoretical and Applied Finance (2024)

Estimation of Var With Jump Process: Application in Corn and Soybean Markets. Applied Stochastic Models in Business and Industry (2024)

Minglian LinIndranil SenGuptaWilliam Wilson

businesssoybean marketsstochastic process

Implications for the Dirichlet Processes Mixture Linear Model on U.S. Crop Yield Predictions. SSRN Electronic Journal (2023)

Kwame AddeySaleem ShaikWilliam NganjeIndranil SenGupta

yield predictioncrop growth modelingcrop scienceagricultural economicscrop yieldsapplied mathematicssustainable agriculturecrop productionmixture linear modelagronomy

Stochastic Volatility Modeling of High-Frequency Csi 300 Index and Dynamic Jump Prediction Driven by Machine Learning. Electronic Research Archive (2023)

mathematical financestatisticsfinanceeconomic dynamicsasset pricingfinancial engineeringquantitative analysis (finance)finance researchtime seriesstatistical methodologyinternational financial marketsdata sciencequantitative managementfinancial economicsforecastingfinancial studiescomputational statistics

Analysis of Stock Index With a Generalized Bn-S Model: An Approach Based on Machine Learning and Fuzzy Parameters. Stochastic Analysis and Applications (2022)

fuzzy setsinvestment managementfuzzy systemsfinancial analysisfinancefinance researchasset pricingfinancial engineeringquantitative analysis (finance)international financial marketssoft computingfuzzy logicfinancial economicsfinancial studiescapital markets

A Novel Implementation of Siamese Type Neural Networks in Predicting Rare Fluctuations in Financial Time Series. Risks (2022)

stock market predictionhigh-frequency financial econometricsstatisticsfinancefinancial time seriesquantitative analysis (finance)time seriesfinancial time series analysisdata sciencenovel implementationpredictive analyticsforecastingnonlinear time seriesneural network (machine learning)predicting rare fluctuations

A Pide and a Closed-Form Pricing Expression for Look-Back Option Under Levy Process. SSRN Electronic Journal (2022)

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Indranil SenGupta

CUNY--Hunter College

Affiliations

CUNY--Hunter College

NoneIndranil Sengupta is currently serving as a Cuny--Hunter College faculty at Cuny--Hunter College.

Honors

Create free account to unlock more features

Experiences

Create free account to unlock more features

Education

Create free account to unlock more features

Indranil SenGupta

CUNY--Hunter College

You can click a keyword to filter the displayed items

Notable Scholarly Works

Notable Federal Grants

Collaborators

Hypothesis Tests on High-Dimensional Data Streams With Application in Financial Market. Sankhya B (2026)

From Pixels to Profits: A Novel Approach to Identify Rare Events for a Group of Us Equities. Annals of Data Science (2025)

Predicting Ocean Freight Rates Using Machine Learning Methods. Journal of Artificial intelligence and Machine Learning (2025)

Prithviraj LakkakulaWilliam W. WilsonShantanu AwasthiIndranil SenGupta

Analysis of Optimal Portfolio on Finite and Small-Time Horizons for a Stochastic Volatility Model With Multiple Correlated Assets. International Journal of Theoretical and Applied Finance (2024)

Estimation of Var With Jump Process: Application in Corn and Soybean Markets. Applied Stochastic Models in Business and Industry (2024)

Minglian LinIndranil SenGuptaWilliam Wilson

businesssoybean marketsstochastic process

Implications for the Dirichlet Processes Mixture Linear Model on U.S. Crop Yield Predictions. SSRN Electronic Journal (2023)

Kwame AddeySaleem ShaikWilliam NganjeIndranil SenGupta

yield predictioncrop growth modelingcrop scienceagricultural economicscrop yieldsapplied mathematicssustainable agriculturecrop productionmixture linear modelagronomy

Stochastic Volatility Modeling of High-Frequency Csi 300 Index and Dynamic Jump Prediction Driven by Machine Learning. Electronic Research Archive (2023)

Analysis of Stock Index With a Generalized Bn-S Model: An Approach Based on Machine Learning and Fuzzy Parameters. Stochastic Analysis and Applications (2022)

A Novel Implementation of Siamese Type Neural Networks in Predicting Rare Fluctuations in Financial Time Series. Risks (2022)

A Pide and a Closed-Form Pricing Expression for Look-Back Option Under Levy Process. SSRN Electronic Journal (2022)

1
2
3
4
5
10 / page