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Dr. Luckshay Batra
About Me
Assistant Professor
My research interest is in Financial Mathematics: Derivative Pricing and Financial Modelling using MATLAB, Mathematica, R, SAS and Python. I have published research papers in the journals of international repute including Chaos, Solitons & Fractals, Physica A: Statistical Mechanics and its Applications, Communications in Statistics - Theory and Methods, Axiomathes-Where Science Meets Philosophy, and Stochastic Analysis and Applications, etc. I reviewed some research articles for journals: Computational Economics, Springer and Physica Scripta, IOP Science. I have been awarded the �Commendable Research Award 2020�, by Delhi Technological University, Delhi, India.
Educational Qualifications
Degree | Institution | Year |
|---|---|---|
Ph.D./D.Phil. | Delhi Technological University | 2021 |
PG | South Asian University | 2016 |
UG | Zakir Husain Delhi College, University of Delhi | 2014 |
Other Examinations | CSIR-UGC NET | 2017 |
Courses/Paper Taught
Name of the course | Year/Sem |
|---|---|
B.Sc. (Hons.) Mathematics - Algebra | I SEM |
B.Sc. (Hons.) Mathematics - Real Analysis | II SEM |
B.Sc. (Hons.) Mathematics - Group Theory-I | III SEM |
B.Sc. (Hons.) Mathematics - Theory of Real Functions | III SEM |
B.Sc. (Hons.) Mathematics - Complex Analysis (including practicals) | VI SEM |
GE-1 Calculus | I SEM |
GE-2 Linear Algebra | II SEM |
GE-4 Numerical Methods | IV SEM |
B.A. (Programme) - Calculus | I SEM |
B.A. (Programme) - Computer Algebra Systems | III SEM |
Administrative Role
Role | Society/Committee/Any other | Year |
|---|---|---|
Organized International Webinar Series on Interdisciplinary Aspects of Mathematics | Department of Mathematics, Satyawati College, University of Delhi | 2021 |
Organized one week Faculty Development Programme on Software Packages for Mathematical Sciences | Department of Mathematics, Hansraj College, University of Delhi | 2018 |
Awards and Achievements
Awards |
|---|
"Commendable Research Award (2021) by Delhi Technological University, Delhi, India |
AIR‑28 in UGC CSIR NET EXAM 2017" |
Books and Chapter Authored
Title of the Book/Chapter | Year of Publication | ISBN Number | National/International | Co-Author (if any) |
|---|
Career Profile
Organisation/Institution | Designation | Duration | Role |
|---|---|---|---|
Satyawati College, University of Delhi | Assistant Professor | 10 months - Present | 0 |
Zakir Husain Delhi College, University of Delhi | Assistant Professor | 1 year and 4 months | 0 |
Hansraj College, University of Delhi | Assistant Professor | 7 months | 0 |
Zakir Husain Delhi College, University of Delhi | Guest Lecturer | 3 months | |
Delhi Technological University | Guest Lecturer | 4 months | 0 |
Invited Speaker/Keynote Speaker/Chairperson/Resource Person
Topic of the Conference or Seminar / Title of the Paper Presented | National/ International | Year |
|---|---|---|
An invited talk delivered on ‚"Values and Ethics in Mathematics‚Äô in TEQIP‚ÄëIII RTU (ATU) Sponsored one week Faculty Development Programme on ‚ÄúUniversal Human Values & Professional Ethics‚Äù organized by Rajasthan Technical University, | National | 2021 |
An invited talk delivered on ‚"Motivation in Education‚Äô in Webinar Series on ‚ÄúSkill‚ÄëShala‚Äù organized by Shrinathji Institute of Technology & Engineering and Nathdwara Institute of Engineering & Technology, | National | 2021 |
Area of Interest
Areas of Interest / Specialization |
|---|
Information Theory In Financial Markets |
Research Guidance
Scholar's Name | Title | M.Phil./Ph.D./ Summer Training: | Awarded/Submitted/In Progress |
|---|
FDP/Workshops Organized or Attended
Topic of the FDP/Workshop | Organizing Body Name | Year |
|---|---|---|
FDP on Introduction to Financial Mathematics: exploring the machine learning approach for option pricing problems in stock market | entre for Applied Mathematics, I.I.I.T. Naya Raipur | 2021 |
Five days online Short Term Course on Essential Tools in Optimization | Dr. B. R. Ambedkar National Institute of Technology | 2020 |
FDP on Moodle Learning Management System | Roorkee remotely at Hindusthan College of Arts and Science | 2020 |
FDP on Data Analytics with Python,Organizing Body Name,Year:2019 | :Electronics & ICT Academy, IIT Roorkee | 2019 |
FDP on Software Packages for Mathematical Sciences,Organizing Body Name:,Year:2018 | Hansraj College, Delhi University | 2018 |
Resources: A Gateway for Research | Delhi Technological University | 2017 |
Author's Workshop | Springer Nature & South Asian University | 2016 |
Research Projects
Research Project Title | Major/Minor |
|---|
Conferences and Seminars Organized
Topic of the Conference or Seminar / Title of the Paper Presented | National/ International | Year |
|---|---|---|
Presented an oral talk at 'Application of Statistics' session in the International Conference on Trends and Perspectives in Linear Statistical Inference, LinStat 2020 organized by Institute of Mathematics, P. J. ≈úaf√°rik University, | International | 2021 |
Organized International Webinar Series on International Webinar Series on Interdisciplinary Aspects of Mathematics in Satyawati College, Delhi University, | National | 2021 |
Presented an oral talk at "Information Theory and Cybernetics‚' session in IEEE SSIT Norbert Wiener in the 21st Century‚ÄëVirtual Conference organized by Anna University, | National | 2021 |
Presented an oral talk at "Applied Mathematics‚' session in Five Days International Conference on Recent Trends in Mathematics and Its Applications to Graphs, Networks and Petri Nets (ICRTMA‚ÄëGPN‚Äë2020) organized by School of Computational and Integrative Sciences, JNU, | National | 2020 |
Presented an oral talk at 'Applied Statistics' session in 3rd International Conference of Mathematical Sciences (ICMS 2019) organized by Maltepe University, | International | 2019 |
Publication Profile
Title and Year of Publication | UGC-CARE/Peer Reviewed Journal | ISSN Number | Impact Factor |
|---|---|---|---|
Defining the Undefined 2021 | Axiomathes ‚Äë Where Science Meets Philosophy, Springer | 1122-1151 | -- |
Portfolio optimization based on generalized information theoretic measures 2020 | Communications in Statistics‚ÄëTheory and Methods, Taylor & Francis | 0361-0926 | 0.893 |
On Black–Scholes option pricing model with stochastic volatility: an information theoretic approach 2020 | Stochastic Analysis and Applications, Taylor & Francis | 0736-2994 | 1.53 |
Evaluating volatile stock markets using information theoretic measures 2020 | Physica A Statistical Mechanics and its Applications, Elsevier | 0378-4371 | 3.263 |
Entropy as a measure of implied volatility in options market 2019 | American Institute of Physics Conference Proceedings 2183a | 0094-243X | -- |
Other Activities
Other Activities |
|---|
Research Article in Economics daily report by Insurancenewsnet.com, USA |
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