Faculty at School of Natural Sciences
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
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
- 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)
- 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.