adityaIITKGP

Bokaro, Jharkhand, India

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adityaIITKGP

working to provide quality solution to mathematical problems

- graduated from IIT Kharagpur in 2016
- will take up PhD in mathematical finance

B.Tech Project at IIT Kharapur from August 2015 to March 2016
- Analysis of spectroscopy data by using Regression Shrinkage methods like LASSO, Ridge Regression, LAR, PCR, PLSR and analysis of highly multicollinear data.
- Convex Analysis and Optimization in Data Analysis.
- Frequentist and Likelihood based Inference methods

? Summer Internship at NOMURA from May 2015 to July 2015
- Back testing of Momentum based strategies on stocks underlying SXXP Index and analysis of results based on industrial momentum, lagged
reaction to idiosyncratic news and upside and downside market risks of momentum portfolio.
- Coding on MS-EXCEL VBA to update a database containing historical data of stocks, on local system by downloading data from Bloomberg.
- Option trading strategies: Call Overwriting, Risk reversal, Spreads, Delta-Hedged pure Volatility based trades, Term Structure and Skew based
strategies.

? Summer Internship at IIM Lucknow from May 2014 to June 2014
- Statistical analysis of Advertisement data from an online vendor
- Multivariate Regression and MANOVA for analysing money coming in for various types of advertisements
- Time Series Analysis for analyzing trends and seasonality in money pouring in from various sectors
- Cluster Analysis for analyzing clusters of sector that move together reasonably in terms of types of advertisements put in
- Text mining on Twitter data in context of general elections.
- Generation of word clouds segment-wise on comments displaying various sentiments

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