Faculty at School of Natural Sciences
Charu Sharma
Assistant Professor
School of Natural Sciences
Contact Information
- Email: [email protected]
- Number: 91-120-7170100
- Number: Ext 254
Computational Finance, Bio-Informatics, Applied Data Science, and Applications of Complex Network
2021, Ph.D., Mathematics, Shiv Nadar University, Delhi-NCR
2006, MS Computational Mathematics, University of Houston, Texas, United States
2004, B.Sc., (H) Mathematics, St Stephen's College, Delhi University
June 2011-Present
Assistant Professor, Department of Mathematics, School of Natural Sciences, Shiv Nadar University, Delhi-NCR
Sept 2006-May 2011
Senior Lecturer, Mathematical Sciences Foundation, New Delhi, India
May 2006-Aug 2006
Research Assistant, University of Houston & Baylor College of Medicine, Texas Medical Centre, Houston, United States
Aug 2005-May 2006
Teaching Assistant, University of Houston, Houston, United States
Computational Methods
- Dysregulated Metabolites and Lipids in Serum of Patients with Acute Hepatitis E: A Longitudinal Study, 2023, Journal of Viral Hepatitis (under review).
- A mutual information-based R-vine copula strategy to estimate VaR in high frequency stock market data, 2021, PLOS One. https://doi.org/10.1371/journal.pone.0253307 (Corresponding Author)
- The Utility of a Single Tube 10-Color Flow Cytometry for qualitative and quantitative analysis in Myelodysplastic Syndrome- a pilot study, 2021, Leukemia Research. https://doi.org/10.1016/j.leukres.2021.106651
- Mutual information-based stock networks and portfolio selection for intraday traders using high frequency data: An Indian market case study, 2019, PLOS One. DOI: https://doi.org/10.1371/journal.pone.0221910 (Corresponding Author)
- Genome-wide analysis identifies common CNVs associated with primary open angle glaucoma, 2014, Molecular Cytogenetics. (DOI:10.1186/1755-8166-7-S1-P131)
- Gene rich large deletions are overrepresented in POAG patients of Indian and Caucasian origins,2014, IOVS. (https://doi.org/10.1167/iovs.14-14339)
- Genome-wide analysis reveals downregulation of miR-379/miR-656 cluster in human cancers, Biology Direct, 2013. (DOI: 10.1186/1745-6150-8-10)
Conference presentations
- Uncovering the network amongst the stocks returns by studying the non-linear interactions in high frequency data of the Indian Stock Market; Indian Women and Mathematics, Shiv Nadar University India, 2018.
- Cluster Analysis of Stocks using Stock Price Movements of High Frequency Data from National Stock Exchange; IPECS2018, Department of Statistics, Pondicherry University, 2018.
- Lecture on “Music with numbers” at Vidyagyan School, Sikandrabad, Feb 2023.
- Judging an interschool event “SCI-pi2.0”, Delhi Public School, R.K.Puram, Delhi, Dec 2022.
- Paper presented: “Uncovering the network amongst the stocks returns by studying the non-linear interactions in high frequency data of the Indian Stock Market” at Indian Women and Mathematics, Shiv Nadar Institute of Eminence, 2018. (https://sites.google.com/snu.edu.in/iwm2018)
- Paper presented: “Cluster Analysis of Stocks using Stock Price Movements of High Frequency Data from National Stock Exchange” at IPECS2018, 2018. (http://www.pondiuni.edu.in/news/international-conference-ipecs-2018-dept-statistics)
- Lecture on “Introduction to Mathematical Finance” at Department of Mathematics, Lady Sri Ram College, University of Delhi, Jan 2018.
- Lecture on “Art of numbers” at Department of Mathematics, I.P. College for Women, University of Delhi, Sept 2013.
- Statistical modelling of high frequency multi-dimensional stock data with applications in risk management, Charu Sharma (Primary Investigator), Amber Habib (Co-PI), NBHM, INR 3,77,100, 2017-2020.
- Principal Investigator NBHM Grant (NBHM(248(23)/2016/NBHM(R.P)/R&D II/4339): 2017-2020 (co-investigator: Prof. Amber Habib): “Statistical modelling of high frequency multi-dimensional stock data with applications in risk management” 2017-2020
- Awarded "Circle of Excellence awards 2021" at Shiv Nadar University, category: "The teaching award for inspirational and innovative practices", April 2021.